| 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
Annals of Operations Research | 2024-06-04 | Paper |
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization
Computational Management Science | 2024-05-14 | Paper |
Impact of public news sentiment on stock market index return and volatility
Computational Management Science | 2023-12-14 | Paper |
A novel hybrid PSO-based metaheuristic for costly portfolio selection problems
Annals of Operations Research | 2021-11-09 | Paper |
MURAME parameter setting for creditworthiness evaluation: data-driven optimization
Decisions in Economics and Finance | 2021-08-10 | Paper |
A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm''
European Journal of Operational Research | 2021-06-03 | Paper |
Design of adaptive Elman networks for credit risk assessment
Quantitative Finance | 2021-06-02 | Paper |
The importance of being ``one'' (or Benford's law)
Lettera Matematica. International Edition | 2020-03-13 | Paper |
Possibilistic mean-variance portfolios versus probabilistic ones: the winner is...
Decisions in Economics and Finance | 2019-10-23 | Paper |
Particle swarm optimization for preference disaggregation in multicriteria credit scoring problems
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-12-13 | Paper |
Some critical insights on the unbiased efficient frontier à la Bodnar \& Bodnar
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-10-12 | Paper |
Managing the ship movements in the Port of Venice
Networks and Spatial Economics | 2018-06-18 | Paper |
An evolutionary approach to improve a simple trading system
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-03-26 | Paper |
Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem
Applied Mathematics and Computation | 2016-04-27 | Paper |
Nonlinear bivariate comovements of asset prices: methodology, tests and applications
Computational Economics | 2010-01-25 | Paper |
Estimating the state of large spatio-temporally chaotic systems
Physics Letters. A | 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
European Journal of Operational Research | 2006-11-15 | Paper |
| scientific article; zbMATH DE number 2018603 (Why is no real title available?) | 2003-12-16 | Paper |
| scientific article; zbMATH DE number 1539032 (Why is no real title available?) | 2000-12-03 | Paper |
| scientific article; zbMATH DE number 1500695 (Why is no real title available?) | 2000-11-16 | Paper |
