Pubblicazioni

Fuzzy clustering with $$\hbox {L}_0$$ regularization

2025 - ANNALS OF OPERATIONS RESEARCH
Ferraro, Maria Brigida; Forti, Marco; Giordani, Paolo

Information and communication technology and labour productivity growth: a production-frontier approach

2024 - ANNALS OF OPERATIONS RESEARCH
Fulgenzi, Rossana; Gitto, Simone; Mancuso, Paolo

Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes

2024 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, Roy; Gatfaoui, Hayette; Rotundo, Giulia

Economic keywords in political communications and financial markets

2024 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Ficcadenti, V.

A dynamic game approach for optimal consumption, investment and life insurance problem

2024 - ANNALS OF OPERATIONS RESEARCH
Maggistro, Rosario; Marino, Mario; Martire, Antonio

Financial sustainability and automatic balance mechanisms for NDC pension systems with disability benefits

2024 - ANNALS OF OPERATIONS RESEARCH
Levantesi, Susanna; Menzietti, Massimiliano; Fratoni, Lorenzo

Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries

2024 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, Roy; Cesarone, Francesco; Ficcadenti, Valerio

Betting against mono-centrism? The impact of economic crisis on city vertical profiles in metropolitan Athens, Greece

2024 - ANNALS OF OPERATIONS RESEARCH
Bruno, Emma; Castellano, Rosalia; Punzo, Gennaro; Salvati, Luca

Climbing university rankings under resources constraints: a combined approach integrating DEA and directed Louvain community detection

2024 - ANNALS OF OPERATIONS RESEARCH
Di Leo, Simone; Avenali, Alessandro; Daraio, Cinzia; Wolszczak-Derlacz, Joanna

Value creation and sustainable business model: are ESG ratings a matter of class?

2024 - ANNALS OF OPERATIONS RESEARCH
Castellano, Rosella; Cini, Federico; Ferrari, Annalisa

Bayesian dynamic quantile model averaging

2024 - ANNALS OF OPERATIONS RESEARCH
Bernardi, Mauro; Casarin, Roberto; Maillet &, Bertrand B.; Petrella, Lea

Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting

2023 - ANNALS OF OPERATIONS RESEARCH
Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara

Responsible investing and portfolio selection: a shapley - CVaR approach

2023 - ANNALS OF OPERATIONS RESEARCH
Morelli, Giacomo

Clustering networked funded European research activities through rank-size laws

2023 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Iovanella, A.; Mattera, R.

Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems

2023 - ANNALS OF OPERATIONS RESEARCH
Andersen, J. -V.; Cerqueti, R.; Riccioni, J.

Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations

2023 - ANNALS OF OPERATIONS RESEARCH
D'Urso, P.; De Giovanni, L.; Alaimo, L. S.; Mattera, R.; Vitale, V.

Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall

2023 - ANNALS OF OPERATIONS RESEARCH
Candila, Vincenzo; Gallo, Giampiero M.; Petrella, Lea

Fuzzy clustering of financial time series based on volatility spillovers

2023 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, Roy; D’Urso, Pierpaolo; DE GIOVANNI, Livia; Mattera, Raffaele; Vitale, Vincenzina

Complex networks and deep learning for copper flow across countries

2023 - ANNALS OF OPERATIONS RESEARCH
Federico, L; Mounim, A; D'Urso, P; De Giovanni, L

Editorial: Big data and data science in sport

2023 - ANNALS OF OPERATIONS RESEARCH
D'Urso, P; De Giovanni, L; Swartz, T

Optimal cashback in a cooperative framework for peer-to-peer insurance coverages

2023 - ANNALS OF OPERATIONS RESEARCH
Clemente, Gian Paolo; Levantesi, Susanna; Piscopo, Gabriella

Optimal reimbursement limitation for a health plan

2023 - ANNALS OF OPERATIONS RESEARCH
Baione, F.; Biancalana, D.; Menzietti, M.

Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series

2023 - ANNALS OF OPERATIONS RESEARCH
Dai, Xingyu; Cerqueti, Roy; Wang, Qunwei; Xiao, Ling

Tail dependence-based fuzzy clustering of financial time series

2023 - ANNALS OF OPERATIONS RESEARCH
D’Urso, Pierpaolo; De Luca, Giovanni; Vitale, Vincenzina; Zuccolotto, Paola

Robust DTW-based entropy fuzzy clustering of time series

2023 - ANNALS OF OPERATIONS RESEARCH
D’Urso, Pierpaolo; De Giovanni, Livia; Vitale, Vincenzina

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