Roy Cerqueti

80 papers Journal 78Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
How to Detect Information Voids Using Longitudinal Data from Social Media and Web Searches.
CoRR
Irene Scalco, Francesco Gesualdo, Roy Cerqueti, Matteo Cinelli
2025 J jnl
A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data.
Math. Comput. Simul.
Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti
2025 J jnl
Dynamic stochastic optimization for sustainability and management of overconsumption.
Commun. Nonlinear Sci. Numer. Simul.
Rosella Castellano, Roy Cerqueti
2025 J jnl
Hybrid Galam-Bass Model for Technology Innovation.
Entropy
Giulia Rotundo, Roy Cerqueti, Gurjeet Dhesi, Claudiu Herteliu, Parmjit Kaur, Marcel Ausloos
2025 J jnl
Inference of social media opinion trends in 2022 Italian elections.
Expert Syst. Appl.
Simon Zollo, Matteo Cinelli, Gabriele Etta, Roy Cerqueti, Walter Quattrociocchi
2025 J jnl
Kendall correlations and radar charts to include goals for and goals against in soccer rankings.
Comput. Stat.
Roy Cerqueti, Raffaele Mattera, Valerio Ficcadenti
2025 J jnl
Quantifying Polarization: A Comparative Study of Measures and Methods.
CoRR
Edoardo Di Martino, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi
2025 J jnl
Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach.
Inf. Sci.
Jessica Riccioni, Jorgen Vitting-Andersen, Roy Cerqueti
2025 J jnl
Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series.
Ann. Oper. Res.
Xingyu Dai, Roy Cerqueti, Qunwei Wang, Ling Xiao
2025 J jnl
Z-Dip: a validated generalization of the Dip Test.
CoRR
Edoardo Di Martino, Matteo Cinelli, Roy Cerqueti
2024 J jnl
A Rényi-type quasimetric with random interference detection.
Knowl. Inf. Syst.
Roy Cerqueti, Mario Maggi
2024 J jnl
A theory of best choice selection through objective arguments grounded in Linear Response Theory concepts.
CoRR
Marcel Ausloos, Giulia Rotundo, Roy Cerqueti
2024 J jnl
Clustering networked funded European research activities through rank-size laws.
Ann. Oper. Res.
Roy Cerqueti, Antonio Iovanella, Raffaele Mattera
2024 J jnl
Correction to: Financial interbanking networks resilience under shocks propagation.
Ann. Oper. Res.
Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella
2024 J jnl
Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
Ann. Oper. Res.
Roy Cerqueti, Hayette Gatfaoui, Giulia Rotundo
2024 J jnl
Evaluating the effect of viral news on social media engagement.
CoRR
Emanuele Sangiorgio, Niccolò Di Marco, Gabriele Etta, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi
2024 J jnl
Fuzzy clustering of time series based on weighted conditional higher moments.
Comput. Stat.
Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale
2024 J jnl
Games on graphs with coalitions.
J. Oper. Res. Soc.
Roy Cerqueti, Emilio De Santis
2024 J jnl
Higher-order assortativity for directed weighted networks and Markov chains.
Eur. J. Oper. Res.
Alberto Arcagni, Roy Cerqueti, Rosanna Grassi
2024 J jnl
Multiway clustering with time-varying parameters.
Comput. Stat.
Roy Cerqueti, Raffaele Mattera, Germana Scepi
2024 J jnl
Statistical methods for decision support systems in finance: how Benford's law predicts financial risk.
Ann. Oper. Res.
Roy Cerqueti, Mario Maggi, Jessica Riccioni
2024 J jnl
The inherent randomness of news virality on social media.
CoRR
Emanuele Sangiorgio, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi
2023 J jnl
A novel methodology to disambiguate organization names: an application to EU Framework Programmes data.
Scientometrics
Andrea Ancona, Roy Cerqueti, Gianluca Vagnani
2023 J jnl
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league "Serie A".
