Rita Laura D'Ecclesia

Orcid: 0000-0002-2157-3073

According to our database1, Rita Laura D'Ecclesia authored at least 14 papers between 2005 and 2022.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2022
ESG score prediction through random forest algorithm.
Comput. Manag. Sci., 2022

2021
The European gas market: new evidences.
Ann. Oper. Res., 2021

Volatility in the stock market: ANN versus parametric models.
Ann. Oper. Res., 2021

Preface: recent developments in financial modelling and risk management.
Ann. Oper. Res., 2021

2020
Cepstral-based clustering of financial time series.
Expert Syst. Appl., 2020

2014
The state of financial modelling in 2012, as shaped by the GFC.
Central Eur. J. Oper. Res., 2014

2013
CDS volatility: the key signal of credit quality.
Ann. Oper. Res., 2013

A study on crude oil prices modeled by neurofuzzy networks.
Proceedings of the FUZZ-IEEE 2013, 2013

2012
Forecasting Energy Commodity Prices Using Neural Networks.
Adv. Decis. Sci., 2012

Subband prediction of energy commodity prices.
Proceedings of the 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2012

2008
Term structure of interest rates and the expectation hypothesis: The euro area.
Eur. J. Oper. Res., 2008

2007
Long swings in exchange rates: a stochastic control approach.
Int. Trans. Oper. Res., 2007

2005
Estimation of asset demands by heterogeneous agents.
Eur. J. Oper. Res., 2005

Financial modelling and risk management.
Eur. J. Oper. Res., 2005


  Loading...