Marida Bertocchi

Publication Activity (10 Years)

Years Active: 1991-2017
Publications (10 Years): 4

Top Topics

Robust Optimization

Stochastic Programming

Chance Constrained

Capacity Expansion

Top Venues

Comput. Manag. Sci.

J. Optim. Theory Appl.

Central Eur. J. Oper. Res.

Optim. Methods Softw.

Publications

Francesca Maggioni, Florian A. Potra, Marida Bertocchi
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. Comput. Manag. Sci. 14 (1) (2017)
Maria Teresa Vespucci, Marida Bertocchi, Paolo Pisciella, Stefano Zigrino
Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures. Optim. Methods Softw. 31 (2) (2016)
Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi
Monotonic bounds in multistage mixed-integer stochastic programming. Comput. Manag. Sci. 13 (3) (2016)
Paolo Pisciella, Marida Bertocchi, Maria Teresa Vespucci
A leader-followers model of power transmission capacity expansion in a market driven environment. Comput. Manag. Sci. 13 (1) (2016)
Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi
Bounds in Multistage Linear Stochastic Programming. J. Optim. Theory Appl. 163 (1) (2014)
Maria Teresa Vespucci, Marida Bertocchi, Mario Innorta, Stefano Zigrino
A stochastic model for investments in different technologies for electricity production in the long period. Central Eur. J. Oper. Res. 22 (2) (2014)
Francesca Maggioni, Florian A. Potra, Marida Bertocchi
Optimal Kinematics of a Looped Filament. J. Optim. Theory Appl. 159 (2) (2013)
Rosella Giacometti, Sergio Ortobelli Lozza, Marida Bertocchi
A Stochastic Model for Mortality Rate on Italian Data. J. Optim. Theory Appl. 149 (1) (2011)
Marida Bertocchi, Georg Ch. Pflug, Hercules Vladimirou
Preface. Ann. Oper. Res. 165 (1) (2009)
Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia
Testing the structure of multistage stochastic programs. Comput. Manag. Sci. 6 (2) (2009)
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
Horizon and stages in applications of stochastic programming in finance. Ann. Oper. Res. 142 (1) (2006)
Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi
Extensions of the Ho and Lee interest-rate model to the multinomial case. Eur. J. Oper. Res. 163 (1) (2005)
Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios
Risk factor analysis and portfolio immunization in the corporate bond market. Eur. J. Oper. Res. 161 (2) (2005)
Jitka Dupacová, Marida Bertocchi
From data to model and back to data: A bond portfolio management problem. Eur. J. Oper. Res. 134 (2) (2001)
Marida Bertocchi, Rosella Giacometti, Leon Slominski
Bond portfolio management with repo contracts: the Italian case. Ann. Oper. Res. 97 (1-4) (2000)
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. Ann. Oper. Res. 99 (1-4) (2000)
Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová
Highly parallel computing in simulation on dynamic bond portfolio management. APL (1998)
Jozsef Abaffy, Marida Bertocchi, Anna Torriero
Perturbations of M-matrices via ABS methods and their applications to input-output analysis. Appl. Math. Comput. 94 (2-3) (1998)
Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková
On estimating the yield and volatility curves. Kybernetika 33 (6) (1997)
Marida Bertocchi, L. Brandolini, Leszek Slominski, J. Sobczynska
A Monte-Carlo approach for 0-1 programming problems. Computing 48 (3-4) (1992)
Marida Bertocchi, Enrico Cavalli, Giovanni Zambruno
Parallel and Symbolic Computation in Finance. PPSC (1991)