Details about Marco Corazza

Access statistics for papers by Marco Corazza.

Last updated 2026-07-15. Update your information in the RePEc Author Service.

Short-id: pco232

Working Papers

2026

1. Machine Learning techniques for synthetic data generation in Energy and Financial Markets
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
2. Recurrent Neural Networks for real estate evaluation in the Italian market
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2025

3. A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
4. A swap-based framework for managing energy transition risks
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
5. Sustainability in LSTM Price Prediction for Portfolio Optimization in the European Market
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
6. Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2024

7. Artificial Intelligence and Beyond for Finance
   Post-Print, HAL View citations (2)
8. Artificial Intelligence for Finance - Preface
   Post-Print, HAL

2023

9. A ESG rating model for European SMEs using multi-criteria decision aiding
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
10. Machine Learning and Fundraising: Applications of Artificial Neural Networks
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2021

11. Impact of public news sentiment on stock market index return and volatility
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
    See also Journal Article Impact of public news sentiment on stock market index return and volatility, Computational Management Science, Springer (2023) View citations (2) (2023)

2020

12. Cumulative Prospect Theory portfolio selection
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (4)

2019

13. A comparison among Reinforcement Learning algorithms in financial trading systems
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
14. Properties of some generalized means for positive sequences
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia

2017

15. Mathematical and Statistical Methods for Actuarial Sciences and Finance
    Post-Print, HAL View citations (72)
16. PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia

2015

17. A novel initialization of PSO for costly portfolio selection problems
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (2)
18. Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (5)
19. Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index
    Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2014

20. Q-Learning-based financial trading systems with applications
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (5)

2012

21. A unified frame work for performance and risk attribution
    Working Papers, Department of Economics, University of Venice "Ca' Foscari"
22. An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (3)
23. Reinforcement Learning for automatic financial trading: Introduction and some applications
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (12)

2011

24. A fuzzy-based scoring rule for author ranking
    Working Papers, Department of Economics, University of Venice "Ca' Foscari"
25. Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (9)

2008

26. An MCDA-based Approach for Creditworthiness Assessment
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
27. Fuzzy interval net present value
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia
28. What Sequences obey Benford's Law ?
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia

2006

29. Financial trading systems: Is recurrent reinforcement the via?
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (2)
30. Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia

2000

31. NONLINEAR STOCHASTIC DYNAMICS FOR SUPPLY COUNTERFEITING IN MONOPOLISTIC MARKETS
    Computing in Economics and Finance 2000, Society for Computational Economics

Journal Articles

2026

1. Sentiment-based stock price prediction in developing countries: Evidence from Iran
   International Review of Economics & Finance, 2026, 109, (C)

2025

2. Environmental, social, and governance evaluation for European small and medium enterprises: A multicriteria approach
   Corporate Social Responsibility and Environmental Management, 2025, 32, (1), 1291-1308 View citations (2)
3. The impact of rating announcements on stock returns: A nonlinear assessment
   Finance Research Letters, 2025, 75, (C)

2023

4. Impact of public news sentiment on stock market index return and volatility
   Computational Management Science, 2023, 20, (1), 1-36 View citations (2)
   See also Working Paper Impact of public news sentiment on stock market index return and volatility, SAFE Working Paper Series (2021) (2021)

2021

5. A note on “Portfolio selection under possibilistic mean-variance utility and a SMO algorithm”
   European Journal of Operational Research, 2021, 288, (1), 343-345 View citations (1)
6. A novel hybrid PSO-based metaheuristic for costly portfolio selection problems
   Annals of Operations Research, 2021, 304, (1), 109-137 View citations (10)
7. Design of adaptive Elman networks for credit risk assessment
   Quantitative Finance, 2021, 21, (2), 323-340 View citations (7)
8. MURAME parameter setting for creditworthiness evaluation: data-driven optimization
   Decisions in Economics and Finance, 2021, 44, (1), 295-339 View citations (1)

2019

9. Possibilistic mean–variance portfolios versus probabilistic ones: the winner is
   Decisions in Economics and Finance, 2019, 42, (1), 51-75

2017

10. Managing the Ship Movements in the Port of Venice
    Networks and Spatial Economics, 2017, 17, (3), 861-887 View citations (4)

2016

11. Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach
    The North American Journal of Economics and Finance, 2016, 38, (C), 1-26 View citations (10)

2012

12. Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia
    BANCARIA, 2012, 01, 47-63

2010

13. Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications
    Computational Economics, 2010, 35, (1), 1-23 View citations (5)

2007

14. On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem
    European Journal of Operational Research, 2007, 176, (3), 1947-1960 View citations (16)

2002

15. Multi-Fractality in Foreign Currency Markets
    Multinational Finance Journal, 2002, 6, (2), 65-98 View citations (25)
    See also Chapter Multi-Fractality in Foreign Currency Markets, World Scientific Book Chapters, 2005, 151-184 (2005) (2005)

1997

16. Searching for fractal structure in agricultural futures markets
    Journal of Futures Markets, 1997, 17, (4), 433-473 View citations (39)

Edited books

2024

1. Artificial Intelligence and Beyond for Finance
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (2)

2021

2. Mathematical and Statistical Methods for Actuarial Sciences and Finance
   Springer Books, Springer

2014

3. Mathematical and Statistical Methods for Actuarial Sciences and Finance
   Springer Books, Springer

2010

4. Mathematical and Statistical Methods for Actuarial Sciences and Finance
   Springer Books, Springer

Chapters

2021

1. Behavioral Aspects in Portfolio Selection
   Springer
2. Comparing RL Approaches for Applications to Financial Trading Systems
   Springer
3. MFG-Based Trading Model with Information Costs
   Springer
4. Robomanagement $$^\mathrm{{TM}}$$ TM: Virtualizing the Asset Management Team Through Software Objects
   Springer
5. Trading System Mixed-Integer Optimization by PSO
   Springer

2018

6. Comparing Possibilistic Portfolios to Probabilistic Ones
   Springer
7. Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar
   Springer

2017

8. An Evolutionary Approach to Improve a Simple Trading System
   Springer

2014

9. Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems
   Springer
10. RedES™, a Risk Measure in a Pareto-Lévy Stable Framework with Clustering
    Springer

2012

11. Portfolio selection with an alternative measure of risk: Computational performances of particle swarm optimization and genetic algorithms
    Springer

2010

12. Checking financial markets via Benford’s law: the S&P 500 case
    Springer

2008

13. Clustering Financial Data for Mutual Fund Management
    Springer View citations (2)

2005

14. Multi-Fractality in Foreign Currency Markets
    Chapter 11 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 151-184
    See also Journal Article Multi-Fractality in Foreign Currency Markets, Multinational Finance Journal (2002) View citations (25) (2002)