Marco Corazza

Available identifiers

zbMath Open corazza.marcoWikidataQ59539051 ScholiaQ59539051MaRDI QIDQ279048

List of research outcomes

Publication	Date of Publication	Type
Alternative probability weighting functions in behavioral portfolio selection	2024-10-08	Paper
From regression models to machine learning approaches for long term bitcoin price forecast	2024-06-04	Paper
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization	2024-05-14	Paper
Impact of public news sentiment on stock market index return and volatility	2023-12-14	Paper
A novel hybrid PSO-based metaheuristic for costly portfolio selection problems	2021-11-09	Paper
MURAME parameter setting for creditworthiness evaluation: data-driven optimization	2021-08-10	Paper
A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm	2021-06-03	Paper
Design of adaptive Elman networks for credit risk assessment	2021-06-02	Paper
The importance of being ``one (or Benford's law)	2020-03-13	Paper
Possibilistic mean-variance portfolios versus probabilistic ones: the winner is...	2019-10-23	Paper
Particle swarm optimization for preference disaggregation in multicriteria credit scoring problems	2018-12-13	Paper
Some critical insights on the unbiased efficient frontier à la Bodnar \& Bodnar	2018-10-12	Paper
Managing the ship movements in the Port of Venice	2018-06-18	Paper
An evolutionary approach to improve a simple trading system	2018-03-26	Paper
Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem	2016-04-27	Paper
Nonlinear bivariate comovements of asset prices: methodology, tests and applications	2010-01-25	Paper
Estimating the state of large spatio-temporally chaotic systems	2008-05-07	Paper
Clustering financial data for mutual fund management	2008-03-20	Paper
On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem	2006-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q4440351	2003-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q4519487	2000-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q4501720	2000-11-16	Paper

Research outcomes over time

This page was built for person: Marco Corazza