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Details about Marco Corazza

E-mail:
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)
Workplace:Scuola Superiore di Economia (SSE-Ca' Foscari) (Advanced School of Economics in Venice), (more information at EDIRC)
Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Marco Corazza.

Last updated 2019-07-30. Update your information in the RePEc Author Service.

Short-id: pco232


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Working Papers

2017

  1. Mathematical and Statistical Methods for Actuarial Sciences and Finance
    Post-Print, HAL View citations (48)
  2. PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads

2015

  1. A novel initialization of PSO for costly portfolio selection problems
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads View citations (1)
  2. 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" Downloads
  3. Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2014

  1. Q-Learning-based financial trading systems with applications
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)

2012

  1. A unified frame work for performance and risk attribution
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads
  2. An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads View citations (1)
  3. Reinforcement Learning for automatic financial trading: Introduction and some applications
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (6)

2011

  1. A fuzzy-based scoring rule for author ranking
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
  2. An Artificial Neural Network technique for on-line hotel booking
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads
  3. Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (3)

2008

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

2006

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

2000

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

Journal Articles

2017

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

2016

  1. 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 Downloads View citations (1)

2012

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

2010

  1. Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications
    Computational Economics, 2010, 35, (1), 1-23 Downloads View citations (4)

2007

  1. 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 Downloads View citations (13)

2002

  1. Multi-Fractality in Foreign Currency Markets
    Multinational Finance Journal, 2002, 6, (2), 65-98 Downloads View citations (17)
    See also Chapter (2005)

1997

  1. Searching for fractal structure in agricultural futures markets
    Journal of Futures Markets, 1997, 17, (4), 433-473 Downloads View citations (29)

Chapters

2005

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