11573/1700662 - 2024 -
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes Cerqueti, Roy; Gatfaoui, Hayette; Rotundo, Giulia - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. - - issn: 0254-5330 - wos: WOS:001141895600001 (1) - scopus: 2-s2.0-85182179818 (0)
11573/1653008 - 2023 -
The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista
rivista: JOURNAL OF ECONOMIC INTERACTION AND COORDINATION (Heidelberg ; Berlin : Springer) pp. 213-232 - issn: 1860-7128 - wos: WOS:000843264700001 (1) - scopus: 2-s2.0-85136586853 (1)
De Kok, Roeland; Rotundo, Giulia - 01a Articolo in rivista
rivista: STATS (Basel: MDPI AG, 2018-) pp. 934-947 - issn: 2571-905X - wos: WOS:000903027600001 (0) - scopus: 2-s2.0-85144663101 (0)
11573/1350741 - 2021 -
A complex networks approach to pension funds D'arcangelis, A. M.; Levantesi, S.; Rotundo, G. - 01a Articolo in rivista
rivista: JOURNAL OF BUSINESS RESEARCH (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 687-702 - issn: 0148-2963 - wos: WOS:000639120000061 (8) - scopus: 2-s2.0-85076590804 (6)
11573/1572195 - 2021 -
Network analysis of pension funds investments Herteliu, C.; Levantesi, S.; Rotundo, G. - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 126-139 - issn: 0378-4371 - wos: WOS:000661135200010 (2) - scopus: 2-s2.0-85107144157 (2)
11573/1189240 - 2020 -
Exploring the financial risk of a temperature index: a fractional integrated approach Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 225-242 - issn: 0254-5330 - wos: WOS:000527867500010 (26) - scopus: 2-s2.0-85053938183 (28)
11573/1416210 - 2020 -
Tsallis entropy for cross-shareholding network configurations Rotundo, Giulia; Cerqueti, Roy; Ausloos, Marcel - 01a Articolo in rivista
rivista: ENTROPY (Basel : MDPI, 1999-) pp. 1-15 - issn: 1099-4300 - wos: WOS:000554620800001 (3) - scopus: 2-s2.0-85087675200 (3)
11573/1318643 - 2019 -
Assessing the impact of incomplete information on the resilience of financial networks Cinelli, Matteo; Ferraro, Giovanna; Iovanella, Antonio; Rotundo, Giulia - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht : Kluwer) pp. 1-25 - issn: 1572-9338 - wos: WOS:000636306600029 (12) - scopus: 2-s2.0-85069212440 (12)
11573/1358144 - 2019 -
Herding in mutual funds: A complex network approach D'arcangelis, A. M.; Rotundo, G. - 01a Articolo in rivista
rivista: JOURNAL OF BUSINESS RESEARCH (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 1-8 - issn: 0148-2963 - wos: WOS:000639120000060 (12) - scopus: 2-s2.0-85076578135 (13)
11573/1282490 - 2019 -
Systemic Risk of Non Performing Loans Market. The Italian case. Rotundo, Giulia; D'arcangelis, Anna Maria - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED QUANTITATIVE METHODS (Bucureşti: Asociaţia pentru Dezvoltare prin Ştiinţă şi Educaţie.) pp. - - issn: 1842-4562 - wos: (0) - scopus: (0)
Cerqueti, Roy; Fanelli, Viviana; Rotundo, Giulia - 01a Articolo in rivista
rivista: ENERGY ECONOMICS (Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. - - issn: 0140-9883 - wos: WOS:000474320800014 (4) - scopus: 2-s2.0-85042162827 (5)
11573/1074621 - 2018 -
Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach Cerqueti, Roy; Rotundo, Giulia; Ausloos, Marcel - 01a Articolo in rivista
rivista: ENTROPY (Basel : MDPI, 1999-) pp. - - issn: 1099-4300 - wos: WOS:000426793900057 (15) - scopus: 2-s2.0-85047094963 (13)
11573/1114854 - 2017 -
Quantitative and qualitative analysis of editor behavior through potentially coercive citations Herteliu, Claudiu; Ausloos, Marcel; Ileanu, Bogdan Vasile; Rotundo, Giulia; Andrei, Tudorel - 01a Articolo in rivista
rivista: PUBLICATIONS (Basel: MDPI) pp. 1-16 - issn: 2304-6775 - wos: WOS:000404531800010 (15) - scopus: 2-s2.0-85033223547 (21)
11573/1022082 - 2017 -
MATLAB for applications in economics and finance Pocci, Cristina; Rotundo, Giulia; De Kok, Roeland - 03c Manuale Didattico
