Merton-like theoretical frame for fractional Brownian motion in finance

von Corazza, Marco
Veröffentlicht in Current topics in quantitative finance (1999)

Mathematical and statistical methods for actuarial sciences and finance : [MAF 2008 ; selection of refereed papers ... presented at the International Conference MAF 2008 - Mathem...

Veröffentlicht 2010

Possibilistic mean-variance portfolios versus probabilistic ones : the winner is...

von Corazza, Marco
Veröffentlicht in Decisions in economics and finance (2019)

Clustering financial data for mutual fund management

von Lisi, Francesco
Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

Fractional differo-integral calculus : towards a theory of fractal financial laws

von Corazza, Marco
Veröffentlicht in Università degli studi di Messina. Facoltà di economia Annali della Facoltà di Economia (2004)

Mathematical and statistical methods for actuarial sciences and finance : [MAF 2008 ; selection of refereed papers ... presented at the International Conference MAF 2008 - Mathem...

Veröffentlicht 2010

Multi-fractality in foreign currency markets

von Corazza, Marco
Veröffentlicht in Multinational finance journal (2002)

Creditworthiness evaluation of Italian SMEs at the beginning of the 2007-2008 crisis : an MCDA approach

von Corazza, Marco
Veröffentlicht in The North American journal of economics and finance (2016)

An evolutionary approach to improve a simple trading system

von Corazza, Marco
Veröffentlicht in MAF (7. : 2016 : Paris) Mathematical and statistical methods for actuarial sciences and finance (2017)

Searching for fractal structure in agricultural futures markets

von Corazza, Marco
Veröffentlicht in The journal of futures markets (1997)

Nonlinear bivariate comovements of asset prices : methodology, tests and applications

von Corazza, Marco
Veröffentlicht in Computational economics (2010)

Artificial intelligence and beyond for finance

Veröffentlicht 2024

Managing the ship movements in the Port of Venice

von Canestrelli, Elio
Veröffentlicht in Networks and spatial economics (2017)

A note on "Portfolio selection under possibilistic mean-variance utility and a SMO algorithm"

von Corazza, Marco
Veröffentlicht in European journal of operational research (2021)

Mathematical and statistical methods for actuarial sciences and finance : MAF 2016

Veröffentlicht 2017

Mathematical and statistical methods for actuarial sciences and finance : MAF 2018

Veröffentlicht 2018