Marco Corazza

Research output

Working papers

1. Antonella Basso & Marco Corazza & Lorenzo Tonon, 2026. "Recurrent Neural Networks for real estate evaluation in the Italian market," Working Papers 2026: 22, Department of Economics, University of Venice "Ca' Foscari".
2. Oleksandr Castello & Marco Corazza, 2026. "Machine Learning techniques for synthetic data generation in Energy and Financial Markets," Working Papers 2026: 11, Department of Economics, University of Venice "Ca' Foscari".
3. Diana Barro & Oleksandr Castello & Marco Corazza & Martina Nardon, 2025. "A swap-based framework for managing energy transition risks," Working Papers 2025: 23, Department of Economics, University of Venice "Ca' Foscari".
4. Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025. "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers 2025: 24, Department of Economics, University of Venice "Ca' Foscari".
5. Diana Barro & Marco Corazza & Gianni Filograsso, 2025. "Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance," Working Papers 2025: 21, Department of Economics, University of Venice "Ca' Foscari".
6. Ardelia L. Amardana & Diana Barro & Marco Corazza, 2025. "Sustainability in LSTM Price Prediction for Portfolio Optimization in the European Market," Working Papers 2025: 25, Department of Economics, University of Venice "Ca' Foscari".
7. Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, 2024. "Artificial Intelligence and Beyond for Finance," Post-Print hal-04931239, HAL.
8. René Garcia & Marco Corazza & Faisal Shah Khan & Davide La Torre & Hatem Masri, 2024. "Artificial Intelligence for Finance - Preface," Post-Print hal-04934320, HAL.
9. Diana Barro & Marco Corazza & Gianni Filograsso, 2023. "A ESG rating model for European SMEs using multi-criteria decision aiding," Working Papers 2023: 27, Department of Economics, University of Venice "Ca' Foscari".
10. Diana Barro & Luca Barzanti & Marco Corazza & Martina Nardon, 2023. "Machine Learning and Fundraising: Applications of Artificial Neural Networks," Working Papers 2023: 33, Department of Economics, University of Venice "Ca' Foscari".
11. Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021. "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series 322, Leibniz Institute for Financial Research SAFE.
    • Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon, 2023. "Impact of public news sentiment on stock market index return and volatility," Computational Management Science, Springer, vol. 20(1), pages 1-36, December.
12. Diana Barro & Marco Corazza & Martina Nardon, 2020. "Cumulative Prospect Theory portfolio selection," Working Papers 2020:26, Department of Economics, University of Venice "Ca' Foscari".
13. 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".
14. 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.
15. Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo, 2017. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Post-Print hal-01776135, HAL.
16. 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.
17. 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.
18. Marco Corazza & Andrea Sangalli, 2015. "Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading," Working Papers 2015:15, Department of Economics, University of Venice "Ca' Foscari", revised 2015.
19. Marco Corazza & Elisa Scalco, 2015. "Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index," Working Papers 2015:11, Department of Economics, University of Venice "Ca' Foscari".
20. Marco Corazza & Francesco Bertoluzzo, 2014. "Q-Learning-based financial trading systems with applications," Working Papers 2014:15, Department of Economics, University of Venice "Ca' Foscari".
21. 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.
22. Francesco Bertoluzzo & Marco Corazza, 2012. "Reinforcement Learning for automatic financial trading: Introduction and some applications," Working Papers 2012:33, Department of Economics, University of Venice "Ca' Foscari", revised 2012.
23. Marco Corazza & Andrea Menegazzo, 2012. "A unified frame work for performance and risk attribution," Working Papers 2012:28, Department of Economics, University of Venice "Ca' Foscari".
24. 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".
25. Marta Cardin & Marco Corazza & Stefania Funari & Silvio Giove, 2011. "A fuzzy-based scoring rule for author ranking," Working Papers 2011_11, Department of Economics, University of Venice "Ca' Foscari".
26. Marco Corazza & Stefania Funari & Federico Siviero, 2008. "An MCDA-based Approach for Creditworthiness Assessment," Working Papers 177, Department of Applied Mathematics, Università Ca' Foscari Venezia.
27. Marco Corazza & Silvio Giove, 2008. "Fuzzy interval net present value," Working Papers 170, Department of Applied Mathematics, Università Ca' Foscari Venezia.
28. Marco Corazza & Andrea Ellero & Alberto Zorzi, 2008. "What Sequences obey Benford's Law ?," Working Papers 185, Department of Applied Mathematics, Università Ca' Foscari Venezia.
29. Francesco Bertoluzzo & Marco Corazza, 2006. "Financial trading systems: Is recurrent reinforcement the via?," Working Papers 141, Department of Applied Mathematics, Università Ca' Foscari Venezia.
30. Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006. "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers 137, Department of Applied Mathematics, Università Ca' Foscari Venezia.
31. Marco Corazza & Marco Corazza, 2000. "Nonlinear Stochastic Dynamics For Supply Counterfeiting In Monopolistic Markets," Computing in Economics and Finance 2000 176, Society for Computational Economics.
    repec:vnm:wpdman:10 is not listed on IDEAS