Ann. Oper. Res.
Valerio Ficcadenti, Roy Cerqueti, Ciro Hosseini Varde'i
2023 J jnl
Financial interbanking networks resilience under shocks propagation.
Ann. Oper. Res.
Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella
2023 J jnl
Fuzzy clustering of time series with time-varying memory.
Int. J. Approx. Reason.
Roy Cerqueti, Raffaele Mattera
2023 J jnl
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems.
Ann. Oper. Res.
Jorgen Vitting-Andersen, Roy Cerqueti, Jessica Riccioni
2022 J jnl
A new concept of reliability system and applications in finance.
Ann. Oper. Res.
Roy Cerqueti
2022 J jnl
Innovation ambidexterity and impact on the performance in IT companies: the moderating role of business experience.
Technol. Anal. Strateg. Manag.
Sebastian-Ion Ceptureanu, Eduard Gabriel Ceptureanu, Roy Cerqueti
2022 J jnl
Markov Chain Monte Carlo for generating ranked textual data.
Inf. Sci.
Roy Cerqueti, Valerio Ficcadenti, Gurjeet Dhesi, Marcel Ausloos
2022 J jnl
The complex interplay between COVID-19 and economic activity.
Math. Soc. Sci.
Roy Cerqueti, Fabio Tramontana, Marco Ventura
2022 J jnl
Weighted score-driven fuzzy clustering of time series with a financial application.
Expert Syst. Appl.
Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera
2021 J jnl
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall.
J. Oper. Res. Soc.
Mauro Bernardi, Roy Cerqueti, Arsen Palestini
2021 J jnl
Editorial: Theories and Applications in Network Science.
Frontiers Appl. Math. Stat.
Roy Cerqueti, Feng Shi
2021 J jnl
Long memory and crude oil's price predictability.
Ann. Oper. Res.
Roy Cerqueti, Viviana Fanelli
2021 J jnl
Model-based fuzzy time series clustering of conditional higher moments.
Int. J. Approx. Reason.
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
2021 J jnl
Multiple breaks detection in financial interval-valued time series.
Expert Syst. Appl.
Carmela Cappelli, Roy Cerqueti, Pierpaolo D'Urso, Francesca Di Iorio
2021 J jnl
Preface: recent developments in financial modelling and risk management.
Ann. Oper. Res.
Roy Cerqueti, Rita Laura D'Ecclesia, Susanna Levantesi
2021 J jnl
Systemic risk assessment through high order clustering coefficient.
Ann. Oper. Res.
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
2020 J jnl
Exploring the financial risk of a temperature index: a fractional integrated approach.
Ann. Oper. Res.
Rosella Castellano, Roy Cerqueti, Giulia Rotundo
2020 J jnl
Influence measures in subnetworks using vertex centrality.
Soft Comput.
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
2020 J jnl
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling.
Inf. Sci.
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
2020 J jnl
Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study.
Soft Comput.
Eduard Gabriel Ceptureanu, Sebastian-Ion Ceptureanu, Claudiu Herteliu, Roy Cerqueti
2020 J jnl
The Skew Normal multivariate risk measurement framework.
Comput. Manag. Sci.
Mauro Bernardi, Roy Cerqueti, Arsen Palestini
2020 J jnl
Tsallis Entropy for Cross-Shareholding Network Configurations.
Entropy
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
2020 J jnl
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts.
CoRR
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi
2020 J jnl
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts.
J. Informetrics
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi
2019 J jnl
A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches.
CoRR
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos
2019 J jnl
A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches.
Expert Syst. Appl.
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos
2019 J jnl
Civic capital and support for the welfare state.
Soc. Choice Welf.
Roy Cerqueti, Fabio Sabatini, Marco Ventura
2019 J jnl
Corrigendum to "Relevant states and memory in Markov chain bootstrapping and simulation" [European Journal of Operational Research, Volume 256, Issue 1, 1 January 2017, Pages 163-177].
