Alessandro Spelta

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 15

Top Topics

Portfolio Selection

Risk Management

Network Centrality

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Publications

Alessandro Spelta, Nicolò Pecora, Paolo Pagnottoni
Assessing harmfulness and vulnerability in global bipartite networks of terrorist-target relationships. Soc. Networks 72 (2023)
Maria Elena De Giuli, Alessandro Spelta
Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices. Comput. Manag. Sci. 20 (1) (2023)
Alessandro Spelta, Nicolò Pecora, Andrea Flori, Paolo Giudici
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach. Ann. Oper. Res. 330 (1) (2023)
Alessandro Spelta, Nicolò Pecora, Paolo Pagnottoni
Chaos based portfolio selection: A nonlinear dynamics approach. Expert Syst. Appl. 188 (2022)
Paolo Giudici, Gloria Polinesi, Alessandro Spelta
Network models to improve robot advisory portfolios. Ann. Oper. Res. 313 (2) (2022)
Andrea Flori, Fabrizio Lillo, Fabio Pammolli, Alessandro Spelta
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. Ann. Oper. Res. 299 (1) (2021)
Emanuele Rabosio, Lorenzo Righetto, Alessandro Spelta, Fabio Pammolli
Connected from the outside: The role of U.S. regions in promoting the integration of the European research system. Quant. Sci. Stud. 1 (2) (2020)
Paolo Giudici, Branka Hadji Misheva, Alessandro Spelta
Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms. Frontiers Artif. Intell. 2 (2019)
Lorenzo Righetto, Alessandro Spelta, Emanuele Rabosio, Fabio Pammolli
Long-term correlations in short, non-stationary time series: An application to international R&D collaborations. J. Informetrics 13 (2) (2019)
Pablo Rovira Kaltwasser, Alessandro Spelta
Identifying systemically important financial institutions: a network approach. Comput. Manag. Sci. 16 (1-2) (2019)
Alessandro Spelta, Andrea Flori, Fabio Pammolli
Investment communities: Behavioral attitudes and economic dynamics. Soc. Networks 55 (2018)
Peter Sarlin, Paolo Giudici, Alessandro Spelta, Kaj-Mikael Björk
Riskrank to Predict Systemic Banking Crises With Common Exposures. HICSS (2018)
Nicolò Pecora, Alessandro Spelta
A multi-way analysis of international bilateral claims. Soc. Networks 49 (2017)
Alessandro Spelta
Financial market predictability with tensor decomposition and links forecast. Appl. Netw. Sci. 2 (2017)
Alessandro Spelta
Stock prices prediction via tensor decomposition and links forecast. COMPLEX NETWORKS (2016)