Pubblicazioni

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

A robust method for clustering football players with mixed attributes

2022 - ANNALS OF OPERATIONS RESEARCH
D'Urso, P.; De Giovanni, L.; Vitale, V.

Financial interbanking networks resilience under shocks propagation

2022 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Cinelli, M.; Ferraro, G.; Iovanella, A.

A new model for predicting the winner in tennis based on the eigenvector centrality

2022 - ANNALS OF OPERATIONS RESEARCH
Arcagni, A.; Candila, V.; Grassi, R.

A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league "Serie A"

2022 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Ficcadenti, V.; Hossein Varde'i, C.

A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department

2022 - ANNALS OF OPERATIONS RESEARCH
De Santis, A.; Giovannelli, T.; Lucidi, S.; Messedaglia, M.; Roma, M.

Correction to: Financial interbanking networks resilience under shocks propagation (Annals of Operations Research, (2022), 10.1007/s10479-022-04567-w)

2022 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Cinelli, M.; Ferraro, G.; Iovanella, A.

Statistical methods for decision support systems in finance: How Benford's law predicts financial risk

2022 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Maggi, M.; Riccioni, J.

Complex networks for community detection of basketball players

2022 - ANNALS OF OPERATIONS RESEARCH
Chessa, A.; D'Urso, P.; De Giovanni, L.; Vitale, V.; Gebbia, A.

A Bayesian network to analyse basketball players' performances: a multivariate copula-based approach

2022 - ANNALS OF OPERATIONS RESEARCH
D'Urso, P; De Giovanni, L; Vitale, V

A tensor-based approach to cause-of-death mortality modeling

2022 - ANNALS OF OPERATIONS RESEARCH
Cardillo, Giovanni; Giordani, Paolo; Levantesi, Susanna; Nigri, Andrea

Volatility in the stock market: ANN versus parametric models

2021 - ANNALS OF OPERATIONS RESEARCH
D'Ecclesia, R. L.; Clementi, D.

The European gas market: new evidences

2021 - ANNALS OF OPERATIONS RESEARCH
Jotanovic, V.; D'Ecclesia, R. L.

Preface: recent developments in financial modelling and risk management

2021 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; D'Ecclesia, R. L.; Levantesi, S.

A new concept of reliability system and applications in finance

2021 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.

Mathematical political districting taking care of minority groups

2021 - ANNALS OF OPERATIONS RESEARCH
Arredondo, Verónica; Martínez-Panero, Miguel; Peña, Teresa; Ricca, Federica

Forecasting binary outcomes in soccer

2021 - ANNALS OF OPERATIONS RESEARCH
Mattera, R.

Minimal winning coalitions and orders of criticality

2021 - ANNALS OF OPERATIONS RESEARCH
Aleandri, Michele; Dall’Aglio, Marco; Fragnelli, Vito; Moretti, Stefano

The interconnectedness of the economic content in the speeches of the US Presidents

2021 - ANNALS OF OPERATIONS RESEARCH
Cinelli, M; Ficcadenti, V; Riccioni, J

Exploring the financial risk of a temperature index: a fractional integrated approach

2020 - ANNALS OF OPERATIONS RESEARCH
Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia

Systemic risk assessment through high order clustering coefficient

2020 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Clemente, G. P.; Grassi, R.

Capital allocation and RORAC optimization under solvency 2 standard formula

2020 - ANNALS OF OPERATIONS RESEARCH
BAIONE, Fabio; DE ANGELIS, Paolo; GRANITO, IVAN

Automatic Balance Mechanisms for Notional Defined Contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system

2020 - ANNALS OF OPERATIONS RESEARCH
Devolder, Pierre; Levantesi, Susanna; Menzietti, Massimiliano

Improving P300 Speller performance by means of optimization and machine learning

2020 - ANNALS OF OPERATIONS RESEARCH
Bianchi, Luigi; Liti, Chiara; Liuzzi, Giampaolo; Piccialli, Veronica; Salvatore, Cecilia

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