CORSARO, Stefania
CORSARO, Stefania
Dipartimento di Studi Aziendali e Quantitativi
A copula-based quantile model
2018-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania
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
Adaptive l1-regularization for short-selling control in portfolio selection
2019-01-01 Corsaro, Stefania; De Simone, Valentina
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
Algorithms and Programming Tools for Next-Generation High-Performance Scientific Software HPSS 2011
2012-01-01 Corsaro, Stefania; D'Ambra, Pasqua; Perla, Francesca
Archetypal analysis of interval data
2010-01-01 Corsaro, Stefania; Marino, Marina
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
Conditional quantile dependence approaches, Computational and Financial Econometrics
2021-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania; Javier Ojea Ferreiro,
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
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
Interval Linear Systems: the State of the Art
2006-01-01 Corsaro, Stefania; Marino, Marina
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
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A copula-based quantile model | 1-gen-2018 | DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania | |
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 | |
Adaptive l1-regularization for short-selling control in portfolio selection | 1-gen-2019 | Corsaro, Stefania; De Simone, Valentina | |
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 | |
Algorithms and Programming Tools for Next-Generation High-Performance Scientific Software HPSS 2011 | 1-gen-2012 | Corsaro, Stefania; D'Ambra, Pasqua; Perla, Francesca | |
Archetypal analysis of interval data | 1-gen-2010 | Corsaro, Stefania; Marino, Marina | |
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 | |
Conditional quantile dependence approaches, Computational and Financial Econometrics | 1-gen-2021 | DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania; Javier Ojea Ferreiro, | |
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 | |
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 | |
Interval Linear Systems: the State of the Art | 1-gen-2006 | Corsaro, Stefania; Marino, Marina | |
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 |