Stefania Corsaro

Publication Activity (10 Years)

Years Active: 1999-2021
Publications (10 Years): 5

Top Topics

Parallel Implementation

Planning Horizon

Portfolio Selection

Top Venues

Ann. Oper. Res.

ACM Trans. Math. Softw.

Appl. Math. Comput.

Comput. Optim. Appl.

Publications

Stefania Corsaro, Valentina De Simone, Zelda Marino
Split Bregman iteration for multi-period mean variance portfolio optimization. Appl. Math. Comput. 392 (2021)
Stefania Corsaro, Valentina De Simone, Zelda Marino
Fused Lasso approach in portfolio selection. Ann. Oper. Res. 299 (1) (2021)
Stefania Corsaro, Valentina De Simone, Zelda Marino, Francesca Perla
-Regularization for multi-period portfolio selection. Ann. Oper. Res. 294 (1) (2020)
Stefania Corsaro, Valentina De Simone
-regularization for short-selling control in portfolio selection. Comput. Optim. Appl. 72 (2) (2019)
Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino
A general framework for pricing Asian options under stochastic volatility on parallel architectures. Eur. J. Oper. Res. 272 (3) (2019)
Laura Antonelli, Stefania Corsaro, Zelda Marino, Mariarosaria Rizzardi
Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms. ACM Trans. Math. Softw. 40 (4) (2014)
Stefania Corsaro, Pasqua D'Ambra, Francesca Perla
Algorithms and Programming Tools for Next-Generation High-Performance Scientific Software HPSS 2011. Euro-Par Workshops (1) (2011)
Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters. Comput. Manag. Sci. 8 (3) (2011)
Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti
On parallel asset-liability management in life insurance: a forward risk-neutral approach. Parallel Comput. 36 (7) (2010)
Stefania Corsaro, Zelda Marino, Francesca Perla, Paolo Zanetti
Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios. Euro-Par Workshops (2010)
Stefania Corsaro, Daniele Marazzina, Zelda Marino
Wavelet Techniques for Option Pricing on Advanced Architectures. Euro-Par Workshops (2010)
Stefania Corsaro, Marina Marino
Archetypal Analysis of Interval Data. Reliab. Comput. 14 (2010)
Stefania Corsaro, Pasquale Luigi De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti
Financial evaluation of Participating Life Insurance Policies in distributed environments. IPDPS (2008)
Stefania Corsaro, Karol Mikula, Alessandro Sarti, Fiorella Sgallari
Semi-Implicit Covolume Method in 3D Image Segmentation. SIAM J. Sci. Comput. 28 (6) (2006)
Stefania Corsaro, Marina Marino
Interval linear systems: the state of the art. Comput. Stat. 21 (2) (2006)
Paola Belardini, Claudio Bertoli, Stefania Corsaro, Pasqua D'Ambra
Introducing Combustion-Turbulence Interaction in Parallel Simulation of Diesel Engines. HPCC (2006)
Paola Belardini, Claudio Bertoli, Stefania Corsaro, Pasqua D'Ambra
The Impact of Different Stiff ODE Solvers in Parallel Simulation of Diesel Combustion. HPCC (2005)
Stefania Corsaro, Luisa D'Amore, Almerico Murli
On the Parallel Implementation of the Fast Wavelet Packet Transform on MIMD Distributed Memory Environments. ACPC (1999)