Francesca Mariani

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 5

Top Topics

Network Centrality

Financial Markets

Portfolio Selection

Top Venues

Eur. J. Oper. Res.

J. Glob. Optim.

Comput. Manag. Sci.

Publications

Francesca Mariani, Mariateresa Ciommi, Maria Cristina Recchioni
A new class of composite indicators: The penalized power mean. Eur. J. Oper. Res. 317 (3) (2024)
Francesca Mariani, Mariateresa Ciommi
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach. Comput. 10 (4) (2022)
Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. Comput. Manag. Sci. 19 (3) (2022)
Francesca Mariani, Maria Cristina Recchioni, Mariateresa Ciommi
Merton's portfolio problem including market frictions: A closed-form formula supporting the shadow price approach. Eur. J. Oper. Res. 275 (3) (2019)
Lorella Fatone, Francesca Mariani
Systemic risk governance in a dynamical model of a banking system. J. Glob. Optim. 75 (3) (2019)
Lorella Fatone, Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
Parallel option pricing on GPU: barrier options and realized variance options. J. Supercomput. 62 (3) (2012)
Alfonso Farina, Antonio Graziano, Francesca Mariani, Francesco Zirilli
A Cooperative Sensor Network: Optimal Deployment and Functioning. RAIRO Oper. Res. 44 (4) (2010)
Francesca Mariani, Graziella Pacelli, Francesco Zirilli
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. Optim. Lett. 2 (2) (2008)
Carla Dionisi, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
Blackouts in Power Transmission Networks Due to Spatially Localized Load Anomalies. CRITIS (2008)