Marina Resta

Publication Activity (10 Years)

Years Active: 2000-2020
Publications (10 Years): 4

Top Topics

Stock Market Data

Som Neural Network

Graph Clustering

Self Organizing Maps

Top Venues

Intell. Syst. Account. Finance Manag.

Publications

Renata Paola Dameri, Roberto Garelli, Marina Resta
Neural Networks in Accounting: Clustering Firm Performance Using Financial Reporting Data. J. Inf. Syst. 34 (2) (2020)
Marina Resta
VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self-Organizing Maps. Intell. Syst. Account. Finance Manag. 23 (1-2) (2016)
César A. Astudillo, Jorge Poblete, Marina Resta, B. John Oommen
A Cluster Analysis of Stock Market Data Using Hierarchical SOMs. Australasian Conference on Artificial Intelligence (2016)
Marina Resta
Enhancing Self-Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets. Intell. Syst. Account. Finance Manag. 23 (1-2) (2016)
Marina Resta
An agent-based simulator driven by variants of Self-Organizing Maps. Neurocomputing 147 (2015)
Marina Resta
Financial Self-Organizing Maps. ICANN (2014)
Gabriella Piscopo, Marina Resta
Multi-Country Mortality Analysis Using Self Organizing Maps. WIRN (2013)
Marina Resta, Marina Ravera
A Model for Mortality Forecasting Based on Self Organizing Maps. WSOM (2012)
Marina Resta
Exploring Social Systems Dynamics with SOM Variants. WSOM (2012)
Marina Resta, Riccardo Spinelli
Understanding Firms' International Growth: A Proposal via Self Organizing Maps. WSOM (2012)
Marina Resta
A New Framework for Assets Selection Based on Dimensions Reduction Techniques. KES (2) (2011)
Marina Resta
Assessing the Efficiency of Health Care Providers: A SOM Perspective. WSOM (2011)
Davide Chicco, Marina Resta
An intraday trading model based on Artificial Immune Systems. WIRN (2010)
Marina Resta
On the Impact of the Metrics Choice in SOM Learning: Some Empirical Results from Financial Data. KES (3) (2010)
Marina Resta
Seize the (intra)day: Features selection and rules extraction for tradings on high-frequency data. Neurocomputing 72 (16-18) (2009)
Marina Resta, Stefano Santini
Robust Hedging of Electricity Retail Portfolios with CVaR Constraints. MCO (2008)
Marina Resta
Early Warning Systems: an approach via Self Organizing Maps with applications to emergent markets. WIRN (2008)
Marina Resta
Portfolio Optimization Through Elastic Maps: Some Evidence from the Italian Stock Exchange. KES (2) (2007)
Marina Resta
On the Profitability of Scalping Strategies Based on Neural Networks. KES (3) (2006)
Marina Resta
A R/S Approach to Trends Breaks Detection. KES (1) (2005)
Marcello Cattaneo Adorno, Marina Resta
Reliability and Convergence on Kohonen Maps: An Empirical Study. KES (2004)
Marcello Cattaneo Adorno, Marina Resta
A Note on the Sensitivity to Parameters in the Convergence of Self-Organizing Maps. KES (2003)
Marina Resta
ATA: the Artificial Technical Analyst. Building intra-day market strategies. KES (2000)
Marina Resta
Soft computing techniques to model the economics of incentives. KES (2000)
Marina Resta
Towards an Artificial Technical Analysis of Financial Markets. IJCNN (5) (2000)