Marco Corazza
Names
| first: |
Marco |
| last: |
Corazza |
Identifer
Contact
| email: |
corazza at domain unive.it
|
| homepage: |
http://www.dma.unive.it/~corazza/ |
|
| phone: |
+39 041 2346921 |
| postal address: |
Department of Economics
University Ca' Foscari Venezia
Cannaregio, 873 - 30121 Venezia (Italy) |
Affiliations
-
Università Ca' Foscari Venezia
/ Dipartimento di Economia
Research profile
author of:
- Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia (RePEc:ban:bancar:v:01:y:2012:m:january:p:47-63)
by Marco Corazza & Stefania Funari & Riccardo Gusso - Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach (RePEc:eee:ecofin:v:38:y:2016:i:c:p:1-26)
by Corazza, Marco & Funari, Stefania & Gusso, Riccardo - On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (RePEc:eee:ejores:v:176:y:2007:i:3:p:1947-1960)
by Corazza, Marco & Favaretto, Daniela - A note on “Portfolio selection under possibilistic mean-variance utility and a SMO algorithm” (RePEc:eee:ejores:v:288:y:2021:i:1:p:343-345)
by Corazza, Marco - Mathematical and Statistical Methods for Actuarial Sciences and Finance (RePEc:hal:journl:hal-01776135)
by Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo - Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications (RePEc:kap:compec:v:35:y:2010:i:1:p:1-23)
by Marco Corazza & A. Malliaris & Elisa Scalco - Managing the Ship Movements in the Port of Venice (RePEc:kap:netspa:v:17:y:2017:i:3:d:10.1007_s11067-017-9350-5)
by Elio Canestrelli & Marco Corazza & Giuseppe Nadai & Raffaele Pesenti - Multi-Fractality in Foreign Currency Markets (RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98)
by Marco Corazza & A. G. Malliaris - Nonlinear Stochastic Dynamics For Supply Counterfeiting In Monopolistic Markets (RePEc:sce:scecf0:176)
by Marco Corazza & Marco Corazza - A novel hybrid PSO-based metaheuristic for costly portfolio selection problems (RePEc:spr:annopr:v:304:y:2021:i:1:d:10.1007_s10479-021-04075-3)
by Marco Corazza & Giacomo di Tollo & Giovanni Fasano & Raffaele Pesenti - Impact of public news sentiment on stock market index return and volatility (RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00454-2)
by Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon - Possibilistic mean–variance portfolios versus probabilistic ones: the winner is.. (RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00234-1)
by Marco Corazza & Carla Nardelli - MURAME parameter setting for creditworthiness evaluation: data-driven optimization (RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00322-1)
by Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso - Mathematical and Statistical Methods for Actuarial Sciences and Finance (RePEc:spr:sprbok:978-3-030-78965-7)
by None - Behavioral Aspects in Portfolio Selection (RePEc:spr:sprchp:978-3-030-78965-7_14)
by Diana Barro & Marco Corazza & Martina Nardon - Comparing RL Approaches for Applications to Financial Trading Systems (RePEc:spr:sprchp:978-3-030-78965-7_22)
by Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti - MFG-Based Trading Model with Information Costs (RePEc:spr:sprchp:978-3-030-78965-7_23)
by Marco Corazza & Rosario Maggistro & Raffaele Pesenti - Trading System Mixed-Integer Optimization by PSO (RePEc:spr:sprchp:978-3-030-78965-7_24)
by Marco Corazza & Francesca Parpinel & Claudio Pizzi - Robomanagement $$^\mathrm{{TM}}$$ TM : Virtualizing the Asset Management Team Through Software Objects (RePEc:spr:sprchp:978-3-030-78965-7_30)
by Riccardo Donati & Marco Corazza - Clustering Financial Data for Mutual Fund Management (RePEc:spr:sprchp:978-88-470-0704-8_20)
by Francesco Lisi & Marco Corazza - Design of adaptive Elman networks for credit risk assessment (RePEc:taf:quantf:v:21:y:2021:i:2:p:323-340)
by Marco Corazza & Davide De March & Giacomo di Tollo - Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem (RePEc:ven:wpaper:2011_10)
by Marco Corazza & Giovanni Fasano & Riccardo Gusso - A fuzzy-based scoring rule for author ranking (RePEc:ven:wpaper:2011_11)
by Marta Cardin & Marco Corazza & Stefania Funari & Silvio Giove - A unified frame work for performance and risk attribution (RePEc:ven:wpaper:2012:28)
by Marco Corazza & Andrea Menegazzo - Reinforcement Learning for automatic financial trading: Introduction and some applications (RePEc:ven:wpaper:2012:33)
by Francesco Bertoluzzo & Marco Corazza - Q-Learning-based financial trading systems with applications (RePEc:ven:wpaper:2014:15)
by Marco Corazza & Francesco Bertoluzzo - Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index (RePEc:ven:wpaper:2015:11)
by Marco Corazza & Elisa Scalco - Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading (RePEc:ven:wpaper:2015:15)
by Marco Corazza & Andrea Sangalli - A comparison among Reinforcement Learning algorithms in financial trading systems (RePEc:ven:wpaper:2019:33)
by Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti - Cumulative Prospect Theory portfolio selection (RePEc:ven:wpaper:2020:26)
by Diana Barro & Marco Corazza & Martina Nardon - Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests (RePEc:vnm:wpaper:137)
by Marco Corazza & A.G. Malliaris & Elisa Scalco - Financial trading systems: Is recurrent reinforcement the via? (RePEc:vnm:wpaper:141)
by Francesco Bertoluzzo & Marco Corazza - Fuzzy interval net present value (RePEc:vnm:wpaper:170)
by Marco Corazza & Silvio Giove - An MCDA-based Approach for Creditworthiness Assessment (RePEc:vnm:wpaper:177)
by Marco Corazza & Stefania Funari & Federico Siviero - What Sequences obey Benford's Law ? (RePEc:vnm:wpaper:185)
by Marco Corazza & Andrea Ellero & Alberto Zorzi - An Artificial Neural Network technique for on-line hotel booking (RePEc:vnm:wpdman:10)
by Renato Bettin & Francesco Mason & Marco Corazza & Giovanni Fasano - A novel initialization of PSO for costly portfolio selection problems (RePEc:vnm:wpdman:105)
by Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti - PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs (RePEc:vnm:wpdman:137)
by Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso - Properties of some generalized means for positive sequences (RePEc:vnm:wpdman:168)
by Marco Corazza & Giovanni Fasano & Daniela Favaretto & Silvio Giove - An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem (RePEc:vnm:wpdman:18)
by Marco Corazza & Stefania Funari & Riccardo Gusso - Searching for fractal structure in agricultural futures markets (RePEc:wly:jfutmk:v:17:y:1997:i:4:p:433-473)
by Marco Corazza & A.G. Malliaris & Carla Nardelli - Multi-Fractality in Foreign Currency Markets (RePEc:wsi:wschap:9789812701015_0011)
by Marco Corazza & A. G. Malliaris - Impact of public news sentiment on stock market index return and volatility (RePEc:zbw:safewp:322)
by Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana