Details about Marina Resta
Access statistics for papers by Marina Resta.
Last updated 2019-01-17. Update your information in the RePEc Author Service.
Short-id: pre11
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Working Papers
2018
- Is VIX still the investor fear gauge? Evidence for the US and BRIC markets
Papers, arXiv.org View citations (2)
2008
- Social influence and neighbourhood effects in the health care market
POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS View citations (5)
2004
- Multifractal analysis of Power Markets. Some empirical evidence
Econometrics, University Library of Munich, Germany View citations (1)
2003
- Spot price dynamics in deregulated power markets
Econometrics, University Library of Munich, Germany View citations (1)
2002
- Portfolio Optimization: which alternatives to standard gaussian model?
Computing in Economics and Finance 2002, Society for Computational Economics
2001
- Portfolio Selection Models Driven by Non Gaussian Price Dynamics
Computing in Economics and Finance 2001, Society for Computational Economics
Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001)
2000
- A COMPUTATIONAL APPROACH ON NEIGHBOURHOOD STRUCTURES IN THE SIMULATION OF DICHOTOMOUS DEVELOPMENT
Computing in Economics and Finance 2000, Society for Computational Economics
Undated
- A characterization of self-affine processes in finance through the scaling function
Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics
Journal Articles
2019
- An Object-Oriented Bayesian Framework for the Detection of Market Drivers
Risks, 2019, 7, (1), 1-18
2017
- Applying spectral biclustering to mortality data
Risks, 2017, 5, (2), 1-13 View citations (2)
2016
- Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets
Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 21-46 View citations (3)
- VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps
Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 47-64 View citations (1)
2009
- A computational approach for the health care market
Health Care Management Science, 2009, 12, (4), 344-350 View citations (3)
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