← All authors Marina Resta University of Genoa (per OpenAlex) · ORCID · OpenAlex
19 papers in scope · 18 published · 2 on the econ.EM arXiv · 187 citations · h-index 9 (over the papers listed here)
Papers (1 of 19)
Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks
published 2025 · Applied Energy · 5 citations
with Oleksandr Castello
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries
published 2024 · Computational Economics · 2 citations
with Oleksandr Castello
A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling
published 2023 · Energies · 10 citations
with Oleksandr Castello
Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques
published 2022 · Risks · 10 citations
with Oleksandr Castello
Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?
published 2020 · Risks · 34 citations
with Paolo Pagnottoni, Maria Elena De Giuli
Neural Networks in Accounting: Clustering Firm Performance Using Financial Reporting Data
published 2020 · Journal of Information Systems · 14 citations
with Renata Paola Dameri, Roberto Garelli
An Object-Oriented Bayesian Framework for the Detection of Market Drivers
published 2019 · Risks · 1 citations
with Maria Elena De Giuli, Alessandro Greppi
working paper 2018 · arXiv · 12 citations
Applying spectral biclustering to mortality data
published 2017 · Risks · 5 citations
with Gabriella Piscopo
The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights
published 2017 · Modern Economy · 6 citations
with Alessia Cafferata, Pier Giuseppe Giribone
A Hybrid Simulation Approach to Analyse Patient Boarding in Emergency Departments
published 2017 · Springer proceedings in mathematics & statistics · 3 citations
with Paolo Landa, Michele Sonnessa, Elena Tànfani, Angela Testi
Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets
published 2015 · Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management · 4 citations
VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps
published 2015 · Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management · 4 citations
An agent-based simulator driven by variants of Self-Organizing Maps
published 2014 · Neurocomputing · 8 citations
Hurst Exponent and its Applications in Time-series Analysis
published 2012 · Recent Patents on Computer Science · 18 citations
Portfolio Optimization: New Challenges and Perspectives
published 2012 · Recent Patents on Computer Science · 3 citations
Seize the (intra)day: Features selection and rules extraction for tradings on high-frequency data
published 2009 · Neurocomputing · 16 citations
Early Warning Systems: an approach via Self Organizing Maps with applications to emergent markets
published 2009 · Frontiers in artificial intelligence and applications · 21 citations
A computational approach for the health care market
published 2008 · Health Care Management Science · 11 citations
with Marcello Montefiori
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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