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Marco CORAZZA
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Year
Multifractality in foreign currency markets
M Corazza, AG Malliaris
Economic Uncertainty, Instabilities And Asset Bubbles: Selected Essays 6 (2 …, 2005
1412005
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
1131997
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
1082013
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
842007
Testing different reinforcement learning configurations for financial trading: Introduction and applications
F Bertoluzzo, M Corazza
Procedia Economics and Finance 3, 68-77, 2012
782012
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
622021
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
512016
Mathematical and Statistical Methods for Actuarial Sciences and Finance: EMAF2020
M Corazza, M Gilli, C Perna, C Pizzi, M Sibillo
Springer, 2021
482021
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
442015
Making financial trading by recurrent reinforcement learning
F Bertoluzzo, M Corazza
Knowledge-Based Intelligent Information and Engineering Systems: 11th …, 2007
402007
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
322010
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
252015
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
222014
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
152014
Reinforcement learning for automatic financial trading: Introduction and some applications
F Bertoluzzo, M Corazza
WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE 33, 0-13, 2012
152012
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
151996
Design of adaptive Elman networks for credit risk assessment
M Corazza, D De March, G di Tollo
Quantitative Finance 21 (2), 323-340, 2021
142021
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
142014
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
142012
Reinforcement learning for automated financial trading: Basics and applications
F Bertoluzzo, M Corazza
Recent Advances of Neural Network Models and Applications: Proceedings of …, 2014
122014
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