Roy Cerqueti

Pubblicazioni

Titolo Pubblicato in Anno
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes ANNALS OF OPERATIONS RESEARCH 2024
Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment FINANCE RESEARCH LETTERS 2024
Higher-order assortativity for directed weighted networks and Markov chains EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2024
Economic keywords in political communications and financial markets ANNALS OF OPERATIONS RESEARCH 2024
Identifying minibonds issued level’s determinants to empower companies’ funding managerial strategies MANAGEMENT DECISION 2024
A Rényi-type quasimetric with random interference detection KNOWLEDGE AND INFORMATION SYSTEMS 2024
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries ANNALS OF OPERATIONS RESEARCH 2024
A Theory of Best Choice Selection through Objective Arguments Grounded in Linear Response Theory Concepts PHYSICS 2024
Followers do not dictate the virality of news outlets on social media PNAS NEXUS 2024
Bivariate Tail Conditional Co–Expectation for Elliptical distributions INSURANCE MATHEMATICS & ECONOMICS 2024
Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach INFORMATION SCIENCES 2024
A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data MATHEMATICS AND COMPUTERS IN SIMULATION 2024
Measuring financial stability in the presence of energy shocks ENERGY ECONOMICS 2024
How do partner selection strategies affect the amount of funding in collaborative research projects? Evidence using the dual-projection approach TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE 2024
Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values SCIENTIFIC REPORTS 2024
Kendall correlations and radar charts to include goals for and goals against in soccer rankings COMPUTATIONAL STATISTICS 2024
Investors’ attention and network spillover for commodity market forecasting SOCIO-ECONOMIC PLANNING SCIENCES 2024
Classes of probability measures built on the properties of Benford’s law ASTA ADVANCES IN STATISTICAL ANALYSIS 2024
Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores BUSINESS STRATEGY AND THE ENVIRONMENT 2024
Environmental policies in a Stackelberg differential game NAVAL RESEARCH LOGISTICS 2023

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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