RESTA, MARINA

RESTA, MARINA  

100012 - Dipartimento di Economia  

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Titolo Data di pubblicazione Autore(i) File
A characterization of self-affine processes in finance through their scaling function, 1-gen-2003 Resta, Marina; D., Sciutti
A comparative study of Machine Learning methods for Power Futures Curves prediction 1-gen-2024 Castello, Oleksandr; Resta, Marina
A computational approach for the health care market 1-gen-2007 Montefiori, Marcello; Resta, Marina
A Computational Approach On Neighbourhood Structures In The Simulation Of Dichotomous Development 1-gen-2000 Resta, Marina
A proactive approach to chronic diseases 1-gen-2015 Resta, Marina; Arato, Elisabetta
A survey on neural clustering methods with applications tofinancial markets 1-gen-2007 Resta, Marina
ATA: the Artificial Technical Analists building intraday market strategies 1-gen-2000 Resta, Marina
Clustering Firm Financial Performance Using Neural Networks: Experimental Results in Urban Areas 1-gen-2017 Dameri, Renata; Garelli, Roberto; Resta, Marina
Determinants of money laundering in Italy: an approach based on Object–Oriented Bayesian Networks 1-gen-2019 Resta, Marina; Elena De Giuli, Maria
Econofisica e Mercati finanziari 1-gen-2005 Resta, Marina
Emergency Department: a data mining perspective 1-gen-2011 M., Montefiori; Resta, Marina
Evaluating Equity Curves via Concentration Indexes 1-gen-2012 Resta, Marina; Uberti, Pierpaolo; I., Rebesco
Evolutionary hybrid algorithms in market trading strategies 1-gen-1998 Resta, Marina
Exponential upper bounds in a modified model of collective risk theory 1-gen-2005 Gosio, C.; Lari, E.; Resta, Marina
Exponential upper bounds in a modified model of collective risk theory 1-gen-2006 Gosio, Cristina; Lari, ESTER CESARINA; Resta, Marina
Family Businesses, Innovation and Performance During the Economic Crisis: The SOM Methodology 1-gen-2017 Maria Francesca, Cesaroni; Resta, Marina; Sentuti, Annalisa
Gb–SOM: a new tool for monitoring markets and visualizing financial information 1-gen-2013 Resta, Marina
Global minimum variance portfolio with minimum regularised covariance determinant estimator 1-gen-2020 Neffelli, M.; De Giuli, M. E.; Resta, M.
Hybrid Neural Networks vs Non Linear Time SeriesModels in Financial Forecasting 1-gen-1999 Resta, Marina
Intraday trading rules based on Self Organizing Maps 1-gen-2007 Resta, Marina