Details about Riccardo Gusso

Access statistics for papers by Riccardo Gusso.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pgu211

Working Papers

2019

1. A comparison among Reinforcement Learning algorithms in financial trading systems
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2017

2. 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

2012

3. 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)

2011

4. 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

5. A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia
6. Urn-based models for dependent credit risks and their calibration through EM algorithm
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia

Journal Articles

2021

1. MURAME parameter setting for creditworthiness evaluation: data-driven optimization
   Decisions in Economics and Finance, 2021, 44, (1), 295-339

2016

2. 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 (8)

2012

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

Chapters

2021

1. Comparing RL Approaches for Applications to Financial Trading Systems
   Springer