Articles

1. Jahangiri, Eshagh & Corazza, Marco, 2026. "Sentiment-based stock price prediction in developing countries: Evidence from Iran," International Review of Economics & Finance, Elsevier, vol. 109(C).
2. Diana Barro & Marco Corazza & Gianni Filograsso, 2025. "Environmental, social, and governance evaluation for European small and medium enterprises: A multicriteria approach," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(1), pages 1291-1308, January.
3. Corazza, Marco & di Tollo, Giacomo & Filograsso, Gianni, 2025. "The impact of rating announcements on stock returns: A nonlinear assessment," Finance Research Letters, Elsevier, vol. 75(C).
4. Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon, 2023. "Impact of public news sentiment on stock market index return and volatility," Computational Management Science, Springer, vol. 20(1), pages 1-36, December.
   • Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021. "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series 322, Leibniz Institute for Financial Research SAFE.
5. Marco Corazza & Davide De March & Giacomo di Tollo, 2021. "Design of adaptive Elman networks for credit risk assessment," Quantitative Finance, Taylor & Francis Journals, vol. 21(2), pages 323-340, February.
6. 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.
7. Corazza, Marco, 2021. "A note on “Portfolio selection under possibilistic mean-variance utility and a SMO algorithm”," European Journal of Operational Research, Elsevier, vol. 288(1), pages 343-345.
8. 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.
9. Marco Corazza & Carla Nardelli, 2019. "Possibilistic mean–variance portfolios versus probabilistic ones: the winner is..," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 51-75, June.
10. Elio Canestrelli & Marco Corazza & Giuseppe Nadai & Raffaele Pesenti, 2017. "Managing the Ship Movements in the Port of Venice," Networks and Spatial Economics, Springer, vol. 17(3), pages 861-887, September.
11. 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.
12. 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.
13. Marco Corazza & A. Malliaris & Elisa Scalco, 2010. "Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 1-23, January.
14. Corazza, Marco & Favaretto, Daniela, 2007. "On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem," European Journal of Operational Research, Elsevier, vol. 176(3), pages 1947-1960, February.
15. Marco Corazza & A. G. Malliaris, 2002. "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.
    • Marco Corazza & A. G. Malliaris, 2005. "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184, World Scientific Publishing Co. Pte. Ltd..
16. Marco Corazza & A.G. Malliaris & Carla Nardelli, 1997. "Searching for fractal structure in agricultural futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(4), pages 433-473, June.

Chapters

1. Marco Corazza & Francesca Parpinel & Claudio Pizzi, 2021. "Trading System Mixed-Integer Optimization by PSO," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 161-167, Springer.
2. Marco Corazza & Rosario Maggistro & Raffaele Pesenti, 2021. "MFG-Based Trading Model with Information Costs," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 153-159, Springer.
3. 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.
4. Diana Barro & Marco Corazza & Martina Nardon, 2021. "Behavioral Aspects in Portfolio Selection," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 87-93, Springer.
5. Riccardo Donati & Marco Corazza, 2021. "Robomanagement $$^\mathrm{{TM}}$$ TM : Virtualizing the Asset Management Team Through Software Objects," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 201-207, Springer.
6. Marco Corazza & Claudio Pizzi, 2018. "Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 243-247, Springer.
7. Marco Corazza & Carla Nardelli, 2018. "Comparing Possibilistic Portfolios to Probabilistic Ones," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 237-241, Springer.
8. Marco Corazza & Francesca Parpinel & Claudio Pizzi, 2017. "An Evolutionary Approach to Improve a Simple Trading System," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 83-95, Springer.
9. Marco Corazza & Stefania Funari & Riccardo Gusso, 2014. "Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 119-130, Springer.
10. Riccardo Donati & Marco Corazza, 2014. "RedES™, a Risk Measure in a Pareto-Lévy Stable Framework with Clustering," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, edition 127, pages 91-94, Springer.
11. Marco Corazza & Giovanni Fasano & Riccardo Gusso, 2012. "Portfolio selection with an alternative measure of risk: Computational performances of particle swarm optimization and genetic algorithms," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 123-130, Springer.
12. Marco Corazza & Andrea Ellero & Alberto Zorzi, 2010. "Checking financial markets via Benford’s law: the S&P 500 case," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 93-102, Springer.
13. Francesco Lisi & Marco Corazza, 2008. "Clustering Financial Data for Mutual Fund Management," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 157-164, Springer.
14. Marco Corazza & A. G. Malliaris, 2005. "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184, World Scientific Publishing Co. Pte. Ltd..
    • Marco Corazza & A. G. Malliaris, 2002. "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.

Books

1. Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), 2024. "Artificial Intelligence and Beyond for Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0449.
2. Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), 2021. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-030-78965-7, January.
3. Marco Corazza & Claudio Pizzi (ed.), 2014. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-319-02499-8, January.
4. Marco Corazza & Claudio Pizzi (ed.), 2010. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-88-470-1481-7, January.