Roy Cerqueti
Informazione non pervenuta
-
2024
Cutrini, E., Cerqueti, R.,
Testing for Localization with Entropy-Based Measures
in SOCIAL INDICATORS RESEARCH; 173; Dordrecht,
Springer Nature B.V. Dordrecht;
pp. 227
- 247
(ISSN: 0303-8300)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2021
Cerqueti, R, Coppier, R, Piga, G,
Bribes, Lobbying and Industrial Structure
in ITALIAN ECONOMIC JOURNAL; 7; BERLINO,
Springer;
pp. 439
- 460
(ISSN: 2199-3238)
01.01 Articolo in Rivista » scheda U-PAD -
2021
Castellano, Nicola Giuseppe, Cerqueti, Roy, Franceschetti, Bruno Maria,
Evaluating risks-based communities of Mafia companies: a complex networks perspective
in REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING; 0; new york,
SPRINGER, ONE NEW YORK PLAZA, SUITE 4600, NEW YORK, NY, UNITED STATES;
pp. 1
- 24
(ISSN: 0924-865X)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2021
Cerqueti, R., Cutrini, E.,
Testing for Localization with Entropy-Based Measures
in SOCIAL INDICATORS RESEARCH; -; VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS,
Springer Science and Business Media B.V.;
pp. 1
- 22
(ISSN: 0303-8300)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, Roy, Lupi, Claudio,
Copulas, Uncertainty, and False Discovery Rate Control
in INTERNATIONAL JOURNAL OF APPROXIMATE REASONING; 100; Amsterdam,
Elsevier;
pp. 105
- 114
(ISSN: 0888-613X)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Castellano, Rosella, Cerqueti, Roy, Rotundo, Giulia,
Exploring the financial risk of a temperature index: a fractional integrated approach
in ANNALS OF OPERATIONS RESEARCH; Online First; Basilea,
Springer Nature;
pp. 1
- 18
(ISSN: 1572-9338)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Riccioni, J., Cerqueti, R.,
Regular paths in financial markets: investigating the Benford's Law
in CHAOS, SOLITONS AND FRACTALS; 107; Oxford,
Elsevier;
pp. 186
- 194
(ISSN: 0960-0779)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Castellano, Rosella, Cerqueti, Roy,
A Theory of Misperception in a Stochastic Dominance Framework and its Application to Structured Financial Products
in IMA JOURNAL OF MANAGEMENT MATHEMATICS; 29(1); Oxford,
Oxford University Press;
pp. 23
- 37
(ISSN: 1471-678X)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, Roy, Coppier, Raffaella,
A game for exploring political and bureaucratic corruption
in IMA JOURNAL OF MANAGEMENT MATHEMATICS; 29.2; Oxford,
Oxford University Press;
pp. 151
- 173
(ISSN: 1471-678X)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, R., Ausloos, M.,
Intriguing yet simple skewness - kurtosis relation in economic and demographic
data distributions, pointing to preferential attachment processes
in JOURNAL OF APPLIED STATISTICS; 45(12); Basingstoke,
Taylor and Francis;
pp. 2202
- 2218
(ISSN: 0266-4763)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, Roy, De Santis, Emilio,
Stochastic Ising model with flipping sets of spins and fast decreasing
temperature
in ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES; 54(2); Bethesda,
Institute of Mathematical Statistics;
pp. 757
- 789
(ISSN: 0246-0203)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, R., Clemente, G. P., Grassi, R.,
A network-based measure of the socio-economic roots of the migration flows
in SOCIAL INDICATORS RESEARCH; Online First; Dordrecht,
Kluwer;
pp. 1
- 20
(ISSN: 1573-0921)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Ausloos, M., Cerqueti, R., Rotundo, G.,
Investigating the configurations in cross-shareholding. A joint copula-entropy approach
in ENTROPY; 20.2; Basel,
MDPI;
pp. 1
- 24
(ISSN: 1099-4300)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Ausloos, M., Cerqueti, R., Mir, T. A.,
Data on the annual aggregated income taxes
of the Italian municipalities over the quinquennium 2007-2011
in DATA IN BRIEF; 18; New York,
Elsevier;
pp. 156
- 159
(ISSN: 2352-3409)
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, Roy, Fanelli, Viviana, Rotundo, Giulia,
Long run analysis of crude oil portfolios
in ENERGY ECONOMICS; Online First; Oxford,
Elsevier B.V.;
pp. 1
- 55
(ISSN: 0140-9883)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2018
Coppier, Raffaella, Cerqueti, Roy,
Corruzione e disuguaglianza dei redditi
in Disuguaglianze, Giustizia, Legalità; Roma,
Aracne;
pp. 123
- 139
(ISBN: 978-88-255-1445-2)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2018
