MARINO, Zelda
MARINO, Zelda
Dipartimento di Studi Aziendali e Quantitativi
A general framework for pricing Asian options under stochastic volatility on parallel architectures
2019-01-01 Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; Marino, Zelda
A parallel wavelet-based pricing procedure for Asian options
2015-01-01 Corsaro, Stefania; Marazzina, Daniele; Marino, Zelda
Algorithm 944: Talbot Suite: parallel implementations of Talbot's method for the numerical inversion of Laplace transforms
2014-01-01 Antonelli, Laura; Corsaro, Stefania; Marino, Zelda; Rizzardi, Mariarosaria
Computational issues in internal models: the case of profit-sharing life insurance policies
2009-01-01 Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Perla, Francesca; Zanetti, Paolo
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
2007-01-01 Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Guarracino, M. R.; Marino, Zelda; Monetti, V; Perla, Francesca; Zanetti, Paolo
Effectiveness of investments in prevention of geological disasters
2021-01-01 Fiore, Ugo; Marino, Zelda; Perla, Francesca; Pietroluongo, Mariafortuna; Scognamiglio, Salvatore; Zanetti, Paolo
Financial evaluation of life insurance policies in high performance computing environments
2012-01-01 Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Zanetti, Paolo
Financial evaluation of participating life insurance policies in distributed environments
2008-01-01 Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Perla, Francesca; Zanetti, Paolo
Fused Lasso approach in portfolio selection
2021-01-01 Corsaro, Stefania; De Simone, Valentina; Marino, Zelda
KREMM: A learning management system for mathematical courses in economics and finance
2007-01-01 Corsaro, Stefania; Marino, Zelda; Perla, Francesca; Zanetti, Paolo; De Angelis, Pasquale Luigi; Guarracino, Mario Rosario; Monetti, Valeria Marina
KREMM: a web-based tool to learn Mathematics for economic and financial applications
2006-01-01 Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Perla, Francesca; Zanetti, Paolo
KREMM: an e-learning system for mathematical models applied to Economics and Finance
2009-01-01 Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Rosario Guarracino, Mario; Marino, Zelda; Monetti, Valeria; Perla, Francesca; Zanetti, Paolo
l1 -Regularization for multi-period portfolio selection
2020-01-01 Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Perla, Francesca
l1-Regularization in Portfolio Selection with Machine Learning
2022-01-01 Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore
Learning fused lasso parameters in portfolio selection via neural networks
2024-01-01 Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore
Machine Learning in Nested Simulations Under Actuarial Uncertainty
2021-01-01 Castellani, Gilberto; Fiore, Ugo; Marino, Zelda; Passalacqua, Luca; Perla, Francesca; Scognamiglio, Salvatore; Zanetti, Paolo
Machine learning techniques in nested stochastic simulations for life insurance
2021-01-01 Castellani, G.; Fiore, U.; Marino, Z.; Passalacqua, L.; Perla, F.; Scognamiglio, S.; Zanetti, P.
Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios
2011-01-01 Corsaro, Stefania; Marino, Zelda; Perla, Francesca; Zanetti, Paolo
Numerical solution of the regularized portfolio selection problem
2018-01-01 Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Perla, Francesca
On high performance software development for the numerical simulation of life insurance policies
2008-01-01 Corsaro, S.; De Angelis, P. L.; Marino, Z.; Perla, F.
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A general framework for pricing Asian options under stochastic volatility on parallel architectures | 1-gen-2019 | Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; Marino, Zelda | |
A parallel wavelet-based pricing procedure for Asian options | 1-gen-2015 | Corsaro, Stefania; Marazzina, Daniele; Marino, Zelda | |
Algorithm 944: Talbot Suite: parallel implementations of Talbot's method for the numerical inversion of Laplace transforms | 1-gen-2014 | Antonelli, Laura; Corsaro, Stefania; Marino, Zelda; Rizzardi, Mariarosaria | |
Computational issues in internal models: the case of profit-sharing life insurance policies | 1-gen-2009 | Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Perla, Francesca; Zanetti, Paolo | |
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics | 1-gen-2007 | Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Guarracino, M. R.; Marino, Zelda; Monetti, V; Perla, Francesca; Zanetti, Paolo | |
Effectiveness of investments in prevention of geological disasters | 1-gen-2021 | Fiore, Ugo; Marino, Zelda; Perla, Francesca; Pietroluongo, Mariafortuna; Scognamiglio, Salvatore; Zanetti, Paolo | |
Financial evaluation of life insurance policies in high performance computing environments | 1-gen-2012 | Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Zanetti, Paolo | |
Financial evaluation of participating life insurance policies in distributed environments | 1-gen-2008 | Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Perla, Francesca; Zanetti, Paolo | |
Fused Lasso approach in portfolio selection | 1-gen-2021 | Corsaro, Stefania; De Simone, Valentina; Marino, Zelda | |
KREMM: A learning management system for mathematical courses in economics and finance | 1-gen-2007 | Corsaro, Stefania; Marino, Zelda; Perla, Francesca; Zanetti, Paolo; De Angelis, Pasquale Luigi; Guarracino, Mario Rosario; Monetti, Valeria Marina | |
KREMM: a web-based tool to learn Mathematics for economic and financial applications | 1-gen-2006 | Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Marino, Zelda; Perla, Francesca; Zanetti, Paolo | |
KREMM: an e-learning system for mathematical models applied to Economics and Finance | 1-gen-2009 | Corsaro, Stefania; DE ANGELIS, Pasquale Luigi; Rosario Guarracino, Mario; Marino, Zelda; Monetti, Valeria; Perla, Francesca; Zanetti, Paolo | |
l1 -Regularization for multi-period portfolio selection | 1-gen-2020 | Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Perla, Francesca | |
l1-Regularization in Portfolio Selection with Machine Learning | 1-gen-2022 | Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore | |
Learning fused lasso parameters in portfolio selection via neural networks | 1-gen-2024 | Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore | |
Machine Learning in Nested Simulations Under Actuarial Uncertainty | 1-gen-2021 | Castellani, Gilberto; Fiore, Ugo; Marino, Zelda; Passalacqua, Luca; Perla, Francesca; Scognamiglio, Salvatore; Zanetti, Paolo | |
Machine learning techniques in nested stochastic simulations for life insurance | 1-gen-2021 | Castellani, G.; Fiore, U.; Marino, Z.; Passalacqua, L.; Perla, F.; Scognamiglio, S.; Zanetti, P. | |
Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios | 1-gen-2011 | Corsaro, Stefania; Marino, Zelda; Perla, Francesca; Zanetti, Paolo | |
Numerical solution of the regularized portfolio selection problem | 1-gen-2018 | Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Perla, Francesca | |
On high performance software development for the numerical simulation of life insurance policies | 1-gen-2008 | Corsaro, S.; De Angelis, P. L.; Marino, Z.; Perla, F. |