E-LIB Suche - Ergebnisse für: Marino, Zelda

1

Learning fused lasso parameters in portfolio selection via ..:

Corsaro, Stefania ; De Simone, Valentina ; Marino, Zelda.
Quality & Quantity. , 2024

2

Quantile mortality modelling of multiple populations via ne..:

Corsaro, Stefania ; Marino, Zelda ; Scognamiglio, Salvatore
Insurance: Mathematics and Economics. 116 (2024) - p. 114-133 , 2024

Link: https://doi.org/10.1016/..

3

l1-Regularization in Portfolio Selection with Machine Learn..:

Corsaro, Stefania ; De Simone, Valentina ; Marino, Zelda.
Mathematics. 10 (2022) 4 - p. 540 , 2022

Link: https://doi.org/10.3390/..

4

Machine learning techniques in nested stochastic simulation..:

Castellani, Gilberto ; Fiore, Ugo ; Marino, Zelda...
Applied Stochastic Models in Business and Industry. 37 (2021) 2 - p. 159-181 , 2021

Link: https://doi.org/10.1002/..

5

Machine Learning in Nested Simulations Under Actuarial Unce..:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Castellani, Gilberto ; Fiore, Ugo ; Marino, Zelda... - p. 137-143 , 2021

Link: https://doi.org/10.1007/..

6

Split Bregman iteration for multi-period mean variance port..:

Corsaro, Stefania ; De Simone, Valentina ; Marino, Zelda
Applied Mathematics and Computation. 392 (2021) - p. 125715 , 2021

Link: https://doi.org/10.1016/..

7

Wavelets in Multi-Scale Time Series Analysis: An Applicatio..:

, In: Dynamics of Disasters; Springer Optimization and Its Applications,

Corsaro, Stefania ; Angelis, Pasquale Luigi De ; Fiore, Ugo... - p. 93-100 , 2021

Link: https://doi.org/10.1007/..

8

Effectiveness of Investments in Prevention of Geological Di..:

, In: Dynamics of Disasters; Springer Optimization and Its Applications,

Fiore, Ugo ; Marino, Zelda ; Perla, Francesca... - p. 101-108 , 2020

Link: https://doi.org/10.1007/..

9

$$l_1$$-Regularization for multi-period portfolio selection:

Corsaro, Stefania ; De Simone, Valentina ; Marino, Zelda.
Annals of Operations Research. 294 (2019) 1-2 - p. 75-86 , 2019

Link: https://doi.org/10.1007/..

10

Fused Lasso approach in portfolio selection:

Corsaro, Stefania ; De Simone, Valentina ; Marino, Zelda
Annals of Operations Research. 299 (2019) 1-2 - p. 47-59 , 2019

Link: https://doi.org/10.1007/..

11

A general framework for pricing Asian options under stochas..:

Corsaro, Stefania ; Kyriakou, Ioannis ; Marazzina, Daniele.
European Journal of Operational Research. 272 (2019) 3 - p. 1082-1095 , 2019

Link: https://doi.org/10.1016/..

12

Algorithm 944: Talbot Suite: Parallel Implementations of Ta..:

Antonelli, Laura ; Corsaro, Stefania ; Marino, Zelda.
ACM Transactions on Mathematical Software. 40 (2014) 4 - p. 1-18 , 2014

Link: https://doi.org/10.1145/..

13

Algorithm 944 : Talbot Suite: Parallel Implementations o..:

Antonelli, Laura ; Corsaro, Stefania ; Marino, Zelda.
ACM Transactions on Mathematical Software (TOMS). 40 (2014) 4 - p. 1-18 , 2014

Link: https://dl.acm.org/doi/1..

14

A general framework for pricing Asian options under stochas..:

Corsaro, Stefania ; Kyriakou, Ioannis ; Marazzina, Daniele.
info:eu-repo/semantics/altIdentifier/wos/WOS:000447568600020. , 2019

Link: http://hdl.handle.net/11..

15

L1-regularization for multi-period portfolio selection:

Corsaro, Stefania ; De Simone, Valentina ; Marino, Zelda.
http://arxiv.org/abs/1809.01460. , 2018

Link: http://arxiv.org/abs/180..