Minervini, LEO FULVIO, Cerqueti, Roy,
La gestione dei rifiuti come problema di rete
in Verso l'economia circolare; Macerata,
EUM;
pp. 65
- 77
(ISBN: 978-88-6056-590-7)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2018
Ausloos, Marcel, Bartolacci, Francesca, Castellano, NICOLA GIUSEPPE, Cerqueti, Roy,
Exploring how innovation strategies at time of crisis influence performance. A cluster analysis perspective
in TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT; 30.4; Londra,
Routledge;
pp. 484
- 497
(ISSN: 1465-3990)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2018
Ausloos, Marcel, Cerqueti, Roy, Bartolacci, Francesca, Castellano, Nicola G.,
SME investment best strategies. Outliers for assessing how to optimize performance
in PHYSICA. A; 509; Amsterdam,
Elsevier;
pp. 754
- 765
(ISSN: 0378-4371)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, Roy, Giacalone, Massimiliano, Demetrio, Panarello,
A Generalized Error Distribution-Based Method for Conditional Value-at-Risk Evaluation
in Mathematical and Statistical Methods for Actuarial Sciences and Finance; Berlino,
Springer International Publishing;
pp. 209
- 212
(ISBN: 978-3-319-89823-0)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2018
Cerqueti, Roy, Fenga, Livio, Ventura, Marco,
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence
in PHYSICA. A; 499; Amsterdam,
Elsevier B.V.;
pp. 436
- 442
(ISSN: 0378-4371)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2018
Cerqueti, Roy, Ferraro, Giovanna, Iovanella, Antonio,
A new measure for community structures through indirect social connections
in EXPERT SYSTEMS WITH APPLICATIONS; 114; Amsterdam,
Elsevier;
pp. 196
- 209
(ISSN: 0957-4174)
01.01 Articolo in Rivista » scheda U-PAD -
2017
Cerqueti, Roy, Falbo, Paolo, Pelizzari, Cristian,
Relevant states and memory in Markov chain bootstrapping and simulation
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; 256(1); Amsterdam,
Elsevier;
pp. 163
- 177
(ISSN: 0377-2217)
01.01 Articolo in Rivista » scheda U-PAD -
2017
Ausloos, Marcel, Cerqueti, Roy, Mir, Tariq A.,
Data science for assessing possible tax income manipulation: The case of Italy
in CHAOS, SOLITONS AND FRACTALS; 104; Oxford,
Elsevier Ltd;
pp. 238
- 256
(ISSN: 0960-0779)
01.01 Articolo in Rivista » scheda U-PAD -
2017
Bartolacci, Francesca, Cerqueti, Roy, Paolini, Antonella, Soverchia, Michela,
Assessing efficiency to support waste management companies' strategies
in Sardinia 2017. Full Symposium Proceedings; Padova,
Cisa Publisher;
pp. 1
- 8
(ISBN: 978-88-6265-010-6)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2017
Ausloos, Marcel, Cerqueti, Roy, Lupi, Claudio,
Long-range properties
and data validity for hydrogeological time series: The case of the
Paglia river
in PHYSICA. A; 470; Amsterdam,
Elsevier;
pp. 39
- 50
(ISSN: 0378-4371)
01.01 Articolo in Rivista » scheda U-PAD -
2017
Cerqueti, Roy, Lupi, Claudio,
A network approach to risk theory and portfolio selection
in Mathematical and Statistical Methods for Actuarial Sciences and Finance; Berlino,
Springer International Publishing;
pp. 73
- 83
(ISBN: 978-3-319-50233-5)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2017
Cerqueti, R., Tartari, F., Conti, A.,
Assessing the relationship
between toxicity and economic cost of oncological target agents: a
systematic review of clinical trials
in PLOS ONE; 12(8); San Francisco,
Plos;
pp. 1
- 17
(ISSN: 1932-6203)
01.01 Articolo in Rivista » scheda U-PAD -
2017
Ficcadenti, Valerio, Cerqueti, Roy,
Earthquakes economic costs through rank-size laws
in JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT; Online First; Philadelfia,
IOP Science;
pp. 1
- 27
(ISSN: 1742-5468)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Coppier, Raffaella,
Optimization Problems
in Encyclopedia of Law and Economics; New York,
Springer Science Business Media;
pp. 1
- 4
(ISBN: 978-1-4614-7883-6)
[» web resource]
02.04 Voce (in dizionario o enciclopedia) » scheda U-PAD -
2016
Cerqueti, Roy, Costantini, Mauro, Gutierrez, Luciano, Westerlund, Joakim,
Panel stationary tests against changes in persistence
in STATISTICAL PAPERS; Online first; Heidelberg,
Springer Verlag;
pp. 1
- 22
(ISSN: 0932-5026)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Falbo, Paolo, Pelizzari, Cristian, Ricca, Federica, Scozzari, Andrea,
A Mixed Integer Linear Program to Compress Transition
