Riccardo Gusso

Independent

SCHOLARLY PAPERS

5

DOWNLOADS

545

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

A Comparison among Reinforcement Learning Algorithms in Financial Trading Systems

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 33/WP/2019
Number of pages: 36 Posted: 23 Jan 2020
Marco Corazza, Giovanni Fasano, Riccardo Gusso and Raffaele Pesenti
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management, Independent and Ca Foscari University of Venice - Department of Management
Downloads 260 (203,810)

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Reinforcement Learning, SARSA, Q-Learning, Greedy-GQ, Financial Trading System, Italian FTSE Mib Stock Market

2.

Particle Swarm Optimization with Non-Smooth Penalty Reformulation for a Complex Portfolio Selection Problem

Number of pages: 22 Posted: 04 Aug 2011
Marco Corazza, Giovanni Fasano and Riccardo Gusso
Ca Foscari University of Venice - Dipartimento di Economia, affiliation not provided to SSRN and Independent
Downloads 125 (385,151)
Citation 2

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portfolio selection, coherent risk measure, fund management constraints, NP-hard mathematical programming problem, PSO, exact penalty method, SP100 index's assets

3.

PSO-Based Tuning of Murame Parameters for Creditworthiness Evaluation of Italian SMEs

Department of Management, Università Ca' Foscari Venezia Working Paper No. 2017/04
Number of pages: 27 Posted: 20 Mar 2017
Marco Corazza, Giovanni Fasano, Stefania Funari and Riccardo Gusso
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management, Ca Foscari University of Venice - Department of Management and Independent
Downloads 80 (520,470)

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MultiCriteria Decision Analysis, Small and Medium-sized Enterprises, Credit Risk, Particle Swarm Optimization

4.

An Evolutionary Approach to Preference Disaggregation in a MURAME-Based Credit Scoring Problem

Department of Management, Università Ca' Foscari Venezia Working Paper No. 5/2012
Number of pages: 21 Posted: 05 May 2012
Marco Corazza, Stefania Funari and Riccardo Gusso
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management and Independent
Downloads 80 (520,470)

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Preference disaggregation, Murame, Particle swarm optimization

5.

Creditworthiness and Scoring Analysis of the Italian SMEs Using Multiple Informative Sources During the Financial Crisis

Bancaria No. 01/2012
Posted: 06 Jan 2013
Marco Corazza, Stefania Funari and Riccardo Gusso
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management and Independent

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Creditworthiness, Multicriteria decision aid, Financial crisis, Rating, Migration probabilities