Maria Cristina Recchioni

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 8

Top Topics

Network Centrality

Gaussian Kernel

Top Venues

Eur. J. Oper. Res.

ISPRS Int. J. Geo Inf.

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)
Gloria Polinesi, Maria Cristina Recchioni, Andrea Rimondi, Anton Sysoev
Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health Shock. 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)
Maria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, Michelle S. Ouellette
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications. Eur. J. Oper. Res. 293 (1) (2021)
Gloria Polinesi, Maria Cristina Recchioni, Rosario Turco, Luca Salvati, Kostas Rontos, Jesús Rodrigo-Comino, Federico Benassi
Population Trends and Urbanization: Simulating Density Effects Using a Local Regression Approach. ISPRS Int. J. Geo Inf. 9 (7) (2020)
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)
Maria Cristina Recchioni, Gabriele Tedeschi
From bond yield to macroeconomic instability: A parsimonious affine model. Eur. J. Oper. Res. 262 (3) (2017)
Maria Cristina Recchioni, Y. Sun
An explicitly solvable Heston model with stochastic interest rate. Eur. J. Oper. Res. 249 (1) (2016)
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)
Silvio Migliori, Giovanni Bracco, Lorella Fatone, Maria Cristina Recchioni, Francesco Zirilli
A Parallel Code for Time-Dependent acoustic Scattering Involving Passive or Smart Obstacles. Int. J. High Perform. Comput. Appl. 25 (1) (2011)
Enrico Miglierina, Elena Molho, Maria Cristina Recchioni
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization. Eur. J. Oper. Res. 188 (3) (2008)
Carla Dionisi, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
Blackouts in Power Transmission Networks Due to Spatially Localized Load Anomalies. CRITIS (2008)
Maria Cristina Recchioni, Francesco Zirilli
The Use of Wavelets in the Operator Expansion Method for Time-Dependent Acoustic Obstacle Scattering. SIAM J. Sci. Comput. 25 (4) (2004)
Maria Cristina Recchioni
A path following method for box-constrained multiobjective optimization with applications to goal programming problems. Math. Methods Oper. Res. 58 (1) (2003)
Maria Cristina Recchioni
Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal Polynomials. Numer. Algorithms 28 (1-4) (2001)
Maria Cristina Recchioni, A. Scoccia
A Stochastic Algorithm for Constrained Global Optimization. J. Glob. Optim. 16 (3) (2000)
Maria Cristina Recchioni, Giovanni Russo
Hamilton-based Numerical Methods for a Fluid-Membrane Interaction in Two and Three Dimensions. SIAM J. Sci. Comput. 19 (3) (1998)