Guglielmo D’Amico - Publications, H-index & Citations

Guglielmo D’Amico

Marche Polytechnic University

21H指数

211论文数

1.7K被引数

收录论文 23

发表时间

Semi-Markov reward models under enlarged filtrations with applications to disability insurance 在扩展过滤条件下的半马氏奖励模型及其在残疾保险中的应用

Journal of Computational and Applied Mathematics

IF2.6

2026-12-01

OAAI

D'Amico, Guglielmo; Petroni, Filippo; Vergine, Salvatore; Benchekor, Asma

Regime-Switching Fischer-Margrabe Options Pricing with Liquidity Risk and Stochastic Volatility regime-switching 模型下考虑流动性风险和随机波动率的费舍尔-马尔格莱布期权定价

Mathematics

IF2.2

2026-02-04

OAAI

Mittal, Priya; Selvamuthu, Dharmaraja; D'Amico, Guglielmo

Quantifying the mismatching of energy community demand and wind power: A reliability approach 量化能源社区需求与风电的失配：一种可靠性方法

Reliability Engineering & System Safety

IF11

2025-12-24

OAAI

Guglielmo D’Amico; Salvatore Vergine

Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-09-06

OAAI

Azze, Abel; D'Amico, Guglielmo; D'Auria, Bernardo; Vergine, Salvatore

Willingness to accept a wind power plant: A survey study in the South of Italy

ENERGY POLICY

IF9.2

2024-09-01

PREAI

Vergine, Salvatore; Ramos-Sosa, Maria del Pino; Attanasi, Giuseppe; 'Amico, Guglielmo; Llerena, Patrick

Optimising microgrid energy management: Leveraging flexible storage systems and full integration of renewable energy sources 优化微电网能源管理: 利用灵活的存储系统和可再生能源的全面集成

RENEWABLE ENERGY

IF9.1

2024-08-01

PREAI

Alvarez-Arroyo, Cesar; Vergine, Salvatore; de la Nieta, Agustin Sanchez; Alvarado-Barrios, Lazaro; D'Amico, Guglielmo

Dividend based risk measures: A Markov chain approach

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2024-06-01

OAAI

D'Amico, Guglielmo; De Blasis, Riccardo

Drawdown-based risk indicators for high-frequency financial volumes 基于缩编的高频理财量风险指标

FINANCIAL INNOVATION

IF7.2

2024-02-22

OAAI

D'Amico, Guglielmo; Di Basilio, Bice; Petroni, Filippo

Dynamic optimisation of unbalanced distribution network management by model predictive control with Markov reward processes

HELIYON

IF3.6

2024-01-01

OAAI

Alvarez-Arroyo, Cesar; Vergine, Salvatore; D'Amico, Guglielmo; Escano, Juan Manuel; Alvarado-Barrios, Lazaro

ROCOF of higher order for semi-Markov processes

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2023-03-01

PREAI

D'Amico, Guglielmo; Petroni, Filippo

Modelling and simulation of a storage system connected to a wind farm under ramp-rate limitation

INTERNATIONAL JOURNAL OF MODELLING AND SIMULATION

IF3.9

2022-12-08

PREAI

D'Amico, Guglielmo; Petroni, Filippo; Vergine, Salvatore

Optimal management of a hybrid and isolated microgrid in a random setting 随机环境下混合孤立微电网的优化管理

materials reports: energy

IF5.1

2022-11-01

OAAI

Vergine, Salvatore; Alvarez-Arroyo, Cesar; D'Amico, Guglielmo; Escano, Juan Manuel; Alvarado-Barrios, Lazaro

A Model for the State of Charge of a Battery Connected to a Wind Power Plant Under a Ramp Rate Limitation Regime

JOURNAL OF RELIABILITY AND STATISTICAL STUDIES

IF1.1

2022-07-27

OAAI

D'Amico, Guglielmo; Gismondi, Fulvio; Vergine, Salvatore

Randentropy: A Software to Measure Inequality in Random Systems

Informatica

IF2.8

2022-03-22

OAAI

D'Amico, Guglielmo; Scocchera, Stefania; Storchi, Loriano

An Analysis of a Storage System for a Wind Farm with Ramp-Rate Limitation

ENERGIES

IF3.2

2021-07-05

OAAI

D'Amico, Guglielmo; Petroni, Filippo; Vergine, Salvatore

Portfolio optimization of credit risky bonds: a semi-Markov process approach

FINANCIAL INNOVATION

IF7.2

2020-05-22

OAAI

Pasricha, Puneet; Selvamuthu, Dharmaraja; D'Amico, Guglielmo; Manca, Raimondo

Copula based multivariate semi-Markov models with applications in high-frequency finance

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2018-06-01

PREAI

D'Amico, Guglielmo; Petroni, Filippo

Reliability measures for indexed semi-Markov chains applied to wind energy production

RELIABILITY ENGINEERING & SYSTEM SAFETY

IF11

2015-12-01

OAAI

D'Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio

Wind speed prediction for wind farm applications by Extreme Value Theory and Copulas

JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS

IF4.9

2015-10-01

PREAI

D'Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio

Economic performance indicators of wind energy based on wind speed stochastic modeling

APPLIED ENERGY

IF11

2015-09-01

PREAI

D'Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio

研究方向