publications

Pre-prints, conference, journal, and workshop papers.

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2025

  1. Evaluating Hub Structures in Hidden Markov Graphical Models
    Beatrice Foroni, Abbas Khalili, Lea Petrella, and 1 more author
    In Scientific Meeting of the Italian Statistical Society, 2025
  2. Spatial Quantile Random Forests for the Analysis of Upward Mobility in Texas
    Sabrina Forte, Beatrice Foroni, Luca Merlo, and 1 more author
    In Scientific Meeting of the Italian Statistical Society, 2025
  3. Estimation of Undirected Graphs for Multivariate Time Series Using Hidden Semi-Markov Models
    Luca Merlo, Emilio Ferrante, Beatrice Foroni, and 1 more author
    In Scientific Meeting of the Italian Statistical Society, 2025
  4. hmgh.png
    Hidden Markov Graphical Models with Generalized Hyperbolic Distributions: A Financial Analysis on Commodities and Green Energy Indexes
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    In Methodological and Applied Statistics and Demography IV: SIS 2024, Short Papers, Contributed Sessions 2, 2025
    Awarded

2024

  1. quantile.png
    Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market.
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    Statistical Modelling, 2024
  2. expectile.png
    Expectile hidden Markov regression models for analyzing cryptocurrency returns
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    Statistics and Computing, 2024

2023

  1. New insights on hidden Markov models for time series data analysis
    Beatrice Foroni
    PhD Thesis, 2023
  2. Using expectile regression with latent variables for digital assets
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    In Book of short papers SIS 2023, 2023

2022

  1. network.png
    The network of commodity risk
    Beatrice Foroni, Giacomo Morelli, and Lea Petrella
    Energy Systems, 2022
  2. Graphical Models for Commodities: A Quantile Approach
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    In Methods and Applications in Fluorescence, 2022
  3. Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    In Book of the Short Papers, 2022

2020

  1. GLASSO Estimation of Commodity Risks
    Beatrice Foroni, and  others
    In Book of Short Papers SIS 2020, 2020