Marco Corazza

27 papers B 1Journal 9Unranked 14
YearRankTypeTitle / Venue / Authors
2025 J jnl
Properties and applications of some generalized means of positive sequences.
Soft Comput.
Marco Corazza, Giovanni Fasano, Daniela Favaretto, Silvio Giove
2024 J jnl
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization.
Comput. Manag. Sci.
Marco Corazza, Claudio Pizzi, Andrea Marchioni
2024 J jnl
From regression models to machine learning approaches for long term Bitcoin price forecast.
Ann. Oper. Res.
Andrea Caliciotti, Marco Corazza, Giovanni Fasano
2023 — conf
Corporate Financial Distress Prediction with Machine Learning Techniques.
WIRN
Claudio Pizzi, Federico Farsura, Marco Corazza, Francesca Parpinel
2023 J jnl
Impact of public news sentiment on stock market index return and volatility.
Comput. Manag. Sci.
Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon
2023 — conf
Price Forecasting for Bitcoin: Linear Regression and SVM Approaches.
NUMTA (1)
Marco Corazza, Giovanni Fasano
2021 J jnl
A note on "Portfolio selection under possibilistic mean-variance utility and a SMO algorithm".
Eur. J. Oper. Res.
Marco Corazza
2021 J jnl
A novel hybrid PSO-based metaheuristic for costly portfolio selection problems.
Ann. Oper. Res.
Marco Corazza, Giacomo di Tollo, Giovanni Fasano, Raffaele Pesenti
2021 — conf
Alternative Probability Weighting Functions in Behavioral Portfolio Selection.
SIS
Diana Barro, Marco Corazza, Martina Nardon
2020 — ch.
A PSO-Based Framework for Nonsmooth Portfolio Selection Problems.
Neural Advances in Processing Nonlinear Dynamic Signals
Marco Corazza, Giacomo di Tollo, Giovanni Fasano, Raffaele Pesenti
2020 — ch.
Can PSO Improve TA-Based Trading Systems?
Neural Advances in Processing Nonlinear Dynamic Signals
Marco Corazza, Francesca Parpinel, Claudio Pizzi
2020 — ch.
Recurrent ANNs for Failure Predictions on Large Datasets of Italian SMEs.
Neural Approaches to Dynamics of Signal Exchanges
Leonardo Nadali, Marco Corazza, Francesca Parpinel, Claudio Pizzi
2017 — conf
Exploration and Exploitation in Optimizing a Basic Financial Trading System: A Comparison Between FA and PSO Algorithms.
IIH-MSP (1)
Claudio Pizzi, Irene Bitto, Marco Corazza
2017 — conf
Q-Learning-Based Financial Trading: Some Results and Comparisons.
IIH-MSP (1)
Marco Corazza
2015 J jnl
An evolutionary approach to preference disaggregation in a MURAME-based creditworthiness problem.
Appl. Soft Comput.
Marco Corazza, Stefania Funari, Riccardo Gusso
2013 — conf
A Methodological Proposal for an Evolutionary Approach to Parameter Inference in MURAME-Based Problems.
WIRN
Marco Corazza, Stefania Funari, Riccardo Gusso
2013 J jnl
Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem.
Appl. Math. Comput.
Marco Corazza, Giovanni Fasano, Riccardo Gusso
2013 — conf
Reinforcement Learning for Automated Financial Trading: Basics and Applications.
WIRN
Francesco Bertoluzzo, Marco Corazza
2012 — conf
Building a Global Performance Indicator to Evaluate Academic Activity Using Fuzzy Measures.
WIRN
Marta Cardin, Marco Corazza, Stefania Funari, Silvio Giove
2011 — conf
A Fuzzy-based Scoring Rule for Author Ranking - An Alternative of h-index.
WIRN
Marta Cardin, Marco Corazza, Stefania Funari, Silvio Giove
2009 — conf
Aggregation of opinions in Multi Person Multi Attribute decision problems with judgments inconsistency.
WIRN
Silvio Giove, Marco Corazza
2008 — conf
Fuzzy Interval Net Present Value.
WIRN
Marco Corazza, Silvio Giove
2007 B conf
Local Learning of Tide Level Time Series using a Fuzzy Approach.
IJCNN
Elio Canestrelli, P. Canestrelli, Marco Corazza, Maurizio Filippone, Silvio Giove, Francesco Masulli
2007 — conf
Making Financial Trading by Recurrent Reinforcement Learning.
KES (2)
Francesco Bertoluzzo, Marco Corazza
2007 J jnl
On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem.
Eur. J. Oper. Res.
Marco Corazza, Daniela Favaretto
2002 — conf
Hybrid Automatic Trading Systems: Technical Analysis & Group Method of Data Handling.
WIRN
Marco Corazza, Paolo Vanni, Umberto Loschi
2001 — conf
A Fuzzy-G.M.D.H. Approach to V.a.R.
WIRN
Marco Corazza, Silvio Giove