CORAZZA, Marco
 Distribuzione geografica
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Continente #
NA - Nord America 14.054
EU - Europa 11.426
AS - Asia 4.217
SA - Sud America 25
OC - Oceania 24
Continente sconosciuto - Info sul continente non disponibili 12
AF - Africa 11
Totale 29.769
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Nazione #
US - Stati Uniti d'America 13.808
IT - Italia 4.143
CN - Cina 3.429
PL - Polonia 2.825
UA - Ucraina 767
SE - Svezia 647
IE - Irlanda 638
DE - Germania 636
FI - Finlandia 498
GB - Regno Unito 441
TR - Turchia 270
CA - Canada 237
RU - Federazione Russa 234
FR - Francia 181
SG - Singapore 160
HK - Hong Kong 148
NL - Olanda 95
AT - Austria 91
BE - Belgio 59
CH - Svizzera 42
IN - India 41
VN - Vietnam 39
KR - Corea 29
ES - Italia 25
BG - Bulgaria 21
AU - Australia 18
DK - Danimarca 16
HU - Ungheria 16
BR - Brasile 12
IR - Iran 12
PK - Pakistan 12
BD - Bangladesh 11
GR - Grecia 11
EU - Europa 10
JP - Giappone 10
LB - Libano 10
RO - Romania 9
TW - Taiwan 9
MX - Messico 8
UZ - Uzbekistan 8
IL - Israele 6
LT - Lituania 6
MD - Moldavia 6
NZ - Nuova Zelanda 6
PT - Portogallo 6
AE - Emirati Arabi Uniti 5
ID - Indonesia 5
CL - Cile 4
MA - Marocco 4
AR - Argentina 3
BJ - Benin 3
DZ - Algeria 3
EC - Ecuador 3
MY - Malesia 3
PH - Filippine 3
SI - Slovenia 3
A2 - ???statistics.table.value.countryCode.A2??? 2
CO - Colombia 2
CZ - Repubblica Ceca 2
MT - Malta 2
NO - Norvegia 2
OM - Oman 2
YE - Yemen 2
AD - Andorra 1
AL - Albania 1
CR - Costa Rica 1
HR - Croazia 1
IQ - Iraq 1
LV - Lettonia 1
NP - Nepal 1
PE - Perù 1
SA - Arabia Saudita 1
ZA - Sudafrica 1
Totale 29.769
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Città #
Warsaw 2.815
Woodbridge 2.413
Jacksonville 1.340
Chandler 1.291
Fairfield 1.204
Ann Arbor 1.094
Houston 765
Dublin 621
Ashburn 612
Venezia 601
Mestre 583
Seattle 567
Wilmington 493
Nanjing 462
Jinan 376
Cambridge 358
Shenyang 319
Dearborn 257
Beijing 229
Izmir 222
Hebei 208
Milan 206
New York 190
San Mateo 183
Boston 179
Tianjin 179
Venice 178
Andover 176
Boardman 171
Toronto 170
Guangzhou 157
Mülheim 156
Princeton 155
Hangzhou 142
Des Moines 140
Hong Kong 140
Changsha 135
Nanchang 131
Ningbo 113
Zhengzhou 113
Taizhou 110
Haikou 109
Taiyuan 106
Jiaxing 98
Padova 97
Rome 92
San Diego 80
Vienna 80
Fuzhou 68
Naaldwijk 65
Redwood City 54
Brussels 51
Ottawa 51
Saint Petersburg 47
Helsinki 42
Battaglia Terme 39
Singapore 38
Verona 36
Trieste 32
Dong Ket 31
Moscow 30
Vicenza 29
Los Angeles 27
Altamura 26
Bremen 26
Scottsdale 26
Shanghai 26
Bologna 25
Hefei 24
Istanbul 24
Treviso 24
Turin 23
Norwalk 22
Rho 22
Kunming 21
Mezzolombardo 21
Sofia 21
Bari 19
Recoaro Terme 19
Spinea 18
Philadelphia 17
San Donà Di Piave 17
San Paolo di Civitate 17
London 16
Mirano 16
Provo 16
Salerno 16
Pignone 15
Pordenone 15
Chicago 13
Sedico 13
Seoul 13
Udine 13
Chioggia 12
Florence 12
Lanzhou 12
Naples 12
Orange 12
Varese 12
Brescia 11
Totale 21.923
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Nome #
L'n-esimo eserciziario di Matematica Finanziaria. Edizione rivista e corretta. 667
A fuzzy-based scoring rule for author ranking 488
An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem 454
Reinforcement Learning for automated financial trading: Basics and applications 430
Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem 424
Esercizi sulle funzioni di più variabili reali con applicazioni all’economia 418
An Artificial Neural Network-based technique for on-line hotel booking 417
An Artificial Neural Network technique for on-line hotel booking 416
Creditworthiness evaluation of Italian SMEs at the beginning of the 2007-2008 crisis: An MCDA approach 406
Searching for fractal structure in agricultural futures markets 393
Checking financial markets via Benford's law: The S&P 500 case 387
PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs 364
A PSO-based framework for nonsmooth portfolio selection problems 354
null 354
Managing the ship movements in the Port of Venice 354
What sequences obey Benford's law? 343
An evolutionary approach to preference disaggregation in a MURAME-based creditworthiness problem 342
Cumulative Prospect Theory portfolio selection 337
Una proposta di approccio multicriteriale alla selezione di portafoglio 336
Quantitative dynamics for the pedlar model 325
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Editor of and Member of the Editorial Board of 314
An MCDA-based approach for creditworthiness assessment 309
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 305
Atti del Workshop Didattico di Finanza Quantitativa 302
Fuzzy interval net present value 296
An evolutionary approach to improve a simple trading system 289
Multi-fractality in foreign currency markets 287
Un approccio dinamico alla contraffazione dell'offerta nei mercati monopolistici 279
On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem 262
A decision support system for the ship traffic management in the port of Venice 260
Making financial trading by recurrent reinforcement learning 258
Caso e Caos Deterministico: un Approccio all’Analisi delle Leggi di Evoluzione dei Prezzi Speculativi 256
Testing different Reinforcement Learning configurations for financial trading: Introduction and applications 248
null 247
RedES^TM, a risk measure in a Pareto-Lévy stable framework with clustering 244
L’importanza di essere "uno" (Ovvero la legge di Benford) 244
Properties of some generalized means for positive sequences 244
Design of adaptive Elman networks for credit risk assessment 242
