6
H index
5
i10 index
216
Citations
Marco Corazza : Citation Profile
Università Ca' Foscari Venezia | RESEARCH PRODUCTION: 13 Articles 22 Papers 7 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1997 - 2023). 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:
| Cites to:
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Main data
Where Marco Corazza has published?
| Journals with more than one article published | # docs |
|---|---|
| Decisions in Economics and Finance | 2 |
| European Journal of Operational Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 9 |
| Working Papers / Department of Applied Mathematics, Universit Ca' Foscari Venezia | 5 |
| Working Papers / Venice School of Management - Department of Management, Universit Ca' Foscari Venezia | 5 |
Recent works citing Marco Corazza (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Santhoshkumar, Sakthivel ; Selvam, Murugesan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:125-136. Full description at Econpapers || Download paper |
| 2025 | MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU. (2025). Liang, Yuqi ; Cheng, Dawei ; Liu, Qinyuan ; Xiang, Sheng ; Hu, Yifan ; Zhu, Peng. In: Papers. RePEc:arx:papers:2410.20679. Full description at Econpapers || Download paper |
| 2025 | Integration of prediction and optimization for smart stock portfolio selection. (2025). Sarkar, Puja ; Khanapuri, Vivekanand B ; Tiwari, Manoj Kumar. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:243-256. Full description at Econpapers || Download paper |
| 2024 | Value-enhancing modeling of surrenders and lapses. (2024). Tsai, Chenghsien Jason ; Chan, Linus Fang-Shu ; Hwang, Yawen ; Huang, Hsiao-Tzu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:48-63. Full description at Econpapers || Download paper |
| 2024 | Prospect theory and asset allocation. (2024). Hlouskova, Jaroslava ; Fortin, Ines. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:214-240. Full description at Econpapers || Download paper |
| 2024 | Financial constraints prediction to lead socio-economic development: An application of neural networks to the Italian market. (2024). Ippoliti, Roberto ; Falavigna, G ; Calabrese, G G. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001721. Full description at Econpapers || Download paper |
| 2024 | A Self-Rewarding Mechanism in Deep Reinforcement Learning for Trading Strategy Optimization. (2024). Lu, Xiaoping ; Zhang, Lin ; Zhou, Chujin ; Huang, Yuling. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:4020-:d:1549683. Full description at Econpapers || Download paper |
| 2024 | Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Gutkin, Boris ; Palminteri, Stefano ; Vrizzi, Stefano ; Lussange, Johann. In: Post-Print. RePEc:hal:journl:hal-04790290. Full description at Econpapers || Download paper |
| 2024 | Seaport profit analysis and efficient management strategies under stochastic disruptions. (2024). Cuong, Truong Ngoc ; You, Sam-Sang ; Bao, Le Ngoc ; Kim, Hwan-Seong. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:2:d:10.1057_s41278-023-00271-z. Full description at Econpapers || Download paper |
| 2024 | Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Lussange, Johann ; Palminteri, Stefano ; Vrizzi, Stefano ; Gutkin, Boris. In: PLOS ONE. RePEc:plo:pone00:0301141. Full description at Econpapers || Download paper |
| 2024 | Statistical arbitrage under a fractal price model. (2024). Deng, Shijie ; Xiang, Yun. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-023-05585-y. Full description at Econpapers || Download paper |
| 2025 | Long-range dependence and asset return anomaly. (2025). Xiang, Yun ; Deng, Shijie. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06376-9. Full description at Econpapers || Download paper |
| 2025 | Impacts of investor heterogeneity and interactions on price discovery in futures markets: Based on dynamical system and stability analysis. (2025). Gong, Qingbin ; Yang, Zhe ; Diao, Xundi. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:3:d:10.1007_s10479-025-06676-8. Full description at Econpapers || Download paper |
| 2025 | An R2R approach for stock prediction and portfolio optimization. (2025). Xu, Wei ; Li, Dandan. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:1:d:10.1007_s10479-024-06301-0. Full description at Econpapers || Download paper |
| 2024 | Consensus reaching process for portfolio selection: a behavioral approach. (2024). Martino, Roberta ; Tollo, Giacomo ; Ventre, Viviana. In: 4OR. RePEc:spr:aqjoor:v:22:y:2024:i:2:d:10.1007_s10288-023-00552-6. Full description at Econpapers || Download paper |
| 2024 | A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. (2024). Kaucic, Massimiliano ; Sbaiz, Gabriele ; Piccotto, Filippo. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-023-00483-x. Full description at Econpapers || Download paper |
| 2024 | Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches. (2024). Ghilardi, Sara ; Camatti, Nicola ; Filograsso, Gianni ; Tollo, Giacomo. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00511-4. Full description at Econpapers || Download paper |
