Cristian Pelizzari

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 5

Top Topics

Monte Carlo Method

Transition Matrix

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Simona Franzoni, Cristian Pelizzari
Correction to: Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas. Ann. Oper. Res. 332 (1) (2024)
Simona Franzoni, Cristian Pelizzari
Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas. Ann. Oper. Res. 299 (1) (2021)
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari
Corrigendum to "Relevant states and memory in Markov chain bootstrapping and simulation" [European Journal of Operational Research, Volume 256, Issue 1, 1 January 2017, Pages 163-177]. Eur. J. Oper. Res. 276 (3) (2019)
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari
Relevant states and memory in Markov chain bootstrapping and simulation. Eur. J. Oper. Res. 256 (1) (2017)
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari, Federica Ricca, Andrea Scozzari
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping. Ann. Oper. Res. 248 (1-2) (2017)
Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
Approximating multivariate Markov chains for bootstrapping through contiguous partitions. OR Spectr. 37 (3) (2015)
Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
A Tabu Search heuristic procedure in Markov chain bootstrapping. Eur. J. Oper. Res. 227 (2) (2013)