Roy Cerqueti

Pubblicazioni

Titolo Pubblicato in Anno
Severe Testing of Benford’s Law TEST 2023
Green finance instruments: exploring minibonds issuance in Italy CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT 2023
Clustering networked funded European research activities through rank-size laws ANNALS OF OPERATIONS RESEARCH 2023
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems ANNALS OF OPERATIONS RESEARCH 2023
A novel methodology to disambiguate organization names: an application to EU Framework Programmes data SCIENTOMETRICS 2023
Benford's Law for economic data reliability: The case of tourism flows in Sicily CHAOS, SOLITONS AND FRACTALS 2023
Determining the dynamics of collaboration in EU Framework Programmes under a network perspective European Academy of Management (EURAM) Conference 2023 2023
Fuzzy clustering of financial time series based on volatility spillovers ANNALS OF OPERATIONS RESEARCH 2023
A stochastic model for evaluating the peaks of commodities' returns APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 2023
A Benford’s Law view of inspections’ reasonability PHYSICA. A 2023
Fuzzy clustering of time series based on weighted conditional higher moments COMPUTATIONAL STATISTICS 2023
Probabilistic and statistical methods in commodity risk management APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 2023
Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series ANNALS OF OPERATIONS RESEARCH 2023
Games on graphs with coalitions JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 2023
Anxiety about the pandemic and trust in financial markets THE ANNALS OF REGIONAL SCIENCE 2023
A new measure of the resilience for networks of funds with applications to socially responsible investments PHYSICA. A 2022
Clusters of social impact firms: A complex network approach GLOBAL FINANCE JOURNAL 2022
Financial interbanking networks resilience under shocks propagation ANNALS OF OPERATIONS RESEARCH 2022
Dangerous liasons and hot customers for banks REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING 2022
A Note on the Role of Social Impact Investments in Minimum Variance Portfolios Highlights of Sustainability 2022

ERC

  • PE1_14
  • PE1_15
  • PE1_21
  • SH1_4
  • SH1_6

KET

  • Big data & computing

Interessi di ricerca

Metodi statistico-quantitativi: aspetti teorici e applicazioni all'economia, alla finanza e alle scienze sociali

Keywords

complex networks
quantitative analysis
Applied Mathematics
data science
Management Science and Operations Research

Progetti di Ricerca

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