libro: MATLAB for applications in Economics and Finance - ()
11573/903334 - 2016 -
Contagion in the world's stock exchanges seen as a set of coupled oscillators Bellenzier, Lucia; Vitting Andersen, Jørgen; Rotundo, Giulia - 01a Articolo in rivista
rivista: ECONOMIC MODELLING (-[Amsterdam] : Elsevier Science Limited
-Guildford: Butterworth Scientific.) pp. 224-236 - issn: 0264-9993 - wos: WOS:000387191500019 (11) - scopus: 2-s2.0-84980378950 (12)
D’Arcangelis, Anna Maria; Rotundo, Giulia - 02a Capitolo o Articolo
libro: Lecture Notes in Economics and Mathematical Systems - (978-3-319-40801-9; 978-3-319-40803-3; 978-3-319-40801-9; 978-3-319-40803-3)
11573/895521 - 2016 -
Matlab per le applicazioni economiche e finanziarie Pocci, Cristina; Rotundo, Giulia; De Kok, Roeland - 03c Manuale Didattico
libro: Matlab per le applicazioni economiche e finanziarie - (9788891619921)
11573/904638 - 2016 -
Portfolio optimization: a mean field theory approach Rotundo, Giulia; Tirozzi, Benedetto (Brunello) - 02a Capitolo o Articolo
libro: Theory and Applications in Mathematical Physics: Conference in Honor of 70th B. Tirozzi's Birthday - (978-981-4713-27-6; 9814713279)
11573/895523 - 2016 -
Complex network analysis and nonlinear dynamics Varela, Luis M; Rotundo, Giulia - 02a Capitolo o Articolo
libro: Lecture Notes in Economics and Mathematical Systems - (978-3-319-40801-9; 978-3-319-40803-3; 978-3-319-40801-9; 978-3-319-40803-3)
11573/648660 - 2015 -
Mutual funds relationships and performance analysis Anna Maria, D'arcangelis; Rotundo, Giulia - 01a Articolo in rivista
rivista: QUALITY & QUANTITY (Dordrecht; London; Boston; Amsterdam:
Springer Nature
Dordrecht; London; Boston; Amsterdam: Kluwer Academic Publishers; Elsevier Scientific) pp. 1573-1584 - issn: 0033-5177 - wos: WOS:000355922200016 (7) - scopus: 2-s2.0-84930764066 (8)
11573/648659 - 2015 -
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista
rivista: QUALITY & QUANTITY (Dordrecht; London; Boston; Amsterdam:
Springer Nature
Dordrecht; London; Boston; Amsterdam: Kluwer Academic Publishers; Elsevier Scientific) pp. 1693-1717 - issn: 0033-5177 - wos: WOS:000355922200025 (2) - scopus: 2-s2.0-84930766692 (3)
11573/909606 - 2015 -
Pitfalls in Testing with Linear Regression Model by OLS Claudiu, Herteliu; Bogdan Vasile, Ileanu; Marcel, Ausloos; Rotundo, Giulia - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED QUANTITATIVE METHODS (Bucureşti: Asociaţia pentru Dezvoltare prin Ştiinţă şi Educaţie.) pp. 65-67 - issn: 1842-4562 - wos: (0) - scopus: (0)
11573/979925 - 2015 -
Effect of religious rules on time of conception in Romania from 1905 to 2001 Herteliu, Claudiu; Ileanu, Bogdan Vasile; Ausloos, Marcel; Rotundo, Giulia - 01a Articolo in rivista
rivista: HUMAN REPRODUCTION (Oxford University Press:Journals Department, Great Clarendon Street, Oxford OX2 6DP United Kingdom:011 44 1865 556767, EMAIL: jnlorders@oup.co.uk, INTERNET: http://www.oup.co.uk, Fax: 011 44 1865 267485) pp. 2202-2214 - issn: 0268-1161 - wos: WOS:000361217300027 (27) - scopus: 2-s2.0-84940749939 (26)
11573/780783 - 2015 -
Complex networks analysis in socioeconomic models L. M., Varela Cabo; Rotundo, Giulia; M., Ausloos; J., Carrete - 02a Capitolo o Articolo
libro: Complexity and Geographical Economics - (978-3-319-12805-4)
11573/780782 - 2015 -
Hurst exponent of very long birth time series in XX century Romania. Rotundo, Giulia; M., Ausloos; C., Hertlieu; B., Ileanu - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 109-117 - issn: 0378-4371 - wos: WOS:000353082200012 (11) - scopus: 2-s2.0-84924262991 (11)
11573/648658 - 2014 -
Black-Scholes-Schrödinger-Zipf-Mandelbrot model framework for improving a study of the coauthor core score Rotundo, Giulia - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 296-301 - issn: 0378-4371 - wos: WOS:000335638300029 (9) - scopus: 2-s2.0-84896529512 (6)
11573/521627 - 2014 -
