.
Corazza, Marco's
Scholarly Papers
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Aggregate Statistics
Total 557
Total Citations 9
1.
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
251(58,879)
9
Exponent of Hurst, multifractal market hypothesis, fractional Brownian motion,Pareto-Lévy stable process, statistical self-similarity, modified rescaled range (or R/S) analysis,periodogram-based approach, foreign currency markets
2.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Scalco, Elisa Ca Foscari University of Venice - Department of Economics
65(175,989)
Comovement, asset prices, bivariate dependence, non-linearity, t-test, polynomial approximation, energy asset, (vanilla) European call and put options, cross-Greeks
3.
Bettin, Renato affiliation not provided to SSRN
Mason, Francesco Ca Foscari University of Venice - Department of Management
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Fasano, Giovanni Ca Foscari University of Venice - Department of Management
54(193,208)
On-line booking, hotel reservation, machine learning, supervised multilayer perceptron networks
4.
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Fasano, Giovanni affiliation not provided to SSRN
Gusso, Riccardo Ca Foscari University of Venice - Department of Economics
53(194,887)
portfolio selection, coherent risk measure, fund management constraints, NP-hard mathematical programming problem, PSO, exact penalty method, SP100 index's assets
5.
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Menegazzo, Andrea Ernst & Young, Italy
50(200,121)
Performance attribution, Risk attribution, Brinson Model
6.
Bertoluzzo, Francesco Ca' Foscari University of Venice
Corazza, Marco Ca Foscari University of Venice - Department of Economics
44(211,400)
Financial Trading System, Reinforcement Learning, Stochastic control, Q-learning algorithm, Kernel-based Reinforcement Learning
7.
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Funari, Stefania Ca Foscari University of Venice - Department of Management
Gusso, Riccardo Ca Foscari University of Venice - Department of Economics
23(264,493)
Preference disaggregation, Murame, Particle swarm optimization
8.
Cardin, Marta Ca Foscari University of Venice - Department of Economics
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Funari, Stefania Ca Foscari University of Venice - Department of Management
Giove, Silvio Ca Foscari University of Venice - Department of Economics
17(285,423)
Research evaluation, bibliometrics, author ranking, $h$-index, scoring rules, fuzzy inference system
9.
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Funari, Stefania Ca Foscari University of Venice - Department of Management
Gusso, Riccardo Ca Foscari University of Venice - Department of Economics
Creditworthiness, Multicriteria decision aid, Financial crisis, Rating, Migration probabilities
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