A comparison among Reinforcement Learning algorithms in financial trading systems 241
The importance of being "one" (or Benford's law) 239
Reinforcement Learning for automatic financial trading: Introduction and some applications 235
Portfolio selection with an alternative measure of risk: Computational performances of Particle Swarm Optimization and Genetic Algorithms 229
A unified framework for performance and risk attribution 228
A methodological proposal for an evolutionary approach to parameter inference in MURAME-based problems 222
A 2-stage fuzzy-GMDH approach for a V.a.R.-like decision method 221
Artificial Neural Network forecasting models: An application to the Italian stock market 219
Simulating fractal financial markets 217
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 217
Merton-like theoretical frame for fractional Brownian motion in finance 216
A 2-stage Artificial Neural Network predictor with application to financial time series 215
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 213
Nonlinear bivariate comovements of asset prices: Methodology, tests and applications 212
Determinazione dei parametri di una funzione di distribuzione Pareto-Lévy stabile 210
Particle Swarm Optimization for preference disaggregation in multicriteria credit scoring problems 210
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 209
Approaching mixed-integer nonlinear mean-variance portfolio selection 207
Modelli di scheduling e reti neurali artificiali in una struttura ospedaliera: il caso Day-Surgery 205
Selecting mean-variance portfolio by non-linear mixed-integer programming methods 205
Recurrent ANNs for Failure Predictions on Large Datasets of Italian SMEs 203
Nonlinear bivariate comovements of asset prices: Theory and tests 202
Atti della Giornata di Studio "Metodi Numerici per la Finanza" 201
A fuzzy-G.M.D.H. approach to V.a.R. 196
Il merito creditizio delle Pmi italiane durante la crisi finanziaria: l'utilizzo di più fonti informative per l'analisi e lo scoring 196
Aggregation of opinions in Multi Person Multi Attribute decision problem with judgements inconsistency 192
Building a global performance indicator to evaluate academic activity using fuzzy measures 190
Some critical insights on the unbiased efficient frontier à la Bodnar&Bodnar 187
Soft-computing algorithms for a V.a.R.-like decision method 184
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 183
Nonlinear stochastic dynamics for supply counterfeiting in monopolistic markets 180
Analisi e proposte per l'ottimizzazione del traffico passeggeri nel porto di Venezia 179
Merton-like theoretical frame for fractional Brownian motion in finance 177
A fuzzy-based scoring rule for author ranking. An alternative to h-index 177
Applicazione delle reti neurali alla selezione delle variabili esplicative in modelli economico-finanziari 173
Analisi della struttura frattale del mercato finanziario italiano 173
A Monte Carlo-based learning algorithm for ANN and its applications 173
Bitcoin price prediction: Mixed Integer Quadratic Programming versus Machine Learning approaches 172
Financial trading systems: Is recurrent reinforcement learning the way? 170
L'n-esimo eserciziario di Matematica Finanziaria 169
Un modello risolutivo a variabili miste-intere per la selezione di portafoglio in media-varianza 168
Financial trading systems: Is recurrent reinforcement learning the via? 168
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 166
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Guest editor of 165
Local learning of tide level time series using a fuzzy approach 165
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 163
Determinazione dei parametri di una distribuzione Pareto-Lévy stabile per i titoli azionari del mercato italiano (e Allegati 1, 2 e 3) 163
From regression models to Machine Learning approaches for long term Bitcoin price forecast 162
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 162
A MURAME-based technology for bank decision support in creditworthiness assessment 161
Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2008 160
Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2016 159
Exploration and Exploitation in Optimizing a Basic Financial Trading System: A Comparison Between FA and PSO Algorithms 157
Alcune varianti del criterio di revisione del portafoglio alla Smith 153
Un approccio "Group Method of Data Handling" alla soft-computation: i polinomi approssimanti di Ivakhnenko 153
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Guest Editor of 153
A fractional differo-integral approach for fractal compound financial laws 152
A proposal for a Monte Carlo-based learning algorithm for multi-layer perceptron 152
Fractional differo-integral calculus for finance: some results 151
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of 151
Autosimilarità e comportamento non lineare di un indice azionario nel mercato italiano 151
Mathematical and Statistical Methods for Actuarial Sciences and Finance 150
Totale 24.427
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Categoria #
all - tutte 76.723
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 76.723
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/20191.075 0 0 0 0 0 0 0 0 0 0 335 740
2019/20205.380 679 352 292 687 349 542 397 704 399 449 317 213
2020/20215.437 309 161 326 218 1.062 496 407 346 343 477 779 513
2021/20225.400 522 519 419 736 337 80 203 239 169 895 844 437
2022/20234.305 292 292 95 416 499 1.156 183 356 497 67 363 89
2023/20241.832 168 138 113 104 240 340 182 137 225 113 72 0
Totale 30.686