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  1. No Access

    Article

    Comparison of empirical and shrinkage correlation algorithm for clustering methods in the futures market

    The correlation structure of the futures market obtained using daily data from 2009 to 2020 has been investigated to show how different sectors, such as energy or agriculture, produce a hierarchical clustering...

    Andrea Di Iura in SN Business & Economics (2022)

  2. No Access

    Article

    A Bayesian analysis of gain-loss asymmetry

    We perform a quantitative analysis of the gain/loss asymmetry for financial time series by using a Bayesian approach. In particular, we focus on some selected indices and analyse the statistical significance o...

    Andrea Di Iura, Giulia Terenzi in SN Business & Economics (2022)

  3. Article

    Open Access

    Lepton mixing from the interplay of the alternating group A5 and CP

    Assuming three generations of Majorana neutrinos, we study the different mixing patterns that arise from the non-trivial breaking of the flavor group A5 and CP to the residual symmetries Z3, Z5 or Z2 × Z2 in the ...

    Andrea Di Iura, Claudia Hagedorn, Davide Meloni in Journal of High Energy Physics (2015)

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