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Publications

by alumni of

Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti"
Facoltà di Ingegneria dell'Informazione Informatica e Statistica
"Sapienza" Università di Roma
Roma, Italy

(Department of Computer, Control and Management Engineering, Faculty of Computer and Statistical Information Engineering, Sapienza University of Rome)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

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

| Working papers | Journal articles | Chapters |

Working papers

2022

  1. Giovanni Fasano & Christian Piermarini & Massimo Roma, 2022. "Bridging the gap between Trust–Region Methods (TRMs) and Linesearch Based Methods (LBMs) for Nonlinear Programming: quadratic sub–problems," Working Papers 08, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2021

  1. Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021. "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers) 1321, Bank of Italy, Economic Research and International Relations Area.
  2. Andrea Pontiggia & Giovanni Fasano, 2021. "Data Analytics and Machine Learning paradigm to gauge performances combining classification, ranking and sorting for system analysis," Working Papers 05, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2020

  1. Michele Loberto & Andrea Luciani & Marco Pangallo, 2020. "What do online listings tell us about the housing market?," Papers 2004.02706, arXiv.org.

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".
  2. Marco Corazza & Giovanni Fasano & Daniela Favaretto & Silvio Giove, 2019. "Properties of some generalized means for positive sequences," Working Papers 05, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2018

  1. Michele Loberto & Andrea Luciani & Marco Pangallo, 2018. "The potential of big housing data: an application to the Italian real-estate market," Temi di discussione (Economic working papers) 1171, Bank of Italy, Economic Research and International Relations Area.

2017

  1. Mehiddin Al-Baali & Andrea Caliciotti & Giovanni Fasano & Massimo Roma, 2017. "Exploiting damped techniques for nonlinear conjugate gradient methods," DIAG Technical Reports 2017-05, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
  2. 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.

2015

  1. Giovanni Fasano & Massimo Roma, 2015. "An estimation of the condition number for a class of indefinite preconditioned matrices," DIAG Technical Reports 2015-01, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
  2. Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti, 2015. "A novel initialization of PSO for costly portfolio selection problems," Working Papers 4, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2014

  1. Giovanni Fasano, 2014. "A Framework of Conjugate Direction Methods for Symmetric Linear Systems in Optimization," Papers 1408.6043, arXiv.org.

2013

  1. E.F. Campana & Matteo Diez & Giovanni Fasano & Daniele Peri, 2013. "Initial particles position for PSO, in Bound Constrained Optimization," Working Papers 6, 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".
  2. Giovanni Fasano & Massimo Roma, 2011. "A class of preconditioners for large indefinite linear systems, as byproduct of Krylov subspace methods: Part I," Working Papers 4, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2008

  1. Giovanni Fasano, 2008. "Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems," Working Papers 179, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Andrea Ellero & Giovanni Fasano & Annamaria Sorato, 2008. "A Modified Galam's Model," Working Papers 180, Department of Applied Mathematics, Università Ca' Foscari Venezia.

Journal articles

2025

  1. Giovanni Fasano & Christian Piermarini & Massimo Roma, 2025. "Exploiting effective negative curvature directions via SYMMBK algorithm, in Newton–Krylov methods," Computational Optimization and Applications, Springer, vol. 91(2), pages 617-647, June.

2024

  1. Andrea Caliciotti & Marco Corazza & Giovanni Fasano, 2024. "From regression models to machine learning approaches for long term Bitcoin price forecast," Annals of Operations Research, Springer, vol. 336(1), pages 359-381, May.

2023

  1. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023. "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.

2022

  1. Michele Loberto & Andrea Luciani & Marco Pangallo, 2022. "What Do Online Listings Tell Us about the Housing Market?," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.

2021

  1. Marco Corazza & Giacomo di Tollo & Giovanni Fasano & Raffaele Pesenti, 2021. "A novel hybrid PSO-based metaheuristic for costly portfolio selection problems," Annals of Operations Research, Springer, vol. 304(1), pages 109-137, September.
  2. 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.

2020

  1. Andrea Caliciotti & Giovanni Fasano & Florian Potra & Massimo Roma, 2020. "Issues on the use of a modified Bunch and Kaufman decomposition for large scale Newton’s equation," Computational Optimization and Applications, Springer, vol. 77(3), pages 627-651, December.
  2. Renato Leone & Giovanni Fasano & Massimo Roma & Yaroslav D. Sergeyev, 2020. "Iterative Grossone-Based Computation of Negative Curvature Directions in Large-Scale Optimization," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 554-589, August.

2018

  1. Caliciotti, Andrea & Fasano, Giovanni & Roma, Massimo, 2018. "Preconditioned Nonlinear Conjugate Gradient methods based on a modified secant equation," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 196-214.
  2. Renato De Leone & Giovanni Fasano & Yaroslav D. Sergeyev, 2018. "Planar methods and grossone for the Conjugate Gradient breakdown in nonlinear programming," Computational Optimization and Applications, Springer, vol. 71(1), pages 73-93, September.

2017

  1. Giovanni Fasano & Raffaele Pesenti, 2017. "Conjugate Direction Methods and Polarity for Quadratic Hypersurfaces," Journal of Optimization Theory and Applications, Springer, vol. 175(3), pages 764-794, December.
  2. Mehiddin Al-Baali & Andrea Caliciotti & Giovanni Fasano & Massimo Roma, 2017. "Exploiting damped techniques for nonlinear conjugate gradient methods," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 501-522, December.

2016

  1. Giovanni Fasano & Massimo Roma, 2016. "A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization," Computational Optimization and Applications, Springer, vol. 65(2), pages 399-429, November.

2015

  1. Giovanni Fasano, 2015. "A Framework of Conjugate Direction Methods for Symmetric Linear Systems in Optimization," Journal of Optimization Theory and Applications, Springer, vol. 164(3), pages 883-914, March.

2013

  1. Giovanni Fasano & Massimo Roma, 2013. "Preconditioning Newton–Krylov methods in nonconvex large scale optimization," Computational Optimization and Applications, Springer, vol. 56(2), pages 253-290, October.

2012

  1. Emilio Fortunato Campana & Giovanni Fasano & Daniele Peri, 2012. "Penalty function approaches for ship multidisciplinary design optimisation (MDO)," European Journal of Industrial Engineering, Inderscience Enterprises Ltd, vol. 6(6), pages 765-784.

2009

  1. Ellero, Andrea & Fasano, Giovanni & Sorato, Annamaria, 2009. "A modified Galam’s model for word-of-mouth information exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(18), pages 3901-3910.

2007

  1. G. Fasano, 2007. "Lanczos Conjugate-Gradient Method and Pseudoinverse Computation on Indefinite and Singular Systems," Journal of Optimization Theory and Applications, Springer, vol. 132(2), pages 267-285, February.

2005

  1. G. Fasano, 2005. "Planar Conjugate Gradient Algorithm for Large-Scale Unconstrained Optimization, Part 1: Theory," Journal of Optimization Theory and Applications, Springer, vol. 125(3), pages 523-541, June.
  2. G. Fasano, 2005. "Planar Conjugate Gradient Algorithm for Large-Scale Unconstrained Optimization, Part 2: Application," Journal of Optimization Theory and Applications, Springer, vol. 125(3), pages 543-558, June.

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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