Probability Matrices in Markov Chain Bootstrapping
in ANNALS OF OPERATIONS RESEARCH; Online First; Amsterdam,
Kluwer Academic Publisher;
pp. 1
- 25
(ISSN: 0254-5330)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Lupi, Claudio,
Risk Measures on Networks and Expected Utility
in RELIABILITY ENGINEERING & SYSTEM SAFETY; 155; Oxford,
Elsevier Applied Science;
pp. 1
- 8
(ISSN: 0951-8320)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Argentiero, Amedeo, Bovi, Maurizio, Cerqueti, Roy,
Bayesian Estimation and Entropy for
Economic Dynamic Stochastic Models: An Exploration of
Overconsumption
in CHAOS, SOLITONS AND FRACTALS; 88; Oxford,
Elsevier Science Limited;
pp. 143
- 157
(ISSN: 0960-0779)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Ausloos, Marcel, Castellano, Rosella, Cerqueti, Roy,
Regularities and
Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law
in CHAOS, SOLITONS AND FRACTALS; 90; Oxford,
Elsevier Science Limited;
pp. 8
- 17
(ISSN: 0960-0779)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Ausloos, Marcel,
Studies on Regional Wealth Inequalities: the Case of Italy
in ACTA PHYSICA POLONICA A; 129(5); Varsavia,
Institute of Physics of the Polish Academy of Sciences;
pp. 959
- 964
(ISSN: 0587-4246)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Ausloos, Marcel, Cerqueti, Roy,
Religion-based Urbanization Process in Italy: Statistical Evidence from Demographic and Economic Data
in QUALITY AND QUANTITY; 50(4); New York,
Springer;
pp. 1539
- 1565
(ISSN: 1573-7845)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Bovi, Maurizio, Cerqueti, Roy,
Forecasting Macroeconomic Fundamentals in Economic Crises
in ANNALS OF OPERATIONS RESEARCH; 247.2; New York,
Springer;
pp. 451
- 469
(ISSN: 1572-9338)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Marazzina, Daniele, Ventura, Marco,
Optimal Investment in Research and Development
Under Uncertainty
in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; 168(1); New York,
Springer;
pp. 296
- 309
(ISSN: 1573-2878)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Coppier, Raffaella,
Corruption, evasion and environmental policy. A game theory approach
in IMA JOURNAL OF MANAGEMENT MATHEMATICS; 27.2; Oxford,
Oxford University Press;
pp. 235
- 253
(ISSN: 1471-6798)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2016
Castellano, Rosella, Cerqueti, Roy, Spinesi, Luca,
Sustainable management of fossil fuels. A dynamic stochastic optimization approach with jump-diffusion
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; 255(1); Amsterdam,
Elsevier;
pp. 288
- 297
(ISSN: 0377-2217)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Coppier, Raffaella,
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption
in ANNALS OF OPERATIONS RESEARCH; 243.1-2; Dodrecht,
Springer;
pp. 71
- 87
(ISSN: 1572-9338)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Ausloos, Marcel,
A universal rank-size law
in PLOS ONE; 11(11), e0166011; San Francisco,
Public Library of Science;
pp. 1
- 15
(ISSN: 1932-6203)
01.01 Articolo in Rivista » scheda U-PAD -
2016
Cerqueti, Roy, Lupi, Claudio,
Non-exchangeable copulas and multivariate total positivity
in INFORMATION SCIENCES; 360; Amsterdam,
Elsevier Science Incorporated;
pp. 163
- 169
(ISSN: 0020-0255)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, M., Ventura,
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity
in THE B.E. JOURNAL OF THEORETICAL ECONOMICS; 15(2); Berlino,
De Gruyter;
pp. 1
- 24
(ISSN: 1935-1704)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, Falbo, Paolo, Guastaroba, Gianfranco, Pelizzari, Cristian,
Approximating multivariate Markov chains
for bootstrapping through contiguous partitions
in OR SPECTRUM; 37; Heidelberg,
Springer;
pp. 803
- 841
(ISSN: 1436-6304)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Bartolacci, Francesca, Castellano, NICOLA GIUSEPPE, Cerqueti, Roy,
The impact of innovation on companies’ performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange
in TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT; 27 (1); London,
Routledge;
pp. 102
- 123
(ISSN: 0953-7325)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, Ausloos, Marcel,
Socio-economical analysis of Italy: The case of hagiotoponym cities
in SOCIAL SCIENCE JOURNAL; Online First; New York,
Elsevier;
pp. 1
- 4
(ISSN: 0362-3319)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, Falbo, Paolo, Guastaroba, Gianfranco, Pelizzari, Cristian,
