Zobrazeno 1 - 10
of 41
pro vyhledávání: '"Giacomo Di Tollo"'
Publikováno v:
Ratio Mathematica, Vol 43, Iss 0, Pp 183-207 (2022)
Financial institutions, policy makers and regulatory authorities need to implement stress tests in order to test both resilience and the consequences of adverse shocks. The European Central Bank and the European Banking Authority regularly conduct th
Externí odkaz:
https://doaj.org/article/ad00828f5c8a463f8011041f5f0c5f16
Publikováno v:
Ratio Mathematica, Vol 47, Iss 0 (2023)
Due to the major crises of the past decade, the need to introduce consumer profiling operations to protect individuals from committing superficial business transactions has been realized in 2014/65/EU Directive. The present paper investigates how con
Externí odkaz:
https://doaj.org/article/f867db94696e47a3ba93ee4e37856bee
Publikováno v:
Mathematics, Vol 11, Iss 16, p 3441 (2023)
Cryptocurrencies are nowadays seen as an investment opportunity, since they show some peculiar features, such as high volatility and diversification properties, that are triggering research interest into investigating their differences with tradition
Externí odkaz:
https://doaj.org/article/a9a79812f7b5464d9347b8a822c99cca
Publikováno v:
Entropy, Vol 24, Iss 12, p 1713 (2022)
The propagation of bankruptcy-induced shocks across domestic and global economies is sometimes very dramatic; this phenomenon can be modelled as a dynamical process in economic networks. Economic networks are usually scale-free, and scale-free networ
Externí odkaz:
https://doaj.org/article/ad6ee3834469486081d09bb83dc6a135
Autor:
Gianni Filograsso, Giacomo di Tollo
Publikováno v:
Computational Management Science. 20
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::acd5a2135269747becc1e69b19f01ca6
https://doi.org/10.1007/s10287-023-00441-7
https://doi.org/10.1007/s10287-023-00441-7
Publikováno v:
Annals of Operations Research. 304:109-137
In this paper we propose a hybrid metaheuristic based on Particle Swarm Optimization, which we tailor on a portfolio selection problem. To motivate and apply our hybrid metaheuristic, we reformulate the portfolio selection problem as an unconstrained
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9799cdff5bf4c66091c9df289e6db81f
https://doi.org/10.1007/s10479-021-04075-3
https://doi.org/10.1007/s10479-021-04075-3
The efficient market hypothesis forbids any predictability towards future, but there is no such restriction in the case of reversed-looking approaches. We analyze if this asymmetry in non-predictability is reflected in the statistical features of fin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1a6d881555527d4c900f5656e1a7a53
http://hdl.handle.net/10447/564942
http://hdl.handle.net/10447/564942
Autor:
Joseph Andria, Giacomo di Tollo
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783030789640
In this work we analyze and compare the performances of VaR-based estimatorswith respect to three different classes of distributions, i.e., Gaussian, Stable and Pareto, and to different emerging markets, i.e., Egypt, Qatar and Mexico. This is motivat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b49dcfaea979f4bd1183300c3bc1933
http://hdl.handle.net/10447/535042
http://hdl.handle.net/10447/535042
Publikováno v:
Soft Computing. 24:4027-4040
“Smartness” and “sustainability” are gaining growing attention from both practitioners and policy makers. “Smartness” and “sustainability” assessments are of crucial importance for directing, in a systemic perspective, the decision-ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::19d20ad622179e89da0a23ebe597964d
https://doi.org/10.1007/s00500-019-04170-5
https://doi.org/10.1007/s00500-019-04170-5
In this article, we propose a method for ranking tourist destinations and evaluating their performances under a sustainability perspective: a fuzzy multiple criteria decision-making method is applied for determining sustainability performance values
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fed193b7a07f120b352dc07dcda2711e
http://hdl.handle.net/10278/3718964
http://hdl.handle.net/10278/3718964