Network of companies: an analysis of market concentration in the Italian stock market Rotundo, Giulia; Anna Maria, D'arcangelis - 01a Articolo in rivista
rivista: QUALITY & QUANTITY (Dordrecht; London; Boston; Amsterdam:
Springer Nature
Dordrecht; London; Boston; Amsterdam: Kluwer Academic Publishers; Elsevier Scientific) pp. 1893-1910 - issn: 0033-5177 - wos: WOS:000337248200006 (18) - scopus: 2-s2.0-84902366386 (17)
11573/648661 - 2013 -
An investigation of computational complexity of the method of symbolic images Rotundo, Giulia - 02a Capitolo o Articolo
libro: Advanced Dynamic Modeling of Economic and Social Systems - (978-3-642-32902-9)
11573/514758 - 2013 -
Complex-valued information entropy measure for networks with directed links (digraphs). Application to citations by community agents with opposite opinions Rotundo, Giulia; Marcel, Ausloos - 01a Articolo in rivista
rivista: THE EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER PHYSICS (Les Ulis: EDP Sciences. 2000-
Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. 169-1-169-10 - issn: 1434-6028 - wos: WOS:000318408100054 (17) - scopus: 2-s2.0-84876827746 (16)
11573/625594 - 2012 -
The Role of Diversity in Persistence Aggregation Cerqueti, R.; Rotundo, Giulia - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS ([New York, N.Y.] : John Wiley & Sons) pp. 176-187 - issn: 1098-111X - wos: WOS:000298596400007 (2) - scopus: 2-s2.0-84855176831 (3)
11573/624981 - 2012 -
Discrete model of ideological struggle accounting for migration Vitanov, N. K.; Ausloos, M.; Rotundo, G. - 01a Articolo in rivista
rivista: ADVANCES IN COMPLEX SYSTEM (Singapore: World Scientific, 2010-) pp. 1250049-1-1250049-20 - issn: 0219-5259 - wos: WOS:000305286500005 (43) - scopus: 2-s2.0-84862563921 (51)
11573/624642 - 2011 -
“Price-Quakes” Shaking the World's Stock Exchanges J., Vitting Andersen; A., Nowak; Rotundo, Giulia; L., Parrott; S., Martinez - 01a Articolo in rivista
rivista: PLOS ONE (San Francisco, CA : Public Library of Science) pp. e26472- - issn: 1932-6203 - wos: WOS:000297154900021 (14) - scopus: 2-s2.0-80355136409 (14)
11573/625612 - 2011 -
Centrality Measures in Shareholding Networks Rotundo, Giulia - 02a Capitolo o Articolo
libro: Use of Risk Analysis in Computer-Aided Persuasion - (978-1-60750-827-4)
11573/625609 - 2010 -
Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates Cerqueti, R.; Rotundo, Giulia - 01a Articolo in rivista
rivista: NEW MATHEMATICS AND NATURAL COMPUTATION (NMNC) (Singapore, World Scientific Publishing) pp. 109-118 - issn: 1793-0057 - wos: (0) - scopus: (0)
11573/625613 - 2010 -
Neural Networks for Non-independent Lotteries Rotundo, Giulia - 02a Capitolo o Articolo
libro: Preferences and Decisions - (978-3-642-15975-6)
Rotundo, Giulia - 06a Curatela
rivista: DYNAMICS OF SOCIO- ECONOMIC SYSTEMS (La Plata : Asociación para el Estudio de la Dinámica de los Sistemas Socio- Económicos) pp. - - issn: 1852-379X - wos: (0) - scopus: (0)
11573/626037 - 2010 -
Dall’integrale di Riemann all’integrale di Itô Rotundo, Giulia - 03c Manuale Didattico
libro: Dall’integrale di Riemann all’integrale di Itô - (978-88-548-3751-5)
11573/625604 - 2010 -
Ownership and control in shareholding networks Rotundo, Giulia; A. M., D'arcangelis - 01a Articolo in rivista
rivista: JOURNAL OF ECONOMIC INTERACTION AND COORDINATION (Springer Berlin Heidelberg) pp. 191-219 - issn: 1860-711X - wos: WOS:000284780700007 (25) - scopus: 2-s2.0-78649908874 (27)
11573/625606 - 2010 -
Network analysis of ownership and control structure in the Italian Stock market Rotundo, Giulia; A. M., D'arcangelis - 01a Articolo in rivista
rivista: ADVANCES AND APPLICATIONS IN STATISTICAL SCIENCES (Allahabad : Mili Publications) pp. 255-273 - issn: 0974-6811 - wos: (0) - scopus: (0)
11573/625615 - 2010 -
Memory property in heterogeneously populated markets Rotundo, Giulia; Cerqueti, Roy - 02a Capitolo o Articolo
