Marco Corazza

According to our database, Marco Corazza authored at least 24 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization.

Marco Corazza, Claudio Pizzi, Andrea Marchioni

Comput. Manag. Sci., June, 2024

From regression models to machine learning approaches for long term Bitcoin price forecast.

Andrea Caliciotti, Marco Corazza, Giovanni Fasano

Ann. Oper. Res., May, 2024

2023

Impact of public news sentiment on stock market index return and volatility.

Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon

Comput. Manag. Sci., December, 2023

2021

A note on "Portfolio selection under possibilistic mean-variance utility and a SMO algorithm".

Marco Corazza

Eur. J. Oper. Res., 2021

A novel hybrid PSO-based metaheuristic for costly portfolio selection problems.

Marco Corazza, Giacomo di Tollo, Giovanni Fasano, Raffaele Pesenti

Ann. Oper. Res., 2021

Alternative Probability Weighting Functions in Behavioral Portfolio Selection.

Diana Barro, Marco Corazza, Martina Nardon

Proceedings of the Studies in Theoretical and Applied Statistics, 2021

2020

Recurrent ANNs for Failure Predictions on Large Datasets of Italian SMEs.

Leonardo Nadali, Marco Corazza, Francesca Parpinel, Claudio Pizzi

Proceedings of the Neural Approaches to Dynamics of Signal Exchanges, 2020

A PSO-Based Framework for Nonsmooth Portfolio Selection Problems.

Marco Corazza, Giacomo di Tollo, Giovanni Fasano, Raffaele Pesenti

Proceedings of the Neural Advances in Processing Nonlinear Dynamic Signals, 2020

Can PSO Improve TA-Based Trading Systems?

Marco Corazza, Francesca Parpinel, Claudio Pizzi

Proceedings of the Neural Advances in Processing Nonlinear Dynamic Signals, 2020

2017

Exploration and Exploitation in Optimizing a Basic Financial Trading System: A Comparison Between FA and PSO Algorithms.

Claudio Pizzi, Irene Bitto, Marco Corazza

Proceedings of the Advances in Intelligent Information Hiding and Multimedia Signal Processing, 2017

Q-Learning-Based Financial Trading: Some Results and Comparisons.

Marco Corazza

Proceedings of the Advances in Intelligent Information Hiding and Multimedia Signal Processing, 2017

2015

An evolutionary approach to preference disaggregation in a MURAME-based creditworthiness problem.

Marco Corazza, Stefania Funari, Riccardo Gusso

Appl. Soft Comput., 2015

2013

Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem.

Marco Corazza, Giovanni Fasano, Riccardo Gusso

Appl. Math. Comput., 2013

A Methodological Proposal for an Evolutionary Approach to Parameter Inference in MURAME-Based Problems.

Marco Corazza, Stefania Funari, Riccardo Gusso

Proceedings of the Recent Advances of Neural Network Models and Applications, 2013

Reinforcement Learning for Automated Financial Trading: Basics and Applications.

Francesco Bertoluzzo, Marco Corazza

Proceedings of the Recent Advances of Neural Network Models and Applications, 2013

2012

Building a Global Performance Indicator to Evaluate Academic Activity Using Fuzzy Measures.

Marta Cardin, Marco Corazza, Stefania Funari, Silvio Giove

Proceedings of the Neural Nets and Surroundings - 22nd Italian Workshop on Neural Nets, 2012

2011

A Fuzzy-based Scoring Rule for Author Ranking - An Alternative of h-index.

Marta Cardin, Marco Corazza, Stefania Funari, Silvio Giove

Proceedings of the Neural Nets WIRN11, 2011

2009

Aggregation of opinions in Multi Person Multi Attribute decision problems with judgments inconsistency.

Silvio Giove, Marco Corazza

Proceedings of the Neural Nets WIRN09, 2009

2008

Fuzzy Interval Net Present Value.

Marco Corazza, Silvio Giove

Proceedings of the New Directions in Neural Networks, 2008

2007

On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem.

Marco Corazza, Daniela Favaretto

Eur. J. Oper. Res., 2007

Making Financial Trading by Recurrent Reinforcement Learning.

Francesco Bertoluzzo, Marco Corazza

Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2007

Local Learning of Tide Level Time Series using a Fuzzy Approach.

Elio Canestrelli, P. Canestrelli, Marco Corazza, Maurizio Filippone, Silvio Giove, Francesco Masulli

Proceedings of the International Joint Conference on Neural Networks, 2007

2002

Hybrid Automatic Trading Systems: Technical Analysis & Group Method of Data Handling.

Marco Corazza, Paolo Vanni, Umberto Loschi

Proceedings of the Neural Nets, 13th Italian Workshop on Neural Nets, 2002

2001

A Fuzzy-G.M.D.H. Approach to V.a.R.

Marco Corazza, Silvio Giove

Proceedings of the 12th Italian Workshop on Neural Nets, 2001