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Publications

by members of

Università Ca' Foscari Venezia → Dipartimento di Matematica Applicata

University Ca' Foscari Venice → Department of Applied Mathematics

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, Department of Economics, University of Venice "Ca' Foscari", number 2019:33.

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, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 04, Apr.

2012

  1. Marco Corazza & Stefania Funari & Riccardo Gusso, 2012, "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, number 5, Apr.

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, Department of Economics, University of Venice "Ca' Foscari", number 2011_10.

2008

  1. Sergiy Gerasymchuk, 2008, "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 160, Jan.
  2. Antonella Basso & Riccardo Gusso, 2008, "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, number 162, Apr.
  3. Riccardo Gusso & Uwe Schmock, 2008, "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 163, Apr.

2007

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

2006

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

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, volume 44, issue 1, pages 295-339, June, DOI: 10.1007/s10203-021-00322-1.

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, volume 38, issue C, pages 1-26, DOI: 10.1016/j.najef.2016.05.008.

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, volume 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, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_22.

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