Marco Corazza : Citation Profile


Are you Marco Corazza?

Scuola Superiore di Economia (SSE-Ca' Foscari) (50% share)
Università Ca' Foscari Venezia (50% share)

5

H index

4

i10 index

130

Citations

RESEARCH PRODUCTION:

7

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 6
   Journals where Marco Corazza has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 8 (5.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco232
   Updated: 2019-10-15    RAS profile: 2019-07-30    
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Relations with other researchers


Works with:

Gusso, Riccardo (2)

Pesenti, Raffaele (2)

Fasano, Giovanni (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Corazza.

Is cited by:

Rulliere, Didier (6)

Los, Cornelis (6)

Fabozzi, Frank (4)

He, Ling-Yun (3)

Nardon, Martina (3)

Turvey, Calum (3)

Menezes, Rui (3)

He, Ling-Yun (3)

Otranto, Edoardo (2)

Weron, Rafał (2)

Basso, Antonella (2)

Cites to:

Dietsch, Michel (6)

DIETSCH, Michel (6)

Gusso, Riccardo (5)

Fasano, Giovanni (4)

Jouini, Elyès (4)

NAPP, Clotilde (4)

Funari, Stefania (4)

Petey, Joël (4)

Lobato, Ignacio (3)

Menezes, Rui (3)

Beck, Thorsten (2)

Main data


Where Marco Corazza has published?


Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"7
Working Papers / Department of Applied Mathematics, Universit Ca' Foscari Venezia5
Working Papers / Department of Management, Universit Ca' Foscari Venezia4

Recent works citing Marco Corazza (2018 and 2017)


YearTitle of citing document
2018In search of a new economic model determined by logistic growth. (2018). Smirnov, Roman G ; Wang, Kunpeng. In: Papers. RePEc:arx:papers:1711.02625.

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2017Benfords law first significant digit and distribution distances for testing the reliability of financial reports in developing countries. (2017). ausloos, marcel ; Zhu, Tingting ; Shi, Jing. In: Papers. RePEc:arx:papers:1712.00131.

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2018Practical Deep Reinforcement Learning Approach for Stock Trading. (2018). Xiong, Zhuoran ; Walid, Anwar ; Yang, ; Zhong, Shan ; Liu, Xiao-Yang. In: Papers. RePEc:arx:papers:1811.07522.

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2019The Hamiltonian approach to the problem of derivation of production functions in economic growth theory. (2019). Wang, Kunpeng ; Smirnov, Roman G. In: Papers. RePEc:arx:papers:1906.11224.

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2019An intelligent financial portfolio trading strategy using deep Q-learning. (2019). Gu, Dong ; Sim, Min Kyu ; Park, Hyungjun. In: Papers. RePEc:arx:papers:1907.03665.

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2019Reinforcement Learning: Prediction, Control and Value Function Approximation. (2019). Lau, Thomas ; Li, Haoqian. In: Papers. RePEc:arx:papers:1908.10771.

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2019Predicting Stock Market Indices Using Classification Tools. (2019). Lee, Jinpyo ; Park, Minjae. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:243-256.

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2017Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path. (2017). Chavez, Aurea Grane ; Lozano, Irene Albarran ; Alonso, Pablo J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24672.

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2019Geographical spillovers on the relation between risk-taking and market power in the US banking sector. (2019). Pino Saldías, Gabriel ; Rodriguez, Alejandro ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:351-364.

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2019An outperforming investment strategy under fractional Brownian motion. (2019). Zhao, Yonghong ; Xiang, Yun ; Liu, Qiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:505-515.

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2018Estimating stable latent factor models by indirect inference. (2018). Halbleib, Roxana ; Calzolari, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:280-301.

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2017A penalized method for multivariate concave least squares with application to productivity analysis. (2017). Keshvari, Abolfazl. In: European Journal of Operational Research. RePEc:eee:ejores:v:257:y:2017:i:3:p:1016-1029.

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2019Forecasting cryptocurrencies under model and parameter instability. (2019). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:485-501.

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2018Estimation of cardinality constrained portfolio efficiency via segmented DEA. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Wu, Qian ; Xiao, Helu ; Jin, Qianying. In: Omega. RePEc:eee:jomega:v:76:y:2018:i:c:p:28-37.

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2019A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method. (2019). Doumpos, Michalis ; Figueira, Jose Rui. In: Omega. RePEc:eee:jomega:v:82:y:2019:i:c:p:166-180.

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2017Can trade opportunities and returns be generated in a trend persistent series? Evidence from global indices. (2017). Mitra, S K ; Bawa, Jaslene . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:124-135.

