Paolo Foschi

14 papers Journal 13Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Preconditioned Conjugate Gradient methods for the estimation of General Linear Models.
CoRR
Paolo Foschi
2025 J jnl
The geometry of PLS shrinkages.
CoRR
Paolo Foschi
2024 J jnl
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis.
Publ.
Fabio Zagonari, Paolo Foschi
2013 J jnl
Approximations for Asian options in local volatility models.
J. Comput. Appl. Math.
Paolo Foschi, Stefano Pagliarani, Andrea Pascucci
2012 J jnl
The Annals of Computational and Financial Econometrics, first issue.
Comput. Stat. Data Anal.
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
2010 J jnl
3rd Special issue on matrix computations and statistics.
Comput. Stat. Data Anal.
Jesse L. Barlow, Lars Eldén, Paolo Foschi
2010 J jnl
Parametrix Approximation of Diffusion Transition Densities.
SIAM J. Financial Math.
Francesco Corielli, Paolo Foschi, Andrea Pascucci
2009 J jnl
Calibration of a path-dependent volatility model: Empirical tests.
Comput. Stat. Data Anal.
Paolo Foschi, Andrea Pascucci
2006 J jnl
Analysis of an uncertain volatility model.
Adv. Decis. Sci.
Marco Di Francesco, Paolo Foschi, Andrea Pascucci
2004 J jnl
Algorithms for Computing the QR Decomposition of a Set of Matrices with Common Columns.
Algorithmica
Petko Yanev, Paolo Foschi, Erricos John Kontoghiorghes
2003 J jnl
A comparative study of algorithms for solving seemingly unrelated regressions models.
Comput. Stat. Data Anal.
Paolo Foschi, David A. Belsley, Erricos John Kontoghiorghes
2002 J jnl
Seemingly unrelated regression model with unequal size observations: computational aspects.
Comput. Stat. Data Anal.
Paolo Foschi, Erricos John Kontoghiorghes
2000 — conf
Computationally Efficient Methods for Solving SURE Models.
NAA
Erricos John Kontoghiorghes, Paolo Foschi
1999 J jnl
Duality in conjugate gradient methods.
Numer. Algorithms
C. G. Broyden, Paolo Foschi