Approximating Markov Chains for Bootstrapping and Simulation
in Stochastic Models, Statistics and Their Applications; 122; Amsterdam,
Springer;
pp. 371
- 379
(ISBN: 978-3-319-13880-0,978-3-319-13881-7)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2015
Cerqueti, Roy, M., Ausloos,
Evidence of economic regularities and disparities of Italian
regions from aggregated tax income size data
in PHYSICA. A; 421; Amsterdam,
ELSEVIER;
pp. 187
- 207
(ISSN: 0378-4371)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Castellano, Rosella, Cerqueti, Roy,
Sustainability and ethic view of the future generations
in Lo sviluppo sostenibile del territorio; Macerata,
EUM;
pp. 281
- 288
(ISBN: 978-88-6056-464-1)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2015
Cerqueti, Roy, Coppier, Raffaella,
Corruptibility and Tax Evasion
in EUROPEAN JOURNAL OF LAW AND ECONOMICS; 39(2); Amsterdam,
--Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers;
pp. 355
- 373
(ISSN: 0929-1261)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, M., Ausloos,
Statistical Assessment of Regional Wealth Inequalities: the Italian
Case
in QUALITY AND QUANTITY; 49(6); Dodrecht,
Dordrecht: SPRINGER Dordrecht ; London ; Boston : Kluwer Academic : Reidel;
pp. 2307
- 2323
(ISSN: 1573-7845)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, F., Tramontana, M., Ventura,
On the coexistence of innovators and imitators
in TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE; 90; Amsterdam,
ELSEVIER;
pp. 487
- 496
(ISSN: 0040-1625)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, M., Ventura,
Risk and Uncertainty in the Patent Race: a Probabilistic Model
in IMA JOURNAL OF MANAGEMENT MATHEMATICS; 26(1); Oxford,
Oxford University Press;
pp. 39
- 62
(ISSN: 1471-6798)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, G., Rotundo,
A review of aggregation techniques for agent-based models: understanding the presence of long-term
memory
in QUALITY AND QUANTITY; 49(4); Dodrecht,
--Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers;
pp. 1693
- 1717
(ISSN: 1573-7845)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, Ausloos, Marcel,
Cross Ranking of Cities and Regions: Population vs. Income
in JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT; 07(P07002); Bristol,
IOP Publishing;
pp. 1
- 28
(ISSN: 1742-5468)
01.01 Articolo in Rivista » scheda U-PAD -
2015
Cerqueti, Roy, F., Spizzichino,
Signatures of systems with non-exchangeable lifetimes: some implications in the analysis of financial risk
in Theory and Practice of Risk Assessment - Springer Proceedings in Mathematics & Statistics; Amsterdam,
--Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers;
pp. 361
- 376
(ISBN: 978-3-319-18028-1)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2014
Cerqueti, Roy,
Exhaustion of Resources: a Marked Temporal Process Framework
in STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT; 28(4); new york,
-LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.;
pp. 1023
- 1033
(ISSN: 1436-3240)
01.01 Articolo in Rivista » scheda U-PAD -
2014
Cerqueti, Roy,
Polymorphic Crisis-
Readings on the Great Recession of the 21st century
Macerata,
CENTRO EDIZIONI UNIVERSITA' DI MACERATA - EUM;
pp. 1
- 448
(ISBN: 9788860564108)
[» web resource]
06.01 Curatele » scheda U-PAD -
2014
T. A., Mir, M., Ausloos, Cerqueti, Roy,
Benford's law predicted digit distribution
of aggregated income taxes: the surprising conformity of Italian
cities and regions
in EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER AND COMPLEX SYSTEMS; 87: 261; Orsay,
EDP Sciences;
pp. 1
- 9
(ISSN: 1434-6036)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2014
Castellano, Rosella, Cerqueti, Roy,
Mean-variance portfolio selection in presence of unfrequently traded stocks
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; 234; Amsterdam,
Elsevier;
pp. 442
- 449
(ISSN: 0377-2217)
01.01 Articolo in Rivista » scheda U-PAD -
2014
Cerqueti, Roy,
A multidisciplinary view of the financial crisis: some introductory
words
in Polymorphic Crisis - Readings on the Great Recession of the 21st century; Macerata,
CENTRO EDIZIONI UNIVERSITA' DI MACERATA - EUM;
pp. 9
- 14
(ISBN: 9788860564108)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2014
Maurizio, Bovi, Cerqueti, Roy,
A quantitative view on policymakers’ goal, institutions
