Carlo Mari

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market Computational Management Science	2023-12-14	Paper
Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis Decisions in Economics and Finance	2022-01-06	Paper
Internal hedging of intermittent renewable power generation and optimal portfolio selection Annals of Operations Research	2021-11-08	Paper
Risk shaping of optimal electricity portfolios in the stochastic LCOE theory Computers & Operations Research	2018-07-11	Paper
A two-regime jump-diffusion model of electricity prices	2009-04-28	Paper
Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution Applied Mathematical Finance	2007-02-15	Paper
Credit risk analysis of mortgage loans: An application to the Italian market European Journal of Operational Research	2005-01-12	Paper
Single factor models with Markovian spot interest rate: An analytical treatment Decisions in Economics and Finance	2003-08-06	Paper
scientific article; zbMATH DE number 1444525 (Why is no real title available?)	2000-06-22	Paper
Analytical and numerical results on \(M\)-variable generalized Bessel functions Journal of Scientific Computing	1993-01-17	Paper

Research outcomes over time

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