Eur. J. Oper. Res.
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari
2019 J jnl
Influence measures in subnetworks using vertex centrality.
CoRR
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
2019 J jnl
Measuring network resilience through connection patterns.
Reliab. Eng. Syst. Saf.
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
2019 J jnl
Stratified communities in complex business networks.
CoRR
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
2018 J jnl
A new measure for community structures through indirect social connections.
Expert Syst. Appl.
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
2018 J jnl
Copulas, uncertainty, and false discovery rate control.
Int. J. Approx. Reason.
Roy Cerqueti, Claudio Lupi
2018 J jnl
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective.
Technol. Anal. Strateg. Manag.
Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti
2018 J jnl
Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach.
Entropy
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
2018 J jnl
Measuring network resilience through connection patterns.
CoRR
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
2017 J jnl
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping.
Ann. Oper. Res.
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari, Federica Ricca, Andrea Scozzari
2017 J jnl
Relevant states and memory in Markov chain bootstrapping and simulation.
Eur. J. Oper. Res.
Roy Cerqueti, Paolo Falbo, Cristian Pelizzari
2017 J jnl
Social triangles and generalized clustering coefficient for weighted networks.
CoRR
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
2016 J jnl
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption.
Ann. Oper. Res.
Roy Cerqueti, Raffaella Coppier
2016 J jnl
Forecasting macroeconomic fundamentals in economic crises.
Ann. Oper. Res.
Maurizio Bovi, Roy Cerqueti
2016 J jnl
Non-exchangeable copulas and multivariate total positivity.
Inf. Sci.
Roy Cerqueti, Claudio Lupi
2016 J jnl
Optimal Investment in Research and Development Under Uncertainty.
J. Optim. Theory Appl.
Roy Cerqueti, Daniele Marazzina, Marco Ventura
2016 J jnl
Risk measures on networks and expected utility.
Reliab. Eng. Syst. Saf.
Roy Cerqueti, Claudio Lupi
2016 J jnl
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion.
Eur. J. Oper. Res.
Rosella Castellano, Roy Cerqueti, Luca Spinesi
2015 J jnl
Approximating multivariate Markov chains for bootstrapping through contiguous partitions.
OR Spectr.
Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
2015 J jnl
The impact of innovation on companies' performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange.
Technol. Anal. Strateg. Manag.
Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti
2014 J jnl
Mean-Variance portfolio selection in presence of infrequently traded stocks.
Eur. J. Oper. Res.
Rosella Castellano, Roy Cerqueti
2013 J jnl
A Tabu Search heuristic procedure in Markov chain bootstrapping.
Eur. J. Oper. Res.
Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
2013 J jnl
Extension of dependence properties to semi-copulas and applications to the mean-variance model.
Fuzzy Sets Syst.
Roy Cerqueti, Fabio Spizzichino
2012 J jnl
Financing policies via stochastic control: a dynamic programming approach.
J. Glob. Optim.
Roy Cerqueti
2012 J jnl
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach.
Appl. Math. Comput.
Rosella Castellano, Roy Cerqueti
2012 J jnl
The perspective of a bank in granting credits: an optimization model.
Optim. Lett.
Roy Cerqueti, Anna Grazia Quaranta
2012 J jnl
The role of diversity in persistence aggregation.
Int. J. Intell. Syst.
Roy Cerqueti, Giulia Rotundo
2010 — ch.
Memory Property in Heterogeneously Populated Markets.
Preferences and Decisions
Roy Cerqueti, Giulia Rotundo
2007 J jnl
Productivity and costs for firms in presence of technology renewal processes.
Int. Trans. Oper. Res.
Roy Cerqueti, Giulia Rotundo
2003 — conf
Microeconomic modeling of financial time series with long term memory.
CIFEr
Roy Cerqueti, Giulia Rotundo