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2018Economic agglomerations and spatio-temporal cycles in a spatial growth model with capital transport cost. (2018). Juchem Neto, Joao Plinio ; Porto, S S ; Claeyssen, J. C. R., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:76-86.

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2019Investigating Lock Delay on the Upper Mississippi River: a Spatial Panel Analysis. (2019). English, Burton C ; Sharma, Bijay P ; Yu, Edward T. In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:1:d:10.1007_s11067-018-9395-0.

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2019The Impact of International Crises on Maritime Transportation Based Global Value Chains. (2019). Ukkusuri, Satish V ; Narayanan, Badri ; Mesa-Arango, Rodrigo . In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:2:d:10.1007_s11067-017-9377-7.

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2019A Dynamic and Flexible Berth Allocation Model with Stochastic Vessel Arrival Times. (2019). Lin, Han-Chun ; Hsieh, Jun-Hsiao ; Lu, Chung-Cheng ; Yan, Shangyao. In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:3:d:10.1007_s11067-018-9434-x.

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2017Developing a dynamic portfolio selection model with a self-adjusted rebalancing method. (2017). Jung, Jongbin ; Kim, Seongmoon . In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:7:d:10.1057_jors.2016.21.

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2018Risk parity for Mixed Tempered Stable distributed sources of risk. (2018). Mercuri, Lorenzo ; Rroji, Edit. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2394-y.

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2018A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem. (2018). Liagkouras, K ; Metaxiotis, K. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2377-z.

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2019Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment. (2019). Perna, Cira ; la Rocca, Michele ; Albano, Giuseppina . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00237-y.

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2017Stock market prediction and Portfolio selection models: a survey. (2017). Rather, Akhter Mohiuddin ; Agarwal, Arun ; Sastry, V N. In: OPSEARCH. RePEc:spr:opsear:v:54:y:2017:i:3:d:10.1007_s12597-016-0289-y.

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2018Well-Being and Relational Goods: A Model-Based Approach to Detect Significant Relationships. (2018). Capecchi, Stefania ; Simone, Rosaria ; Iannario, Maria . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:2:d:10.1007_s11205-016-1519-7.

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2017Dynamic tail dependence clustering of financial time series. (2017). de Luca, Giovanni ; Zuccolotto, Paola . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0718-7.

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2017Funding optimization for a bank integrating credit and liquidity risk. (2017). Strydom, Petrus . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:2:f:7_2_1.

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2017The role of fund size in the performance of mutual funds assessed with DEA models. (2017). Basso, Antonella ; Funari, Stefania. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:6:p:457-473.

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2018Reinforcement learning in financial markets - a survey. (2018). Fischer, Thomas G. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:122018.

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Works by Marco Corazza:


YearTitleTypeCited
2012Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia In: BANCARIA.
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article0
2016Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach In: The North American Journal of Economics and Finance.
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article0
2007On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem In: European Journal of Operational Research.
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article13
2017Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print.
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paper53
2010Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications In: Computational Economics.
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article3
2017Managing the Ship Movements in the Port of Venice In: Networks and Spatial Economics.
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article3
2002Multi-Fractality in Foreign Currency Markets In: Multinational Finance Journal.
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article17
2005Multi-Fractality in Foreign Currency Markets.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 17
chapter
2000NONLINEAR STOCHASTIC DYNAMICS FOR SUPPLY COUNTERFEITING IN MONOPOLISTIC MARKETS In: Computing in Economics and Finance 2000.
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2011Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem In: Working Papers.
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2011A fuzzy-based scoring rule for author ranking In: Working Papers.
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2012A unified frame work for performance and risk attribution In: Working Papers.
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2012Reinforcement Learning for automatic financial trading: Introduction and some applications In: Working Papers.
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2014Q-Learning-based financial trading systems with applications In: Working Papers.
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paper1
2015 Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index In: Working Papers.
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2015Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading In: Working Papers.
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2006Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests In: Working Papers.
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2006Financial trading systems: Is recurrent reinforcement the via? In: Working Papers.
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2008Fuzzy interval net present value In: Working Papers.
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2008An MCDA-based Approach for Creditworthiness Assessment In: Working Papers.
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2008What Sequences obey Benfords Law ? In: Working Papers.
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2011An Artificial Neural Network technique for on-line hotel booking In: Working Papers.
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2015A novel initialization of PSO for costly portfolio selection problems In: Working Papers.
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2017PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs In: Working Papers.
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2012An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem In: Working Papers.
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1997Searching for fractal structure in agricultural futures markets In: Journal of Futures Markets.
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article30

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