Roy Cerqueti

Pubblicazioni

Titolo Pubblicato in Anno
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
INGARCH-based fuzzy clustering of count time series with a football application MACHINE LEARNING WITH APPLICATIONS 2022
Multiway clustering with time-varying parameters COMPUTATIONAL STATISTICS 2022
Fuzzy clustering of time series with time-varying memory INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2022
Similarity-based heterogeneity and cohesiveness of networked companies issuing minibonds CHAOS, SOLITONS AND FRACTALS 2022
A new family of modified Gaussian copulas for market consistent valuation of government guarantees REVIEW OF MANAGERIAL SCIENCE 2022
Data validity and statistical conformity with Benford's Law CHAOS, SOLITONS & FRACTALS 2021
Bribes, Lobbying and Industrial Structure ITALIAN ECONOMIC JOURNAL 2021
Does Death Anxiety Inhibit Product Innovation? An Exploratory Study in Small Manufacturing Companies ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH 2021
Preface: recent developments in financial modelling and risk management ANNALS OF OPERATIONS RESEARCH 2021
Model-based fuzzy time series clustering of conditional higher moments INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2021

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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