| First and second order semi-Markov chains for wind speed modeling G D'Amico, F Petroni, F Prattico Physica A 392 (2013), 1194-1201, 2012 | 113 | 2012 |
| Homogeneous semi-Markov reliability models for credit risk management G D’Amico, J Janssen, R Manca Decisions in Economics and Finance 28 (2), 79-93, 2006 | 88 | 2006 |
| Wind speed prediction for wind farm applications by extreme value theory and copulas G D'Amico, F Petroni, F Prattico Journal of Wind Engineering and Industrial Aerodynamics 145, 229-236, 2015 | 68 | 2015 |
| Wind speed and energy forecasting at different time scales: A nonparametric approach G D’Amico, F Petroni, F Prattico Physica A: Statistical Mechanics and its Applications 406, 59-66, 2014 | 63 | 2014 |
| Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models G D’Amico, J Janssen, R Manca Methodology and Computing in Applied Probability 12 (2), 215-225, 2010 | 57 | 2010 |
| Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application G D’Amico, M Guillen, R Manca Insurance: Mathematics and Economics 45 (2), 173-179, 2009 | 52 | 2009 |
| Optimising microgrid energy management: Leveraging flexible storage systems and full integration of renewable energy sources C Álvarez-Arroyo, S Vergine, AS de la Nieta, L Alvarado-Barrios, ... Renewable Energy 229, 120701, 2024 | 50 | 2024 |
| A semi-Markov model for price returns G D'Amico, F Petroni Physica A: Statistical Mechanics and its Applications 391 (20), 4867–4876, 2012 | 45 | 2012 |
| Copula based multivariate semi-Markov models with applications in high-frequency finance G D’Amico, F Petroni European Journal of Operational Research 267 (2), 765-777, 2018 | 44 | 2018 |
| A semi-Markov model with memory for price changes G D’Amico, F Petroni Journal of Statistical Mechanics: Theory and Experiment 2011, P12009, 2011 | 43 | 2011 |
| Wind speed modeled as an indexed semi‐Markov process G D'Amico, F Petroni, F Prattico Environmetrics 24, 367-376, 2013 | 41 | 2013 |
| Age-usage semi-Markov models G D’Amico Applied mathematical modelling 35 (9), 4354-4366, 2011 | 37 | 2011 |
| Weighted-indexed semi-Markov models for modeling financial returns G D’Amico, F Petroni Journal of statistical mechanics: theory and experiment 2012 (07), P07015, 2012 | 36 | 2012 |
| Reliability measures for indexed semi-Markov chains applied to wind energy production G D'Amico, F Petroni, F Prattico Reliability Engineering & System Safety 144, 170-177, 2015 | 35 | 2015 |
| Economic performance indicators of wind energy based on wind speed stochastic modeling G D’Amico, F Petroni, F Prattico Applied Energy 154, 290-297, 2015 | 35 | 2015 |
| Performance analysis of second order semi-Markov chains: an application to wind energy production G D’Amico, F Petroni, F Prattico Methodology and computing in applied probability 17 (3), 781-794, 2015 | 33 | 2015 |
| Reliability Measures of Second‐Order Semi‐Markov Chain Applied to Wind Energy Production G D′ Amico, F Petroni, F Prattico Journal of Renewable Energy 2013 (1), 368940, 2013 | 31 | 2013 |
| Valuing credit default swap in a non-homogeneous semi-Markovian rating based model G D’Amico, J Janssen, R Manca Computational Economics 29 (2), 119-138, 2007 | 28 | 2007 |
| Performance estimation of photovoltaic energy production L Casula, G D’Amico, G Masala, F Petroni Letters in Spatial and Resource Sciences 13 (3), 267-285, 2020 | 27 | 2020 |
| Portfolio optimization of credit risky bonds: a semi-Markov process approach P Pasricha, D Selvamuthu, G D’Amico, R Manca Financial Innovation 6 (1), 25, 2020 | 27 | 2020 |
Raimondo MancaDipartimento di metodi e modelli per l'economia il territorio e la finanza (MEMOTEF), SapienzaVerified email at uniroma1.it
