Browsing Giuseppe Calafiore, PhD by Issue Date

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Forecasting Network Traffic: A Survey and Tutorial With Open-Source Comparative Evaluation

Ferreira, Gabriel O.; Ravazzi, Chiara; Dabbene, Fabrizio; Calafiore, Giuseppe C.; Fiore, Marco (2023-01-11)

This paper reviews the literature on network traffic prediction and serves as a tutorial on the topic. We analyze various methodologies, including autoregressive moving average models (ARMA, ARIMA, SARIMA) and artificial ...
Clearing payments in dynamic financial networks

Calafiore, Giuseppe C.; Fracastoro, Giulia; Proskurnikov, Anton V. (2023-12)

This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg–Noe model of financial contagion to multiple time periods, allowing financial operations ...