and tax evasion
in QUALITY AND QUANTITY; 48; Amsterdam,
--Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers;
pp. 1493
- 1510
(ISSN: 1573-7845)
01.01 Articolo in Rivista » scheda U-PAD -
2014
Cerqueti, Roy, F., Sarnari,
Symmetries of systems with spatially bounded
domains
in JOURNAL OF ADVANCED RESEARCH IN DYNAMICAL AND CONTROL SYSTEMS; 6(1); Irvine,
Institute of Advanced Scientific Research;
pp. 11
- 25
(ISSN: 1943-023X)
01.01 Articolo in Rivista » scheda U-PAD -
2014
Castellano, Rosella, Cerqueti, Roy, R. L., D'Ecclesia,
A Disutility-Based Drift Control for Exchange Rates
in OPTIMIZATION; 63; London,
Routledge Taylor & Francis Group;
pp. 255
- 269
(ISSN: 0233-1934)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2013
Cerqueti, Roy, Luca, Correani, Giuseppe, Garofalo,
Economic interactions and social tolerance: A dynamic perspective
in ECONOMICS LETTERS; 120(3); New York,
-LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.;
pp. 458
- 463
(ISSN: 0165-1765)
01.01 Articolo in Rivista » scheda U-PAD -
2013
Cerqueti, Roy, P., Falbo, G., Guastaroba, C., Pelizzari,
A Tabu Search Heuristic Procedure
in Markov Chain Bootstrapping
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; 227(2); New York,
ELSEVIER LTD;
pp. 367
- 384
(ISSN: 0377-2217)
01.01 Articolo in Rivista » scheda U-PAD -
2013
Cerqueti, Roy, M., Costantini,
New results on the convergence of random matrices
in STATISTICS; 47(4); Abingdon - Oxford,
Abingdon : Taylor and Francis, 2007-;
pp. 663
- 671
(ISSN: 0233-1888)
01.01 Articolo in Rivista » scheda U-PAD -
2013
Cerqueti, Roy, Fabio, Spizzichino,
Extension of dependence properties to semi-copulas and
applications to the mean–variance model
in FUZZY SETS AND SYSTEMS; 220; New York,
-LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.;
pp. 99
- 108
(ISSN: 0165-0114)
01.01 Articolo in Rivista » scheda U-PAD -
2013
Cerqueti, Roy,
Il ruolo della pioggia nella finanza moderna
in L'acqua: diritto per tutti o profitto per pochi?; Macerata,
Macerata : EUM - Edizioni Università di Macerata;
pp. 117
- 124
(ISBN: 9788860563651)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2013
Castellano, Rosella, Cerqueti, Roy,
Roots and Effects of Financial Misperception in a Stochastic Dominance Framework
in QUALITY AND QUANTITY; 47(6); Amsterdam,
--Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers;
pp. 3371
- 3389
(ISSN: 1573-7845)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2012
Cerqueti, Roy, G., Rotundo,
The Role of Diversity in Persistence Aggregation
in INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS; 27(2); Hoboken,
John Wiley & Sons Incorporated:Customer Service;
pp. 176
- 187
(ISSN: 1098-111X)
01.01 Articolo in Rivista » scheda U-PAD -
2012
Castellano, Rosella, Cerqueti, Roy,
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach
in APPLIED MATHEMATICS AND COMPUTATION; 218; Amsterdam,
Elsevier;
pp. 6887
- 6898
(ISSN: 0096-3003)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2012
Bartolacci, Francesca, Castellano, NICOLA GIUSEPPE, Cerqueti, Roy,
The Impact of Innovation on the Italian Listed Companies’ Performance
in Eighteenth International Working Seminar on Production Economics;
04.01 Contributo in atti di convegno » scheda U-PAD -
2012
Cerqueti, Roy,
L'evitabilità dell'estinzione di una risorsa naturale
in Oikos: la radice comune di economia e di ecologia; Macerata,
EUM;
pp. 19
- 28
(ISBN: 9788860563118)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2012
Cerqueti, Roy,
Financing policies via stochastic control: a dynamic programming approach
in JOURNAL OF GLOBAL OPTIMIZATION; 53; Dordrecht,
--Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers;
pp. 539
- 561
(ISSN: 0925-5001)
01.01 Articolo in Rivista » scheda U-PAD -
2012
Cerqueti, Roy, Coppier, Raffaella, G., Piga,
Corruption, growth and ethnolinguistic fractionalization: a theoretical game model
in JOURNAL OF ECONOMICS; 106; Dordrecht,
--Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers;
pp. 153
- 181
(ISSN: 0931-8658)
01.01 Articolo in Rivista » scheda U-PAD -
2011
Cerqueti, Roy,
Laghi poco profondi: un modello matematico di interazione tra economia e inquinamento
in Economia, Ambiente e Società; Macerata,
EUM;
pp. 49
- 54
(ISBN: 9788860562630)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2011
M., Bovi, Cerqueti, Roy,
WHY IS THE TAX EVASION SO PERSISTENT?
