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Vincenzo Coia
Vincenzo Coia
Senior Data Scientist, BGC Engineering Inc.
Verified email at bgcengineering.ca - Homepage
Title
Cited by
Cited by
Year
A cluster truncated pareto distribution and its applications
ML Huang, V Coia, P Brill
International Scholarly Research Notices 2013, 2013
122013
Forecasting of nonlinear extreme quantiles using copula models
V Coia
University of British Columbia, 2017
32017
A Sieve model for extreme values
V Coia, ML Huang
Journal of Statistical Computation and Simulation 84 (8), 1692-1710, 2014
32014
Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions
X Vidal-Llana, C Salort Sánchez, V Coia, M Guillen
IREA–Working Papers, 2022, IR22/15, 2022
22022
Copula-based conditional tail indices
V Coia, H Joe, N Nolde
Journal of Multivariate Analysis 201, 105268, 2024
12024
Tail Behavior for Bivariate Distributions Based on Pareto Mixtures
V Coia, H Joe, N Nolde
Advances in Statistics-Theory and Applications: Honoring the Contributions …, 2021
12021
On estimation of extreme value distributions
V Coia
Brock Report in Mathematics and Statistics, 2012
12012
Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing Conditions
X Vidal-Llana, C Salort Sánchez, V Coia, M Guillen
Available at SSRN 4351877, 2023
2023
The Number of Relatively Prime Subsets of a Finite Union of Sets of Consecutive Integers.
M Ayad, V Coia, O Kihel
J. Integer Seq. 17 (3), 14.3.7, 2014
2014
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