Marida Bertocchi

According to our database, Marida Bertocchi authored at least 24 papers between 1991 and 2017.

Collaborative distances:

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

2017

A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches.

Francesca Maggioni, Florian A. Potra, Marida Bertocchi

Comput. Manag. Sci., 2017

2016

Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures.

Maria Teresa Vespucci, Marida Bertocchi, Paolo Pisciella, Stefano Zigrino

Optim. Methods Softw., 2016

A leader-followers model of power transmission capacity expansion in a market driven environment.

Paolo Pisciella, Marida Bertocchi, Maria Teresa Vespucci

Comput. Manag. Sci., 2016

Monotonic bounds in multistage mixed-integer stochastic programming.

Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi

Comput. Manag. Sci., 2016

2014

Bounds in Multistage Linear Stochastic Programming.

Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi

J. Optim. Theory Appl., 2014

A stochastic model for investments in different technologies for electricity production in the long period.

Maria Teresa Vespucci, Marida Bertocchi, Mario Innorta, Stefano Zigrino

Central Eur. J. Oper. Res., 2014

2013

Optimal Kinematics of a Looped Filament.

Francesca Maggioni, Florian A. Potra, Marida Bertocchi

J. Optim. Theory Appl., 2013

2012

A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants.

Maria Teresa Vespucci, Francesca Maggioni, Maria Ida Bertocchi, Mario Innorta

Ann. Oper. Res., 2012

2011

A Stochastic Model for Mortality Rate on Italian Data.

Rosella Giacometti, Sergio Ortobelli Lozza, Marida Bertocchi

J. Optim. Theory Appl., 2011

2009

Testing the structure of multistage stochastic programs.

Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia

Comput. Manag. Sci., 2009

Preface.

Marida Bertocchi, Georg Ch. Pflug, Hercules Vladimirou

Ann. Oper. Res., 2009

2008

A two-stage stochastic optimization model for a gas sale retailer.

Francesca Maggioni, Maria Teresa Vespucci, Elisabetta Allevi, Maria Ida Bertocchi, Mario Innorta

Kybernetika, 2008

2007

A mixed integer nonlinear optimization model for gas sale company.

Elisabetta Allevi, Maria Ida Bertocchi, Maria Teresa Vespucci, Mario Innorta

Optim. Lett., 2007

2006

Horizon and stages in applications of stochastic programming in finance.

Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová

Ann. Oper. Res., 2006

2005

Risk factor analysis and portfolio immunization in the corporate bond market.

Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios

Eur. J. Oper. Res., 2005

Extensions of the Ho and Lee interest-rate model to the multinomial case.

Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi

Eur. J. Oper. Res., 2005

2001

From data to model and back to data: A bond portfolio management problem.

Jitka Dupacová, Marida Bertocchi

Eur. J. Oper. Res., 2001

2000

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study.

Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová

Ann. Oper. Res., 2000

Bond portfolio management with repo contracts: the Italian case.

Marida Bertocchi, Rosella Giacometti, Leon Slominski

Ann. Oper. Res., 2000

1998

Perturbations of M-matrices via ABS methods and their applications to input-output analysis.

Jozsef Abaffy, Marida Bertocchi, Anna Torriero

Appl. Math. Comput., 1998

Highly parallel computing in simulation on dynamic bond portfolio management.

Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová

Proceedings of APL98 Conference on Array Processing Languages, 1998

1997

On estimating the yield and volatility curves.

Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková

Kybernetika, 1997

1992

A Monte-Carlo approach for 0-1 programming problems.

Marida Bertocchi, Luca Brandolini, Leszek Slominski, J. Sobczynska

Computing, 1992

1991

Parallel and Symbolic Computation in Finance.

Marida Bertocchi, Enrico Cavalli, Giovanni Zambruno

Proceedings of the Fifth SIAM Conference on Parallel Processing for Scientific Computing, 1991