Roy Cerqueti

Pubblicazioni

Titolo Pubblicato in Anno
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
Combining rank-size and k-means for clustering countries over the COVID-19 new deaths per million CHAOS, SOLITONS & FRACTALS 2022
Weighted score-driven fuzzy clustering of time series with a financial application EXPERT SYSTEMS WITH APPLICATIONS 2022
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league "Serie A" ANNALS OF OPERATIONS RESEARCH 2022
Mitigating Contagion Risk by ESG Investing SUSTAINABILITY 2022
Correction to: Financial interbanking networks resilience under shocks propagation (Annals of Operations Research, (2022), 10.1007/s10479-022-04567-w) ANNALS OF OPERATIONS RESEARCH 2022
Monte Carlo Markov chains constrained on graphs for a target with disconnected support∗ ELECTRONIC JOURNAL OF STATISTICS 2022
Statistical methods for decision support systems in finance: How Benford's law predicts financial risk ANNALS OF OPERATIONS RESEARCH 2022
The complex interplay between {COVID}-19 and economic activity MATHEMATICAL SOCIAL SCIENCES 2022
The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets JOURNAL OF ECONOMIC INTERACTION AND COORDINATION 2022
Markov Chain Monte Carlo for generating ranked textual data INFORMATION SCIENCES 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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