in Progress in Economics; Volume 24;
Nova Science Publishers, Inc.;
pp. 173
- 184
(ISBN: 9781613246436)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2011
Cerqueti, Roy, Coppier, Raffaella,
Economic growth, corruption and tax evasion
in ECONOMIC MODELLING; 28(1-2); New York,
ELSEVIER LTD;
pp. 489
- 500
(ISSN: 0264-9993)
01.01 Articolo in Rivista » scheda U-PAD -
2011
Castellano, Rosella, Cerqueti, Roy,
The optimal bid/ask spread in a Specialist System
in ECONOMIC MODELLING; 28; Amsterdam,
Elsevier;
pp. 2247
- 2253
(ISSN: 0264-9993)
[» web resource]
01.01 Articolo in Rivista » scheda U-PAD -
2011
Cerqueti, Roy, M., Costantini,
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
in JOURNAL OF BANKING & FINANCE; 35; New York,
-LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.;
pp. 2598
- 2605
(ISSN: 0378-4266)
01.01 Articolo in Rivista » scheda U-PAD -
2010
Castellano, Rosella, Cerqueti, Roy,
Light Stocks and Wealth Allocation
in 24th Mini EURO Conference On Continuous Optimization and Information-Based Technologies in The Financial Sector - MEC EurOPT 2010: Selected Papers; 1; VILNIUS,
Vilnius "Technika" 2010;
pp. 1
- 4
(ISBN: 9789955285984)
04.01 Contributo in atti di convegno » scheda U-PAD -
2010
S., Brianzoni, Cerqueti, Roy, Michetti, Elisabetta,
A dynamic stochastic model of asset pricing with heterogeneous beliefs
in COMPUTATIONAL ECONOMICS; 35; New York,
Springer;
pp. 165
- 188
(ISSN: 0927-7099)
01.01 Articolo in Rivista » scheda U-PAD -
2010
Cerqueti, Roy, Costantini, M.,
Some Nonparametric Asymptotic Results for a Class of Stochastic Processes
in COMMUNICATIONS IN STATISTICS. THEORY AND METHODS; 39; Abingdon - Oxford,
-ABINGDON, ENGLAND: TAYLOR & FRANCIS LTD -Modena: Mucchi Editore;
pp. 1
- 9
(ISSN: 0361-0926)
01.01 Articolo in Rivista » scheda U-PAD -
2010
Cerqueti, Roy, Rotundo, G.,
Firms clustering in presence of technological renewal processes
in Nonlinear Economic Dynamics; NEW YORK,
Nova Science Publishers Inc.;
pp. 135
- 145
(ISBN: 9781616687885)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2010
Cerqueti, Roy, Rotundo, G.,
Memory property in heterogeneously populated markets
in Studies in Fuzziness and Soft Computing; 257;
Springer;
pp. 53
- 67
(ISBN: 978-3-642-15975-6)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2010
Cerqueti, Roy, Rotundo, G.,
Options with underlying asset driven by a fractional brownian motion: crossing barriers estimate
in NEW MATHEMATICS AND NATURAL COMPUTATION (NMNC); 6(1); Singapore,
Pubblicata WORLD SCIENTIFIC PUBL CO PTE LTD, JOURNAL DEPT PO BOX 128 FARRER ROAD, SINGAPORE, SINGAPORE, 912805;
pp. 109
- 118
(ISSN: 1793-0057)
01.01 Articolo in Rivista » scheda U-PAD -
2009
Bovi, M, Cerqueti, Roy,
Why is the Tax Evasion so Persistent?
in ISAE Working Papers; 111;
pp. 1
- 20
07.01 Altro » scheda U-PAD -
2009
Cerqueti, Roy, Costantini, M, Lupi, C.,
A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case
in JSM Proceedings, Business and Economic Statistics Section.; ALEXANDRIA, VA,
American Statistical Association;
pp. 4570
- 4576
(ISBN: 9780979174773)
04.01 Contributo in atti di convegno » scheda U-PAD -
2009
Cerqueti, Roy, Foschi, R, Spizzichino, F.,
A Spatial Mixed Poisson Framework for Combination of Excess of Loss and Proportional Reinsurance Contracts
in INSURANCE MATHEMATICS & ECONOMICS; 45; New York,
-LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.;
pp. 59
- 64
(ISSN: 0167-6687)
01.01 Articolo in Rivista » scheda U-PAD -
2009
Cerqueti, Roy,
Dynamic Programming via Measurable Selection
in PACIFIC JOURNAL OF OPTIMIZATION; 5(1); Yokohama,
Yokohama Publisher;
pp. 169
- 181
(ISSN: 1348-9151)
01.01 Articolo in Rivista » scheda U-PAD -
2009
Cerqueti, Roy, Coppier, Raffaella,
Tax revenues, fiscal corruption and "shame" costs
in ECONOMIC MODELLING; 26(6); New York,
Elsevier;
pp. 1239
- 1244
(ISSN: 0264-9993)
01.01 Articolo in Rivista » scheda U-PAD -
2009
Cerqueti, Roy, Costantini, M, Gutierrez, L.,
New panel tests to assess inflation persistence
in Working Papers - Macerata University, Department of Finance and Economic Sciences,; 54;
pp. 1
- 35
07.01 Altro » scheda U-PAD -
2009
Coppier, Raffaella, Cerqueti, Roy, Piga, G.,
