6
H index
5
i10 index
203
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Selvam, Murugesan ; Santhoshkumar, Sakthivel. 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 |
| 2023 | Markov Decision Processes under Model Uncertainty. (2022). Vsiki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2206.06109. Full description at Econpapers || Download paper |
| 2023 | Portfolio Optimization: A Comparative Study. (2023). Dasgupta, Subhasis ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2307.05048. Full description at Econpapers || Download paper |
| 2023 | Markov decision processes under model uncertainty. (2023). Iki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:618-665. 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 |
| 2023 | Machine learning and credit risk: Empirical evidence from small- and mid-sized businesses. (2023). Filomeni, Stefano ; Cerchiello, Paola ; Bitetto, Alessandro ; Tarantino, Barbara ; Tanda, Alessandra. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002586. Full description at Econpapers || Download paper |
| 2023 | Mean Reversion Lessens Mean Blur: Evidence from the S&P Composite Index. (2023). Ghezzi, Luca ; Buzzacchi, Luigi. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:22-:d:1045692. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Data analytics and throughput forecasting in port management systems against disruptions: a case study of Busan Port. (2023). You, Sam-Sang ; Kim, Hwan-Seong ; Bao, Le Ngoc ; Cuong, Truong Ngoc. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:1:d:10.1057_s41278-022-00247-5. Full description at Econpapers || Download paper |
| 2023 | Adaptive evolutionary algorithms for portfolio selection problems. (2023). Tollo, Giacomo ; Filograsso, Gianni. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00441-7. 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 | 4 |
| 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 | 15 |
| 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 | 0 |
| 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 | 7 |
| 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 | 4 |
| 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 | 1 |
| 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 | 3 |
| 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 | 3 |
| 2019 | A comparison among Reinforcement Learning algorithms in financial trading systems In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 34 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team