Giulia ROTUNDO

Full professor


email: giulia.rotundo@uniroma1.it
phone: 20433



Full Professor in Mathematical Methods of Economics and Actuarial and Financial Science

Research Topics
Complex networks, Financial networks, Long term memory, Agent based models, Time series analysis in social models

Research products

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
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. - - issn: 0254-5330 - wos: WOS:001141895600001 (0) - scopus: 2-s2.0-85182179818 (0)

11573/1653008 - 2022 - The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets
Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista
paper: JOURNAL OF ECONOMIC INTERACTION AND COORDINATION (Heidelberg ; Berlin : Springer) pp. - - issn: 1860-7128 - wos: WOS:000843264700001 (1) - scopus: 2-s2.0-85136586853 (1)

11573/1666860 - 2022 - Benford networks
De Kok, Roeland; Rotundo, Giulia - 01a Articolo in rivista
paper: 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
paper: 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
paper: 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
paper: 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
paper: 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
paper: 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
paper: 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
paper: JOURNAL OF APPLIED QUANTITATIVE METHODS (Bucureşti: Asociaţia pentru Dezvoltare prin Ştiinţă şi Educaţie.) pp. - - issn: 1842-4562 - wos: (0) - scopus: (0)

11573/1074629 - 2018 - Long run analysis of crude oil portfolios
Cerqueti, Roy; Fanelli, Viviana; Rotundo, Giulia - 01a Articolo in rivista
paper: 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
paper: 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
paper: 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
book: 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
paper: 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)

11573/895525 - 2016 - Complex networks in finance
D’Arcangelis, Anna Maria; Rotundo, Giulia - 02a Capitolo o Articolo
book: 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
book: 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
book: 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
book: 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
paper: 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
paper: 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
paper: 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
paper: 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
book: 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
paper: 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
paper: 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
paper: 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
book: 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
paper: 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
paper: 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
paper: 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
paper: 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
book: 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
paper: 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
book: Preferences and Decisions - (978-3-642-15975-6)

11573/625617 - 2010 - Physics of Competition and Conflicts
Rotundo, Giulia - 06a Curatela
paper: 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
book: 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
paper: 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
paper: 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
book: Preferences and Decisions - ()

11573/625616 - 2010 - Firms clustering in presence of technological renewal processes
Rotundo, Giulia; Cerqueti, Roy - 02a Capitolo o Articolo
conference: 6th International Conference on Nonlinear Economic Dynamics (Jonkoping, Sweden)
book: 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
paper: 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
paper: 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
conference: 2009 IEEE Toronto International Conference - Science and Technology for Humanity, TIC-STH'09 (Toronto, ON, can)
book: 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
book: 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
book: 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
book: 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
paper: 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
conference: Complex Systems II (Canberra, aus)
book: 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
paper: 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
paper: 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
paper: 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
book: 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
paper: 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
conference: The Third Nikkei Econophysics Research Workshop and Symposium (Tokyo)
book: 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
book: 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
conference: XXIX Annual Conference A.M.A.S.E.S. (Palermo)
book: 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
conference: 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)
book: 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
paper: 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
conference: Proceedings of IEEE International Conference on Computational Intelligence for Financial Engineering (Hong Kong, China)
book: 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
paper: 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
paper: 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
paper: 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
paper: 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
conference: ESANN '98 6-th European Symposium on Artificial Neural Networks (Bruges, Belgium)
book: 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
paper: 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)

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