| 2024 | Integrating the gender dimension to disclose the degree of businesses’ articulation of innovation. (2024). Tanev, Stoyan ; Ghilardi, Sara ; Andria, Joseph ; Tollo, Giacomo. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:1:d:10.1007_s42001-023-00230-x. Full description at Econpapers || Download paper |
| 2024 | Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis. (2024). Cucculelli, Marco ; Goga, Xhoana ; Bahoo, Salman ; Mondolo, Jasmine. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:2:d:10.1007_s43546-023-00618-x. Full description at Econpapers || Download paper |
Marco Corazza has edited the books:
| Year | Title | Type | Cited |
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Works by Marco Corazza:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
| 2016 | Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2007 | On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 16 |
| 2021 | A note on “Portfolio selection under possibilistic mean-variance utility and a SMO algorithm” In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2017 | Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print. [Citation analysis] | paper | 79 |
| 2010 | Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
| 2017 | Managing the Ship Movements in the Port of Venice In: Networks and Spatial Economics. [Full Text][Citation analysis] | article | 4 |
| 2002 | Multi-Fractality in Foreign Currency Markets In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 23 |
| 2005 | Multi-Fractality in Foreign Currency Markets.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | chapter | |
| 2000 | NONLINEAR STOCHASTIC DYNAMICS FOR SUPPLY COUNTERFEITING IN MONOPOLISTIC MARKETS In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2021 | A novel hybrid PSO-based metaheuristic for costly portfolio selection problems In: Annals of Operations Research. [Full Text][Citation analysis] | article | 8 |
| 2023 | Impact of public news sentiment on stock market index return and volatility In: Computational Management Science. [Full Text][Citation analysis] | article | 1 |
| 2021 | Impact of public news sentiment on stock market index return and volatility.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Possibilistic mean–variance portfolios versus probabilistic ones: the winner is... In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | MURAME parameter setting for creditworthiness evaluation: data-driven optimization In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Behavioral Aspects in Portfolio Selection In: Springer Books. [Citation analysis] | chapter | 0 |
| 2021 | Comparing RL Approaches for Applications to Financial Trading Systems In: Springer Books. [Citation analysis] | chapter | 0 |
| 2021 | MFG-Based Trading Model with Information Costs In: Springer Books. [Citation analysis] | chapter | 0 |
| 2021 | Trading System Mixed-Integer Optimization by PSO In: Springer Books. [Citation analysis] | chapter | 0 |
| 2021 | Robomanagement $$^\mathrm{{TM}}$$ TM : Virtualizing the Asset Management Team Through Software Objects In: Springer Books. [Citation analysis] | chapter | 0 |
| 2008 | Clustering Financial Data for Mutual Fund Management In: Springer Books. [Citation analysis] | chapter | 2 |
| 2021 | Design of adaptive Elman networks for credit risk assessment In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
| 2011 | Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | A fuzzy-based scoring rule for author ranking In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A unified frame work for performance and risk attribution In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Reinforcement Learning for automatic financial trading: Introduction and some applications In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Q-Learning-based financial trading systems with applications In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | A comparison among Reinforcement Learning algorithms in financial trading systems In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Cumulative Prospect Theory portfolio selection In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Financial trading systems: Is recurrent reinforcement the via? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Fuzzy interval net present value In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An MCDA-based Approach for Creditworthiness Assessment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | What Sequences obey Benfords Law ? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | An Artificial Neural Network technique for on-line hotel booking In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A novel initialization of PSO for costly portfolio selection problems In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Properties of some generalized means for positive sequences In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Searching for fractal structure in agricultural futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 37 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team