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Scenarios identification for financial modelling
Canestrelli, Elio; Giove, Silvio - In: Current topics in quantitative finance : with 23 tables, (pp. 25-36). 1999
Persistent link: https://www.econbiz.de/10001442906
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A comparison among Reinforcement Learning algorithms in financial trading systems
Corazza, Marco; Fasano, Giovanni; Gusso, Riccardo; … - 2019
Persistent link: https://www.econbiz.de/10012197155
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Clustering financial data for mutual fund management
Lisi, Francesco; Corazza, Marco - In: Mathematical and statistical methods in insurance and …, (pp. 157-164). 2008
Persistent link: https://www.econbiz.de/10003838554
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PSO-Based Tuning of Murame Parameters for Creditworthiness Evaluation of Italian SMEs
Corazza, Marco - 2017
In this work we use a MultiCriteria Decision Analysis (MCDA) model to evaluate the creditworthiness of a sample of Italian Small and Medium-sized Enterprises (SMEs), on the basis of their balance sheet data provided by the AIDA database. Our methodology is able to consider simultaneously...
Persistent link: https://www.econbiz.de/10012960821
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Design of adaptive Elman networks for credit risk assessment
Corazza, Marco; De March, Davide; Tollo, Giacomo di - In: Quantitative finance 21 (2021) 2, pp. 323-340
Persistent link: https://www.econbiz.de/10012424593
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Creditworthiness evaluation of Italian SMEs at the beginning of the 2007-2008 crisis : an MCDA approach
Corazza, Marco; Funari, Stefania; Gusso, Riccardo - In: The North American journal of economics and finance : a … 38 (2016), pp. 1-26
Persistent link: https://www.econbiz.de/10011673289
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Q-Learning and SARSA : a comparison between two intelligent stochastic control approaches for financial trading
Corazza, Marco; Sangalli, Andrea - 2015
Persistent link: https://www.econbiz.de/10011635369
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Creditworthiness and Scoring Analysis of the Italian SMEs Using Multiple Informative Sources During the Financial Crisis
Corazza, Marco - 2013
In this paper a particular multicriteria decision aid approach is used in order to evaluate the creditworthiness of a set of about 14,000 Italian firms viewed as potential applicants for bank loans in the 2006-2008 period. The methodology is able to consider simultaneously all factors affecting...
Persistent link: https://www.econbiz.de/10013089074