libro: Preferences and Decisions - ()
11573/625616 - 2010 -
Firms clustering in presence of technological renewal processes Rotundo, Giulia; Cerqueti, Roy - 02a Capitolo o Articolo
congresso: 6th International Conference on Nonlinear Economic Dynamics (Jonkoping, Sweden)
libro: Nonlinear Economic Dynamics - (9781616687885)
11573/625596 - 2010 -
Organization of networks with tagged nodes and biased links: A priori distinct communities. The case of intelligent design proponents and Darwinian evolution defenders Rotundo, Giulia; M., Ausloos - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 5479-5494 - issn: 0378-4371 - wos: WOS:000283904000015 (16) - scopus: 2-s2.0-77957750794 (16)
11573/979926 - 2009 -
Companies' decisions for profit maximization: A structural model Rotundo, Giulia; Cerqueti, Roy - 01a Articolo in rivista
rivista: APPLIED MATHEMATICAL SCIENCES (Ruse : Hikari Ltd, 2007-
Bulgaria, EU: HIKARI LTD,) pp. 1327-1340 - issn: 1312-885X - wos: (0) - scopus: 2-s2.0-77950948575 (1)
11573/1114508 - 2009 -
Network of firms: An analysis of the relevance of integrated ownership in market concentration Rotundo, Giulia; D'arcangelis, Anna Maria - 04d Abstract in atti di convegno
congresso: 2009 IEEE Toronto International Conference - Science and Technology for Humanity, TIC-STH'09 (Toronto, ON, can)
libro: TIC-STH'09: 2009 IEEE Toronto International Conference - Science and Technology for Humanity - (9781424438785)
11573/979936 - 2009 -
Co-evolutive models for firms dynamics Rotundo, Giulia; Scozzari, Andrea - 02a Capitolo o Articolo
libro: Lecture Notes in Economics and Mathematical Systems - (9783540684077)
11573/1364498 - 2008 -
Dynamics of financial time series in an inhomogeneous framework Cerqueti, R.; Rotundo, G - 02a Capitolo o Articolo
libro: Mathematical and Statistical Methods in Insurance and Finance - (9788847007031)
11573/979935 - 2008 -
Dynamics of financial time series in an inhomogeneous aggregation framework Cerqueti, Roy; Rotundo, Giulia - 02a Capitolo o Articolo
libro: Mathematical and Statistical Methods in Insurance and Finance - (9788847007031)
11573/979927 - 2008 -
Effectiveness of measures of performance during speculative bubbles Petroni, Filippo; Rotundo, Giulia - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 3942-3948 - issn: 0378-4371 - wos: WOS:000256408100020 (3) - scopus: 2-s2.0-43049087710 (4)
11573/1114493 - 2008 -
Dynamical correlations in financial systems Pozzi, F.; Aste, T.; Rotundo, G.; Di Matteo, T. - 04b Atto di convegno in volume
congresso: Complex Systems II (Canberra, aus)
libro: PROCEEDINGS OF SPIE, THE INTERNATIONAL SOCIETY FOR OPTICAL ENGINEERING - (9780819469731)
11573/979930 - 2007 -
Productivity and costs for firms in presence of technology renewal processes Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista
rivista: INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 521-534 - issn: 0969-6016 - wos: (0) - scopus: 2-s2.0-85040391985 (1)
11573/979932 - 2007 -
Generating synthetic time series from Bak-Sneppen co-evolution model mixtures Petroni, F; Ausloos, M.; Rotundo, Giulia - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 359-367 - issn: 0378-4371 - wos: WOS:000249942400020 (6) - scopus: 2-s2.0-34548137000 (6)
11573/979934 - 2007 -
Microeconomic co-evolution model for financial technical analysis signals Rotundo, Giulia; Ausloos, Marcel - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 569-585 - issn: 0378-4371 - wos: WOS:000242316000049 (8) - scopus: 2-s2.0-33751064105 (10)
11573/1359474 - 2007 -
Processi di rinnovamento nei cluster di imprese Rotundo, Giulia; Cerqueti, Roy - 02a Capitolo o Articolo
libro: Capitalismo distrettuale, localismi d’impresa, globalizzazione - (9988884536068)
11573/979933 - 2007 -
On the maximum drawdown during speculative bubbles Rotundo, Giulia; Navarra, Mauro - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 235-246 - issn: 0378-4371 - wos: WOS:000247993000030 (4) - scopus: 2-s2.0-34249782251 (5)
