Michele Costola

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 3

Top Topics

Efficient Solutions

Portfolio Optimization

Top Venues

Ann. Oper. Res.

Frontiers Artif. Intell.

Comput. Manag. Sci.

Publications

Michele Costola, Bertrand Maillet, Zhining Yuan, Xiang Zhang
Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. Ann. Oper. Res. 334 (1) (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)
Monica Billio, Roberto Casarin, Michele Costola, Matteo Iacopini
A Matrix-Variate t Model for Networks. Frontiers Artif. Intell. 4 (2021)