Multifractality in foreign currency markets M Corazza, AG Malliaris Economic Uncertainty, Instabilities And Asset Bubbles: Selected Essays 6 (2 …, 2005 | 143 | 2005 |
Searching for fractal structure in agricultural futures markets M Corazza, AG Malliaris, C Nardelli The Journal of Futures Markets (1986-1998) 17 (4), 433, 1997 | 111 | 1997 |
Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem M Corazza, G Fasano, R Gusso Applied Mathematics and Computation 224, 611-624, 2013 | 106 | 2013 |
On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem M Corazza, D Favaretto European Journal of Operational Research 176 (3), 1947-1960, 2007 | 84 | 2007 |
Testing different reinforcement learning configurations for financial trading: Introduction and applications F Bertoluzzo, M Corazza Procedia Economics and Finance 3, 68-77, 2012 | 78 | 2012 |
A novel hybrid PSO-based metaheuristic for costly portfolio selection problems M Corazza, G Di Tollo, G Fasano, R Pesenti Annals of Operations Research 304 (1), 109-137, 2021 | 58 | 2021 |
Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach M Corazza, S Funari, R Gusso The North American Journal of Economics and Finance 38, 1-26, 2016 | 51 | 2016 |
Mathematical and statistical methods for actuarial sciences and finance M Corazza Springer Verlag, 2010 | 48 | 2010 |
Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading M Corazza, A Sangalli University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 15, 2015 | 41 | 2015 |
Making financial trading by recurrent reinforcement learning F Bertoluzzo, M Corazza Knowledge-Based Intelligent Information and Engineering Systems: 11th …, 2007 | 38 | 2007 |
Checking financial markets via Benford’s law: the S&P 500 case M Corazza, A Ellero, A Zorzi Mathematical and statistical methods for actuarial sciences and finance, 93-102, 2010 | 31 | 2010 |
An evolutionary approach to preference disaggregation in a MURAME-based creditworthiness problem M Corazza, S Funari, R Gusso Applied Soft Computing 29, 110-121, 2015 | 25 | 2015 |
Reinforcement learning for automatic financial trading: Introduction and some applications F Bertoluzzo, M Corazza University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 33, 2012 | 16 | 2012 |
A MURAME-based technology for bank decision support in creditworthiness assessment M Corazza, S Funari, F Siviero Banks and Bank Systems 9 (3), 8-18, 2014 | 15 | 2014 |
Artificial neural network forecasting models: an application to the Italian stock market PL Belcaro, E Canestrelli, M Corazza Badania Operacyjne i Decyzje 3, 29-48, 1996 | 15 | 1996 |
Design of adaptive Elman networks for credit risk assessment M Corazza, D De March, G Di Tollo Quantitative Finance 21 (2), 323-340, 2021 | 14 | 2021 |
An Artificial Neural Network-based technique for on-line hotel booking M Corazza, G Fasano, F Mason Procedia Economics and Finance 15, 45-55, 2014 | 14 | 2014 |
Portfolio selection with an alternative measure of risk: Computational performances of particle swarm optimization and genetic algorithms M Corazza, G Fasano, R Gusso Mathematical and statistical methods for actuarial sciences and finance, 123-130, 2012 | 14 | 2012 |
Q-learning-based financial trading systems with applications M Corazza, F Bertoluzzo University Ca'Foscari of Venice, Dept. of Economics Working Paper Series No 15, 2014 | 13 | 2014 |
Q-learning-based financial trading systems with applications. University Ca’Foscari of Venice, Dept M Corazza, F Bertoluzzo Available at SSRN 2507826, 2014 | 12 | 2014 |