Carlo Mari

According to our database, Carlo Mari authored at least 7 papers between 2005 and 2024.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2024

Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach.

Carlo Mari, Cristiano Baldassari

Neural Comput. Appl., November, 2024

2023

Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market.

Carlo Mari, Cristiano Baldassari

Comput. Manag. Sci., December, 2023

A graph-based superframework for mixture model estimation using EM: an analysis of US wholesale electricity markets.

Carlo Mari, Cristiano Baldassari

Neural Comput. Appl., July, 2023

2022

Unsupervised expectation-maximization algorithm initialization for mixture models: A complex network-driven approach for modeling financial time series.

Carlo Mari, Cristiano Baldassari

Inf. Sci., 2022

2021

Internal hedging of intermittent renewable power generation and optimal portfolio selection.

Carlo Lucheroni, Carlo Mari

Ann. Oper. Res., 2021

2018

Risk shaping of optimal electricity portfolios in the stochastic LCOE theory.

Carlo Lucheroni, Carlo Mari

Comput. Oper. Res., 2018

2005

Credit risk analysis of mortgage loans: An application to the Italian market.

Carlo Mari, Roberto Renò

Eur. J. Oper. Res., 2005