Marco Corazza : Citation Profile


Are you Marco Corazza?

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

3

H index

3

i10 index

67

Citations

RESEARCH PRODUCTION:

6

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 3
   Journals where Marco Corazza has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 6 (8.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco232
   Updated: 2018-10-13    RAS profile: 2017-03-06    
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Relations with other researchers


Works with:

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

Is cited by:

Los, Cornelis (6)

Fasano, Giovanni (4)

Gusso, Riccardo (4)

Menezes, Rui (3)

Turvey, Calum (3)

He, Ling-Yun (3)

He, Ling-Yun (3)

Power, Gabriel (2)

KYRTSOU, Catherine (2)

Malliaris, Anastasios (2)

Hassani, Hossein (2)

Cites to:

Jouini, Elyès (4)

NAPP, Clotilde (4)

Dietsch, Michel (3)

Menezes, Rui (3)

DIETSCH, Michel (3)

Bouyssou, Denis (2)

Marchant, Thierry (2)

Funari, Stefania (2)

Petey, Joël (2)

Gusso, Riccardo (2)

Hassani, Hossein (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 Venezia3

Recent works citing Marco Corazza (2018 and 2017)


YearTitle of citing document
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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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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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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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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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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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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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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2017PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs. (2017). Gusso, Riccardo ; Fasano, Giovanni ; Corazza, Marco ; Funari, Stefania. In: Working Papers. RePEc:vnm:wpdman:137.

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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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article1
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
2010Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications In: Computational Economics.
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article3
2002Multi-Fractality in Foreign Currency Markets In: Multinational Finance Journal.
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article15
2005Multi-Fractality in Foreign Currency Markets.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 15
chapter
2000NONLINEAR STOCHASTIC DYNAMICS FOR SUPPLY COUNTERFEITING IN MONOPOLISTIC MARKETS In: Computing in Economics and Finance 2000.
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paper0
2011Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem In: Working Papers.
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paper3
2011A fuzzy-based scoring rule for author ranking In: Working Papers.
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paper1
2012A unified frame work for performance and risk attribution In: Working Papers.
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paper0
2012Reinforcement Learning for automatic financial trading: Introduction and some applications In: Working Papers.
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paper1
2014Q-Learning-based financial trading systems with applications In: Working Papers.
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paper0
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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paper1
2008Fuzzy interval net present value In: Working Papers.
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paper0
2008An MCDA-based Approach for Creditworthiness Assessment In: Working Papers.
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paper0
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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paper0
2015A novel initialization of PSO for costly portfolio selection problems In: Working Papers.
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paper1
2012An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem In: Working Papers.
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paper1
1997Searching for fractal structure in agricultural futures markets In: Journal of Futures Markets.
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article27

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