Maria Cristina Recchioni

20 papers C 1Journal 17Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Fifty years at the interface between financial modeling and operations research.
Eur. J. Oper. Res.
Frank J. Fabozzi, Maria Cristina Recchioni, Roberto Renò
2025 — conf
Question Answering through Retrieval-Augmented Large Language Models: an Experimental Evaluation.
ITADATA
Claudia Diamantini, Alex Mircoli, Alessia Pagnotta, Domenico Potena, Maria Cristina Recchioni, Emanuele Storti
2024 J jnl
A new class of composite indicators: The penalized power mean.
Eur. J. Oper. Res.
Francesca Mariani, Mariateresa Ciommi, Maria Cristina Recchioni
2022 J jnl
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality.
Comput. Manag. Sci.
Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni
2022 J jnl
Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health Shock.
Comput.
Gloria Polinesi, Maria Cristina Recchioni, Andrea Rimondi, Anton Sysoev
2021 J jnl
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications.
Eur. J. Oper. Res.
Maria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, Michelle S. Ouellette
2020 J jnl
Population Trends and Urbanization: Simulating Density Effects Using a Local Regression Approach.
ISPRS Int. J. Geo Inf.
Gloria Polinesi, Maria Cristina Recchioni, Rosario Turco, Luca Salvati, Kostas Rontos, Jesús Rodrigo-Comino, Federico Benassi
2019 J jnl
Merton's portfolio problem including market frictions: A closed-form formula supporting the shadow price approach.
Eur. J. Oper. Res.
Francesca Mariani, Maria Cristina Recchioni, Mariateresa Ciommi
2017 J jnl
From bond yield to macroeconomic instability: A parsimonious affine model.
Eur. J. Oper. Res.
Maria Cristina Recchioni, Gabriele Tedeschi
2016 J jnl
An explicitly solvable Heston model with stochastic interest rate.
Eur. J. Oper. Res.
Maria Cristina Recchioni, Yu Sun
2012 J jnl
Parallel option pricing on GPU: barrier options and realized variance options.
J. Supercomput.
Lorella Fatone, Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
2011 J jnl
A Parallel Code for Time-Dependent acoustic Scattering Involving Passive or Smart Obstacles.
Int. J. High Perform. Comput. Appl.
Silvio Migliori, Giovanni Bracco, Lorella Fatone, Maria Cristina Recchioni, Francesco Zirilli
2009 — ch.
Differential Equations and Global Optimization.
Encyclopedia of Optimization
Maurizio Bruglieri, Pierluigi Maponi, Maria Cristina Recchioni, Francesco Zirilli
2008 C conf
Blackouts in Power Transmission Networks Due to Spatially Localized Load Anomalies.
CRITIS
Carla Dionisi, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
2008 J jnl
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization.
Eur. J. Oper. Res.
Enrico Miglierina, Elena Molho, Maria Cristina Recchioni
2004 J jnl
The Use of Wavelets in the Operator Expansion Method for Time-Dependent Acoustic Obstacle Scattering.
SIAM J. Sci. Comput.
Maria Cristina Recchioni, Francesco Zirilli
2003 J jnl
A path following method for box-constrained multiobjective optimization with applications to goal programming problems.
Math. Methods Oper. Res.
Maria Cristina Recchioni
2001 J jnl
Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal Polynomials.
Numer. Algorithms
Maria Cristina Recchioni
2000 J jnl
A Stochastic Algorithm for Constrained Global Optimization.
J. Glob. Optim.
Maria Cristina Recchioni, A. Scoccia
1998 J jnl
Hamilton-based Numerical Methods for a Fluid-Membrane Interaction in Two and Three Dimensions.
SIAM J. Sci. Comput.
Maria Cristina Recchioni, Giovanni Russo