11573/1114534 - 2006 -
The Hurst’s exponent in technical analysis signals Rotundo, Giulia - 04b Atto di convegno in volume
congresso: The Third Nikkei Econophysics Research Workshop and Symposium (Tokyo)
libro: Practical Fruits of Econophysics: Proceedings of the Third Nikkei Econophysics Symposium - (4-431-28914-3)
11573/979943 - 2006 -
Logistic function in large financial crashes Rotundo, Giulia - 02a Capitolo o Articolo
libro: Understanding Complex Systems - (3540283668)
11573/366739 - 2005 -
Reti Neurali per la Valutazione di Opzioni Finanziarie Bellini, Francesco; Annibali, Antonio; Navarra, Mauro; Rotundo, Giulia - 04a Atto di comunicazione a congresso
congresso: XXIX Annual Conference A.M.A.S.E.S. (Palermo)
libro: XXIX Annual Conference A.M.A.S.E.S. 12-15 Settembre 2005 - ()
11573/1114820 - 2005 -
Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates Cerqueti, R.; Rotundo, G - 04b Atto di convegno in volume
congresso: Fourth International Workshop on Computational Intelligence in Economics and Finance” (CIEF'2005), hold into the framework of the “Eighth Joint Conference on Information Sciences” (JCIS 2005) (Salt Lake City, USA)
libro: 4th International Conference on Computational Intelligence in Economics and Finance - (9781605603223)
11573/1114576 - 2004 -
Neural networks for large financial crashes forecast Rotundo, G. - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 77-80 - issn: 0378-4371 - wos: WOS:000224995100015 (8) - scopus: 2-s2.0-5444260172 (8)
11573/1114814 - 2003 -
Microeconomic modeling of financial time series with long term memory Cerqueti, R.; Rotundo, G - 04b Atto di convegno in volume
congresso: Proceedings of IEEE International Conference on Computational Intelligence for Financial Engineering (Hong Kong, China)
libro: Proceedings of the IEEE - (0-7803-7654-4)
11573/31010 - 2002 -
Distinguishing between chaotic and stochastic systems in financial time series Massimiliano, Menna; Rotundo, Giulia; Tirozzi, Benedetto - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF MODERN PHYSICS C (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 31-39 - issn: 0129-1831 - wos: WOS:000173899700004 (5) - scopus: 2-s2.0-0036341640 (7)
11573/31352 - 2000 -
a diffusion approach for economic time series Ciogli, M; Rotundo, Giulia; Tirozzi, Benedetto - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 567-568 - issn: 0219-0249 - wos: (0) - scopus: (0)
11573/29684 - 2000 -
Hedging strategy with Langevin evolution S., Mariani; Rotundo, Giulia; Tirozzi, Benedetto - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 553-556 - issn: 0219-0249 - wos: (0) - scopus: (0)
11573/31059 - 1999 -
Time series analysis of geological data Cimino, G; Del Duce, G; Kadonaga, Lk; Rotundo, G; Sisani, A; Stabile, G; Tirozzi, B.; Whiticar, M - 01a Articolo in rivista
rivista: CHEMICAL GEOLOGY (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 253-270 - issn: 0009-2541 - wos: WOS:000083023800015 (11) - scopus: 2-s2.0-0034012660 (16)
11573/171874 - 1998 -
Neural Networks for financial forecast Rotundo, Giulia; Tirozzi, Benedetto; Valente, M. - 04a Atto di comunicazione a congresso
congresso: ESANN '98 6-th European Symposium on Artificial Neural Networks (Bruges, Belgium)
libro: Proceedings of European Symposium on Artificial Neural Networks - ()
11573/31070 - 1995 -
ENERGY LANDSCAPE OF NEURAL NETWORKS STORING SPATIALLY CORRELATED PATTERNS E. A., Dorotheyev; Rotundo, Giulia; Tirozzi, Benedetto - 01a Articolo in rivista
rivista: JOURNAL OF PHYSICS. A, MATHEMATICAL AND GENERAL (IOP Publishing Limited:Dirac House, Temple Back, Bristol BS1 6BE United Kingdom:011 44 117 9297481, EMAIL: custserv@iop.org, INTERNET: http://www.iop.org, Fax: 011 44 117 9294318) pp. 3733-3741 - issn: 0305-4470 - wos: WOS:A1995RK87200018 (0) - scopus: 2-s2.0-36149030427 (1)