Marco Corazza

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 8

Top Topics

Portfolio Selection

Weighting Functions

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Publications

Marco Corazza, Claudio Pizzi, Andrea Marchioni
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization. Comput. Manag. Sci. 21 (1) (2024)
Andrea Caliciotti, Marco Corazza, Giovanni Fasano
From regression models to machine learning approaches for long term Bitcoin price forecast. Ann. Oper. Res. 336 (1-2) (2024)
Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon
Impact of public news sentiment on stock market index return and volatility. Comput. Manag. Sci. 20 (1) (2023)
Diana Barro, Marco Corazza, Martina Nardon
Alternative Probability Weighting Functions in Behavioral Portfolio Selection. SIS (2021)
Marco Corazza, Giacomo di Tollo, Giovanni Fasano, Raffaele Pesenti
A novel hybrid PSO-based metaheuristic for costly portfolio selection problems. Ann. Oper. Res. 304 (1) (2021)
Marco Corazza
A note on "Portfolio selection under possibilistic mean-variance utility and a SMO algorithm". Eur. J. Oper. Res. 288 (1) (2021)
Marco Corazza
Q-Learning-Based Financial Trading: Some Results and Comparisons. IIH-MSP (1) (2017)
Claudio Pizzi, Irene Bitto, Marco Corazza
Exploration and Exploitation in Optimizing a Basic Financial Trading System: A Comparison Between FA and PSO Algorithms. IIH-MSP (1) (2017)
Marco Corazza, Stefania Funari, Riccardo Gusso
An evolutionary approach to preference disaggregation in a MURAME-based creditworthiness problem. Appl. Soft Comput. 29 (2015)
Marco Corazza, Stefania Funari, Riccardo Gusso
A Methodological Proposal for an Evolutionary Approach to Parameter Inference in MURAME-Based Problems. WIRN (2013)
Marco Corazza, Giovanni Fasano, Riccardo Gusso
Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem. Appl. Math. Comput. 224 (2013)
Francesco Bertoluzzo, Marco Corazza
Reinforcement Learning for Automated Financial Trading: Basics and Applications. WIRN (2013)
Marta Cardin, Marco Corazza, Stefania Funari, Silvio Giove
Building a Global Performance Indicator to Evaluate Academic Activity Using Fuzzy Measures. WIRN (2012)
Marta Cardin, Marco Corazza, Stefania Funari, Silvio Giove
A Fuzzy-based Scoring Rule for Author Ranking - An Alternative of h-index. WIRN (2011)
Silvio Giove, Marco Corazza
Aggregation of opinions in Multi Person Multi Attribute decision problems with judgments inconsistency. WIRN (2009)
Marco Corazza, Silvio Giove
Fuzzy Interval Net Present Value. WIRN (2008)
Elio Canestrelli, P. Canestrelli, Marco Corazza, Maurizio Filippone, Silvio Giove, Francesco Masulli
Local Learning of Tide Level Time Series using a Fuzzy Approach. IJCNN (2007)
Francesco Bertoluzzo, Marco Corazza
Making Financial Trading by Recurrent Reinforcement Learning. KES (2) (2007)
Marco Corazza, Daniela Favaretto
On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem. Eur. J. Oper. Res. 176 (3) (2007)
Marco Corazza, Paolo Vanni, Umberto Loschi
Hybrid Automatic Trading Systems: Technical Analysis & Group Method of Data Handling. WIRN (2002)
Marco Corazza, Silvio Giove
A Fuzzy-G.M.D.H. Approach to V.a.R. WIRN (2001)