Interests
Financial Econometrics, Nonlinear Multivariate Time Series, Matrix-variate time series, Statistics, Machine Learning and Artificial Neural Networks
Main Publications
Bucci A. (2024). A smooth transition autoregressive model for matrix-variate time series. Computational Economics
Bucci A., Sanmarchi F., Santi L., Golinelli D. (2024). Evaluating the nonlinear association between PM10 and emergency department visits. Socio-Economic Planning Sciences
Bucci A., He L., Liu Z. (2023). Combining dimensionality reduction methods with neural networks for realized volatility forecasting. Annals of Operations Research
Bucci A., Palomba G., Rossi E. (2023). The role of uncertainty in forecasting volatility comovements across stock markets. Economic Modelling. 125: 106309
He L., Liu Q., Liu Z., Bucci A. (2023). Correcting spot power variation estimator via Edgeworth expansion. Metrika
Bucci A., Ippoliti L., Valentini P. (2023). Analysing spatiotemporal patterns of Covid-19 confirmed deaths at the NUTS-2 regional level. Regional Statistics. 13 (2)
Ciciretti V., Bucci A. (2023). Building optimal regime-switching portfolios. North American Journal of Economics and Finance
Bucci A., Ippoliti L., Valentini P. (2022). Comparing unconstrained parametrization methods for return covariance matrix prediction. Statistics and Computing. 32(5): 90
Bucci A., Palomba G., Rossi E. (2022). starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series. The R Journal. 14(1): 208-226
Bucci A., Ciciretti V. (2022). Market regime detection via realized covariances. Economic Modelling. 111: 105832
Bucci A., Fontanella S., Ippoliti L., Valentini P. (2021). Clustering spatio-temporal series of confirmed COVID-19 deaths in Europe. Spatial Statistics
Bucci A. (2020). Realized Volatility Forecasting with Neural Networks. Journal of Financial Econometrics. DOI: 10.1093/jjfinec/nbaa008 . 18: 502-531
Golinelli D., Bucci A., Adja K.Y.C., Toscano F. (2020). Comment on: "The Italian NHS: What Lessons to Draw from COVID-19?". Applied Health Economics and Health Policy
Bucci A., (2020). Cholesky-ANN models for predicting multivariate realized volatility. Journal of Forecasting. DOI: 10.1002/for.2664. 39: 865-876
The Machine Learning in Clinical Research Group. (2019). Machine learning in clinical and epidemiological research: isn't it time for biostatisticians to work on it?. Epidemiology, Biostatistics and Public Health
Bucci A., Skrami E., Faragalli A., Carle F., Gesuita R. and Ferrante L. (2019). Segmented Bayesian Calibration Approach for Estimating Age in Forensic Sciences. Biometrical Journal. 61: 1575-1594
Bucci A. (2018). Forecasting realized volatility: a review. Journal of Advanced Studies in Finance. 8(2): 94-138.
Golinelli D., Toscano F., Bucci A., Lenzi J., Fantini M.P.,Nante N. and Messina G. (2017). Health expenditure and all-cause mortality in the galaxy of Italian regional healthcare systems. A fifteen years panel data analysis. Applied Health Economics and Health Policy. 15(6): 773-783
Working papers
Bucci A. (2025). A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
Bucci A., Palma M., Zhang C. (2025). Geometric Deep Learning for Realized Covariance Matrix Forecasting
Other Publications
Sanmarchi F., Bucci A., Nuzzolese A.G., Carullo G., Toscano F., Nante N. and Golinelli D. (2023). A step-by-step researcher's guide to the use of an AI-based transformer in epidemiology Journal of Public Health
Faragalli A., Skrami E., Bucci A., Gesuita R., Cameriere R., Carle F., Ferrante L. (2023). Combining Bayesian Calibration and Copula Models for Age Estimation. International Journal of Environmental Research and Public Health. 20(2): 1201
Pinchi V., Bianchi I., Pradella F., Vitale G., Focardi M., Tonni I., Ferrante L., Bucci A. (2021). Dental Age Estimation in children affected by Juvenile Rheumatoid Arthritis. International Journal of Legal Medicine. 135: 619-626
Golinelli D., Bucci A., Boetto E., Maietti E., Toscano F., Fantini M.P. (2021). Gender differences and multiple determinants of perceived physical and mental health in Italy. Annali di Igiene. 33 (5): 456-473
Sanmarchi F., Toscano F., Fattorini M., Bucci A., Golinelli D. (2021). Distributed solutions for a reliable data-driven transformation of healthcare management and research. Frontiers in Public Health. DOI: 10.3389/fpubh.2021.710462
Farinelli L., Baldini M., Bucci A., Ulisse S., Carle F., Gigante A., (2021). Axial and rotational alignment of lower limb in a Cucasian aged non-arthritic cohort. European Journal of Orthopaedic Surgery & Traumatology. 31: 221-228
Golinelli D., Toscano F., Bucci A. and Carullo G. (2018). Transferring Health Big Data within the European Legal Framework: What Role for National Healthcare Services? Journal of Law and Medicine. 26: 488-493
Golinelli D., Bucci A., Toscano F., Filicori F. and Fantini M.P. (2018). Real and predicted mortality under health spending constraints in Italy: a time trend analysis through Artificial Neural Networks. BMC Health Services Research. 18(1): 671.
Alessandrini M., Levarlet F., Negrila P., Le Moglie P., Bucci A., Celotti P., Mollay U., Kotrasinski J. (2017). The role of the local and regional authorities in the implementation of the EFSI: opportunities and challenges. EU Publications
Software components
Bucci A., Palomba G., Rossi E. (2021). starvars: Vector Logistic Smooth Transition Models/Realized Covariances Construction. Available at https://cran.r-project.org/web/packages/starvars/index.html