Giulia Rotundo

Orcid: 0000-0001-6951-2707

According to our database1, Giulia Rotundo authored at least 14 papers between 2003 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
Ann. Oper. Res., April, 2024

A theory of best choice selection through objective arguments grounded in Linear Response Theory concepts.
CoRR, 2024

2021
Assessing the impact of incomplete information on the resilience of financial networks.
Ann. Oper. Res., 2021

2020
Tsallis Entropy for Cross-Shareholding Network Configurations.
Entropy, 2020

Exploring the financial risk of a temperature index: a fractional integrated approach.
Ann. Oper. Res., 2020

2018
Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach.
Entropy, 2018

2017
Quantitative and Qualitative Analysis of Editor Behavior through Potentially Coercive Citations.
Publ., 2017

Quantitative and qualitative analysis of editor behavior through maybe coercive citations.
CoRR, 2017

2013
An Investigation of Computational Complexity of the Method of Symbolic Images.
Proceedings of the Advanced Dynamic Modeling of Economic and Social Systems, 2013

2012
The role of diversity in persistence aggregation.
Int. J. Intell. Syst., 2012

2010
Neural Networks for Non-independent Lotteries.
Proceedings of the Preferences and Decisions - Models and Applications, 2010

Memory Property in Heterogeneously Populated Markets.
Proceedings of the Preferences and Decisions - Models and Applications, 2010

2007
Productivity and costs for firms in presence of technology renewal processes.
Int. Trans. Oper. Res., 2007

2003
Microeconomic modeling of financial time series with long term memory.
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003


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