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Publications

by members of

Dipartimento di Matematica Applicata
Università Ca' Foscari Venezia
Venezia, Italy

(Department of Applied Mathematics, University Ca' Foscari Venice)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2019

  1. Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2019. "A comparison among Reinforcement Learning algorithms in financial trading systems," Working Papers 2019:33, Department of Economics, University of Venice "Ca' Foscari".

2017

  1. Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso, 2017. "PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs," Working Papers 04, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2012

  1. Marco Corazza & Stefania Funari & Riccardo Gusso, 2012. "An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem," Working Papers 5, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2011

  1. Marco Corazza & Giovanni Fasano & Riccardo Gusso, 2011. "Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem," Working Papers 2011_10, Department of Economics, University of Venice "Ca' Foscari".

2008

  1. Antonella Basso & Riccardo Gusso, 2008. "A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio," Working Papers 162, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  3. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, Università Ca' Foscari Venezia.

2007

  1. Sergiy Gerasymchuk, 2007. "Mean-Variance Portfolio Selection with Reference Dependent Preferences," Working Papers 150, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007. "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers 149, Department of Applied Mathematics, Università Ca' Foscari Venezia.

2006

  1. Silvio Giove & Paolo Bortot, 2006. "A solving tool for fuzzy quadratic optimal control problems," Working Papers 148, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Michele Fedrizzi & Silvio Giove, 2006. "Incomplete pairwise comparison and consistency optimization," Working Papers 144, Department of Applied Mathematics, Università Ca' Foscari Venezia.

Journal articles

2021

  1. Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso, 2021. "MURAME parameter setting for creditworthiness evaluation: data-driven optimization," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 295-339, June.

2016

  1. Corazza, Marco & Funari, Stefania & Gusso, Riccardo, 2016. "Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 1-26.

2012

  1. Marco Corazza & Stefania Funari & Riccardo Gusso, 2012. "Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia," BANCARIA, Bancaria Editrice, vol. 1, pages 47-63, January.

Chapters

2021

  1. Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2021. "Comparing RL Approaches for Applications to Financial Trading Systems," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 145-151, Springer.

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