Carlo Mari

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 5

Top Topics

Markov Decision

Conditional Expectation

Mixture Modeling

Optimal Portfolio

Top Venues

Ann. Oper. Res.

Comput. Oper. Res.

Comput. Manag. Sci.

Publications

Carlo Mari, Cristiano Baldassari
Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market. Comput. Manag. Sci. 20 (1) (2023)
Carlo Mari, Cristiano Baldassari
A graph-based superframework for mixture model estimation using EM: an analysis of US wholesale electricity markets. Neural Comput. Appl. 35 (20) (2023)
Carlo Mari, Cristiano Baldassari
Unsupervised expectation-maximization algorithm initialization for mixture models: A complex network-driven approach for modeling financial time series. Inf. Sci. 617 (2022)
Carlo Lucheroni, Carlo Mari
Internal hedging of intermittent renewable power generation and optimal portfolio selection. Ann. Oper. Res. 299 (1) (2021)
Carlo Lucheroni, Carlo Mari
Risk shaping of optimal electricity portfolios in the stochastic LCOE theory. Comput. Oper. Res. 96 (2018)
Carlo Mari, Roberto Renò
Credit risk analysis of mortgage loans: An application to the Italian market. Eur. J. Oper. Res. 163 (1) (2005)