Roy Cerqueti

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 54

Top Topics

Clustering Coefficient

Social Connections

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Expert Syst. Appl.

Publications

Roy Cerqueti, Mario Maggi
A Rényi-type quasimetric with random interference detection. Knowl. Inf. Syst. 66 (7) (2024)
Roy Cerqueti, Raffaele Mattera, Germana Scepi
Multiway clustering with time-varying parameters. Comput. Stat. 39 (1) (2024)
Emanuele Sangiorgio, Niccolò Di Marco, Gabriele Etta, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi
Evaluating the effect of viral news on social media engagement. CoRR (2024)
Marcel Ausloos, Giulia Rotundo, Roy Cerqueti
A theory of best choice selection through objective arguments grounded in Linear Response Theory concepts. CoRR (2024)
Roy Cerqueti, Hayette Gatfaoui, Giulia Rotundo
Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes. Ann. Oper. Res. 335 (1) (2024)
Alberto Arcagni, Roy Cerqueti, Rosanna Grassi
Higher-order assortativity for directed weighted networks and Markov chains. Eur. J. Oper. Res. 316 (1) (2024)
Emanuele Sangiorgio, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi
The inherent randomness of news virality on social media. CoRR (2024)
Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella
Correction to: Financial interbanking networks resilience under shocks propagation. Ann. Oper. Res. 332 (1) (2024)
Andrea Ancona, Roy Cerqueti, Gianluca Vagnani
A novel methodology to disambiguate organization names: an application to EU Framework Programmes data. Scientometrics 128 (8) (2023)
Jorgen Vitting-Andersen, Roy Cerqueti, Jessica Riccioni
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems. Ann. Oper. Res. 326 (1) (2023)
Roy Cerqueti, Raffaele Mattera
Fuzzy clustering of time series with time-varying memory. Int. J. Approx. Reason. 153 (2023)
Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella
Financial interbanking networks resilience under shocks propagation. Ann. Oper. Res. 330 (1) (2023)
Valerio Ficcadenti, Roy Cerqueti, Ciro Hosseini Varde'i
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league "Serie A". Ann. Oper. Res. 325 (1) (2023)
Roy Cerqueti, Valerio Ficcadenti, Gurjeet Dhesi, Marcel Ausloos
Markov Chain Monte Carlo for generating ranked textual data. Inf. Sci. 610 (2022)
Sebastian Ion Ceptureanu, Eduard Gabriel Ceptureanu, Roy Cerqueti
Innovation ambidexterity and impact on the performance in IT companies: the moderating role of business experience. Technol. Anal. Strateg. Manag. 34 (7) (2022)
Roy Cerqueti
A new concept of reliability system and applications in finance. Ann. Oper. Res. 312 (1) (2022)
Roy Cerqueti, Fabio Tramontana, Marco Ventura
The complex interplay between COVID-19 and economic activity. Math. Soc. Sci. 119 (2022)
Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera
Weighted score-driven fuzzy clustering of time series with a financial application. Expert Syst. Appl. 198 (2022)
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
Model-based fuzzy time series clustering of conditional higher moments. Int. J. Approx. Reason. 134 (2021)
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
Systemic risk assessment through high order clustering coefficient. Ann. Oper. Res. 299 (1) (2021)
Roy Cerqueti, Rita Laura D'Ecclesia, Susanna Levantesi
Preface: recent developments in financial modelling and risk management. Ann. Oper. Res. 299 (1) (2021)
Roy Cerqueti, Feng Shi
Editorial: Theories and Applications in Network Science. Frontiers Appl. Math. Stat. 7 (2021)
Roy Cerqueti, Viviana Fanelli
Long memory and crude oil's price predictability. Ann. Oper. Res. 299 (1) (2021)
Carmela Cappelli, Roy Cerqueti, Pierpaolo D'Urso, Francesca Di Iorio
Multiple breaks detection in financial interval-valued time series. Expert Syst. Appl. 164 (2021)
Mauro Bernardi, Roy Cerqueti, Arsen Palestini
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall. J. Oper. Res. Soc. 72 (3) (2021)
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts. CoRR (2020)
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
Influence measures in subnetworks using vertex centrality. Soft Comput. 24 (12) (2020)
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts. J. Informetrics 14 (3) (2020)
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
Tsallis Entropy for Cross-Shareholding Network Configurations. Entropy 22 (6) (2020)
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Inf. Sci. 527 (2020)
Mauro Bernardi, Roy Cerqueti, Arsen Palestini
The Skew Normal multivariate risk measurement framework. Comput. Manag. Sci. 17 (1) (2020)
Eduard Gabriel Ceptureanu, Sebastian Ion Ceptureanu, Claudiu Herteliu, Roy Cerqueti
Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study. Soft Comput. 24 (18) (2020)
Rosella Castellano, Roy Cerqueti, Giulia Rotundo
Exploring the financial risk of a temperature index: a fractional integrated approach. Ann. Oper. Res. 284 (1) (2020)
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
Influence measures in subnetworks using vertex centrality. CoRR (2019)
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari
Corrigendum to "Relevant states and memory in Markov chain bootstrapping and simulation" [European Journal of Operational Research, Volume 256, Issue 1, 1 January 2017, Pages 163-177]. Eur. J. Oper. Res. 276 (3) (2019)
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos
A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches. CoRR (2019)
Roy Cerqueti, Fabio Sabatini, Marco Ventura
Civic capital and support for the welfare state. Soc. Choice Welf. 53 (2) (2019)
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
Measuring network resilience through connection patterns. Reliab. Eng. Syst. Saf. 188 (2019)
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos
A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches. Expert Syst. Appl. 123 (2019)
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
Stratified communities in complex business networks. CoRR (2019)
Roy Cerqueti, Claudio Lupi
Copulas, uncertainty, and false discovery rate control. Int. J. Approx. Reason. 100 (2018)
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
A new measure for community structures through indirect social connections. Expert Syst. Appl. 114 (2018)
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
Measuring network resilience through connection patterns. CoRR (2018)
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach. Entropy 20 (2) (2018)
Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective. Technol. Anal. Strateg. Manag. 30 (4) (2018)
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari
Relevant states and memory in Markov chain bootstrapping and simulation. Eur. J. Oper. Res. 256 (1) (2017)
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari, Federica Ricca, Andrea Scozzari
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping. Ann. Oper. Res. 248 (1-2) (2017)
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
Social triangles and generalized clustering coefficient for weighted networks. CoRR (2017)
Roy Cerqueti, Claudio Lupi
Non-exchangeable copulas and multivariate total positivity. Inf. Sci. 360 (2016)
Rosella Castellano, Roy Cerqueti, Luca Spinesi
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion. Eur. J. Oper. Res. 255 (1) (2016)
Roy Cerqueti, Claudio Lupi
Risk measures on networks and expected utility. Reliab. Eng. Syst. Saf. 155 (2016)
Roy Cerqueti, Daniele Marazzina, Marco Ventura
Optimal Investment in Research and Development Under Uncertainty. J. Optim. Theory Appl. 168 (1) (2016)
Maurizio Bovi, Roy Cerqueti
Forecasting macroeconomic fundamentals in economic crises. Ann. Oper. Res. 247 (2) (2016)
Roy Cerqueti, Raffaella Coppier
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption. Ann. Oper. Res. 243 (1-2) (2016)
Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
Approximating multivariate Markov chains for bootstrapping through contiguous partitions. OR Spectr. 37 (3) (2015)
Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti
The impact of innovation on companies' performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange. Technol. Anal. Strateg. Manag. 27 (1) (2015)
Rosella Castellano, Roy Cerqueti
Mean-Variance portfolio selection in presence of infrequently traded stocks. Eur. J. Oper. Res. 234 (2) (2014)
Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
A Tabu Search heuristic procedure in Markov chain bootstrapping. Eur. J. Oper. Res. 227 (2) (2013)
Roy Cerqueti, Fabio Spizzichino
Extension of dependence properties to semi-copulas and applications to the mean-variance model. Fuzzy Sets Syst. 220 (2013)
Rosella Castellano, Roy Cerqueti
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. Appl. Math. Comput. 218 (12) (2012)
Roy Cerqueti, Giulia Rotundo
The role of diversity in persistence aggregation. Int. J. Intell. Syst. 27 (2) (2012)
Roy Cerqueti, Anna Grazia Quaranta
The perspective of a bank in granting credits: an optimization model. Optim. Lett. 6 (5) (2012)
Roy Cerqueti
Financing policies via stochastic control: a dynamic programming approach. J. Glob. Optim. 53 (3) (2012)
Roy Cerqueti, Giulia Rotundo
Productivity and costs for firms in presence of technology renewal processes. Int. Trans. Oper. Res. 14 (6) (2007)
Roy Cerqueti, Giulia Rotundo
Microeconomic modeling of financial time series with long term memory. CIFEr (2003)