Michele Costola

According to our database, Michele Costola authored at least 3 papers between 2021 and 2024.

Collaborative distances:

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

2024

Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem.

Michele Costola, Bertrand Maillet, Zhining Yuan, Xiang Zhang

Ann. Oper. Res., March, 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 Matrix-Variate t Model for Networks.

Monica Billio, Roberto Casarin, Michele Costola, Matteo Iacopini

Frontiers Artif. Intell., 2021