Corruption, growth and ethnolinguistic fractionalization:a theoretical model
in Quaderni del Dipartimento di Istituzioni Economiche e Finanziarie, Università di Macerata.; 57;
pp. 1
- 24
07.01 Altro » scheda U-PAD -
2009
Cerqueti, Roy, Rotundo, G.,
Companies' decisions for profit maximization: A structural model
in APPLIED MATHEMATICAL SCIENCES; 3(27); Ruse,
Hikari Ltd;
pp. 1327
- 1340
(ISSN: 1312-885X)
01.01 Articolo in Rivista » scheda U-PAD -
2009
Cerqueti, Roy, Costantini, M.,
Asymptotic solutions of a generalized eigenvalue problem
in APPLIED MATHEMATICAL SCIENCES; 3(60); Ruse,
Hikari Ltd;
pp. 2985
- 2999
(ISSN: 1312-885X)
01.01 Articolo in Rivista » scheda U-PAD -
2009
Cerqueti, Roy, Costantini, M, Lupi, C.,
A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case
in Economics & Statistics Discussion Papers University of Molise, Dept. SEGeS.; 09055;
pp. 1
- 8
07.01 Altro » scheda U-PAD -
2009
Cerqueti, Roy, Falbo, P, Pelizzari, C.,
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping
in Working Paper - Macerata University, Department of Finance and Economic Sciences; 53;
pp. 1
- 43
07.01 Altro » scheda U-PAD -
2008
S., Brianzoni, Cerqueti, Roy, Michetti, Elisabetta,
A Dynamic Stochastic Asset Pricing Model with Heterogeneous Agents
in atti del XXXII convegno AMASES;
pp. 1
- 4
04.01 Contributo in atti di convegno » scheda U-PAD -
2008
Cerqueti, Roy, Costantini, M, Gutierrez, L.,
Change in persistence tests for panels: An update and some new results
pp. 1
- 35
07.01 Altro » scheda U-PAD -
2008
Cerqueti, Roy, Rotundo, G.,
Dynamics of financial time series in an inhomogeneous framework
in Mathematical and Statistical Methods in Insurance and Finance;
Springer-Verlag;
pp. 67
- 74
(ISBN: 9788847007031)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2008
Cerqueti, Roy, Costantini, M.,
On the asymptotic behaviour of random matrices in a multivariate statistical model
in STATISTICS & PROBABILITY LETTERS; 78(14); New York,
-LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.;
pp. 2039
- 2045
(ISSN: 0167-7152)
01.01 Articolo in Rivista » scheda U-PAD -
2008
Castellano, Rosella, Cerqueti, Roy, D'Ecclesia, R.,
A Disutility-Based Drift Control for Exchange Rates
pp. 1
- 29
07.01 Altro » scheda U-PAD -
2007
Barone, R, Cerqueti, Roy, Quaranta, ANNA GRAZIA,
A stochastic model for financiers
in Working Papers - Macerata University, Department of Finance and Economic Sciences; 42;
pp. 1
- 16
07.01 Altro » scheda U-PAD -
2007
Cerqueti, Roy, Costantini, M, Gutierrez, L.,
Change in persistence tests for panels
in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 07040;
pp. 1
- 34
07.01 Altro » scheda U-PAD -
2007
Cerqueti, Roy, Costantini, M.,
Non parametric Fractional Cointegration Analysis
in ISAE Working Papers; 78;
pp. 1
- 31
07.01 Altro » scheda U-PAD -
2007
Cerqueti, Roy, Rotundo, G.,
Productivity and costs for growing firms in presence of technological renewal processes
in INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH; 14; Hoboken,
John Wiley & Sons Incorporated:Customer Service;
pp. 521
- 534
(ISSN: 0969-6016)
01.01 Articolo in Rivista » scheda U-PAD -
2007
Cerqueti, Roy, Rotundo, G.,
Processi di rinnovamento nei cluster di imprese
in Capitalismo distrettuale, localismi d'impresa, globalizzazione;
Firenze University Press;
pp. 129
- 143
(ISBN: 9788884536068)
02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD -
2007
Brianzoni, S, Cerqueti, Roy, Michetti, Elisabetta,
A dynamic stochastic model of asset pricing with heterogeneous beliefs
04.01 Contributo in atti di convegno » scheda U-PAD -
2006
Cerqueti, Roy, Costantini, M.,
Testing for rational bubbles
in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 06030;
pp. 1
- 25
07.01 Altro » scheda U-PAD -
2005
Cerqueti, Roy, Costantini, M.,
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order
in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 05026;
pp. 1
- 12
07.01 Altro » scheda U-PAD -
2005
Cerqueti, Roy, Costantini, M.,
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes
in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 05027;
pp. 1
- 17
07.01 Altro » scheda U-PAD -
2003
