Marida Bertocchi

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Person:181256

Available identifiers

zbMath Open bertocchi.maridaMaRDI QIDQ181256

List of research outcomes





PublicationDate of PublicationType
Collected Works of Professor Marida Bertocchi2019-02-26Paper
Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming2019-01-25Paper
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches2018-10-10Paper
A leader-followers model of power transmission capacity expansion in a market driven environment2018-10-10Paper
Monotonic bounds in multistage mixed-integer stochastic programming2018-10-10Paper
Sampling methods for multistage robust convex optimization problems2016-11-03Paper
A stochastic model for investments in different technologies for electricity production in the long period2016-06-30Paper
Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures2016-06-29Paper
Models for Optimization of Power Systems2016-01-05Paper
Bounds in multistage linear stochastic programming2014-11-03Paper
https://portal.mardi4nfdi.de/entity/Q54161382014-05-19Paper
Optimal kinematics of a looped filament2014-02-03Paper
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants2013-01-15Paper
A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates2012-04-18Paper
A stochastic model for mortality rate on italian data2011-09-18Paper
A stochastic optimization model for gas retail with temperature scenarios and oil price parameters2010-04-23Paper
Stochastic second-order cone programming in mobile ad hoc networks2009-11-27Paper
Testing the structure of multistage stochastic programs2009-08-04Paper
https://portal.mardi4nfdi.de/entity/Q53246362009-08-03Paper
A two-stage stochastic optimization model for a gas sale retailer2009-02-24Paper
A stochastic optimization model for a gas sale company2008-11-10Paper
A nonparametric model for analysis of the EURO bond market2008-10-24Paper
A mixed integer nonlinear optimization model for gas sale company2007-11-05Paper
Stable distributions in the Black–Litterman approach to asset allocation2007-10-22Paper
Horizon and stages in applications of stochastic programming in finance2006-10-11Paper
Extensions of the Ho and Lee interest-rate model to the multinomial case2005-01-12Paper
Risk factor analysis and portfolio immunization in the corporate bond market2004-11-22Paper
From data to model and back to data: A bond portfolio management problem2002-01-29Paper
Sensitivity analysis of a bond portfolio model for the Italian market2001-07-29Paper
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study2001-06-14Paper
Bond portfolio management with repo contracts: the Italian case2001-01-17Paper
https://portal.mardi4nfdi.de/entity/Q45017152000-11-16Paper
https://portal.mardi4nfdi.de/entity/Q42518592000-07-10Paper
Perturbations of \(M\)-matrices via ABS methods and their applications to input-output analysis2000-05-10Paper
https://portal.mardi4nfdi.de/entity/Q42129701998-12-15Paper
https://portal.mardi4nfdi.de/entity/Q43568851997-10-05Paper
https://portal.mardi4nfdi.de/entity/Q38388461997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31393291996-10-27Paper
Probabilistic and deterministic local search for solving the binary multiknapsack problem1995-06-21Paper
https://portal.mardi4nfdi.de/entity/Q43161811995-01-31Paper
https://portal.mardi4nfdi.de/entity/Q52859611993-06-29Paper
A Monte-Carlo approach for 0-1 programming problems1993-01-11Paper
A parallel algorithm for global optimization1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33551471990-01-01Paper
Numerical experiments with ABS algorithms for linear systems on a parallel machine1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33574411989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38884421980-01-01Paper
Computational experience with conjugate gradient algorithms1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32080111977-01-01Paper

Research outcomes over time

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