Cerqueti, Roy, Rotundo, G.,
Microeconomic modeling of financial time series with long term memory
in IEEE International Conference on Computational Intelligence for Financial Engineering Proceedings; IEEE catalog number: 03TH8653;
IEEE;
pp. 191
- 198
(ISBN: 9780780376540)
04.01 Contributo in atti di convegno » scheda U-PAD
Informazione non pervenuta
Informazione non pervenuta
Informazione non pervenuta
Informazione non pervenuta
Informazione non pervenuta
Informazione non pervenuta
- Titolo: Sustainability
- Tipologia: 10.01 Comitati di redazione di riviste
- Parole chiave: circular economy,green finance,social and environmental sustainability,social impact finance,socially responsible investments
- Anno di avvio: 2019
- Sito Web: https://www.mdpi.com/journal/sustainability/special_issues/New_Economic_Financial_Challenges_Social_Environmental_Sustainability
- Titolo: Sustainability Special Issue
- Tipologia: 10.01 Comitati di redazione di riviste
- Parole chiave: social and environmental sustainability social impact finance socially responsible investments ESG criteria climate risk green finance ethical investing financial and nonfinancial performance circular economy environmental and ecological economics intellectual capital
- Anno di avvio: 2019
- Sito Web: https://www.mdpi.com/journal/sustainability/special_issues/New_Economic_Financial_Challenges_Social_Environmental_Sustainability#info
- Titolo: Journal of Applied Quantitative Methods (JAQM)
- Tipologia: 10.01 Comitati di redazione di riviste
- Parole chiave:
- Anno di avvio: 2016
- Sito Web:
- Titolo: ARACNE EDITRICE - Collana FINANCE & ENTREPRENEURSHIP
- Tipologia: 09.01 Comitati di redazione di collane scientifiche
- Parole chiave:
- Anno di avvio: 2015
- Sito Web: http://www.aracneeditrice.it/aracneweb/index.php/collana.html?col=FEE
- Titolo: EUM - Edizioni Università di Macerata
- Tipologia: 09.01 Comitati di redazione di collane scientifiche
- Parole chiave:
- Anno di avvio: 2015
- Sito Web:
- Titolo: Frontiers in Applied Mathematics and Statistics
- Tipologia: 10.01 Comitati di redazione di riviste
- Parole chiave:
- Anno di avvio: 2015
- Sito Web:
- Titolo: Eastern European Business and Economics Journal
- Tipologia: 10.01 Comitati di redazione di riviste
- Parole chiave:
- Anno di avvio: 2015
- Sito Web:
- Titolo: International Summer School on Risk Measurement and Control
- Tipologia: 09.01 Comitati di redazione di collane scientifiche
- Parole chiave:
- Anno di avvio: 2014
- Sito Web:
- Titolo: Journal of Accounting, Finance and Economics
- Tipologia: 10.01 Comitati di redazione di riviste
- Parole chiave:
- Anno di avvio: 2014
- Sito Web:
- Titolo: International Summer School on Risk Measurement and Control
- Tipologia: 09.01 Comitati di redazione di collane scientifiche
- Parole chiave:
- Anno di avvio: 2006
- Sito Web: http://w3.uniroma1.it/summerschool/local.asp
Informazione non pervenuta
- Oggetto del finanziamento: Una piattaforma italiana per la finanza d’impatto: modelli finanziari per l’inclusione sociale ed un welfare sostenibile
- Tipologia: 11.01 Progetti ministeriali
- Bando competitivo: yes
- Parole chiave: asset allocation,Social impact finance,sustainable finance
- Anno di avvio: 2017
- Durata: 36
- Sito Web:
- Oggetto del finanziamento: COST CA15105 European Medi- cines Shortages Research Network
- Tipologia: 11.02 Progetti UE e internazionali
- Bando competitivo: yes
- Parole chiave:
- Anno di avvio: 2016
- Durata: 48
- Sito Web:
- Oggetto del finanziamento: COST CA15217 Ocean Governance for Sustainability
- Tipologia: 11.02 Progetti UE e internazionali
- Bando competitivo: yes
- Parole chiave:
- Anno di avvio: 2016
- Durata: 48
- Sito Web:
- Oggetto del finanziamento: Computational Social Choice
- Tipologia: 11.02 Progetti UE e internazionali
- Bando competitivo: yes
- Parole chiave:
- Anno di avvio: 2012
- Durata: 48
- Sito Web:
- Oggetto del finanziamento: Cambiamento strutturale e crescita
- Tipologia: 11.01 Progetti ministeriali
- Bando competitivo: yes
- Parole chiave: Cambiamento strutturale,crescita,dinamiche non lineari
- Anno di avvio: 2011
- Durata: 24
- Sito Web:
- Informazione non pervenuta