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Author ID: cerqueti.roy Recent zbMATH articles by "Cerqueti, Roy"
Published as: Cerqueti, Roy
External Links: ORCID · dblp

Publications by Year

Citations contained in zbMATH Open

44 Publications have been cited 118 times in 95 Documents Cited by Year
Mean-variance portfolio selection in presence of infrequently traded stocks. Zbl 1304.91183
Castellano, Rosella; Cerqueti, Roy
10
2014
Model-based fuzzy time series clustering of conditional higher moments. Zbl 1519.62018
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
8
2021
Systemic risk assessment through high order clustering coefficient. Zbl 1473.91027
Cerqueti, Roy; Clemente, Gian Paolo; Grassi, Rosanna
6
2021
An optimization model for minimizing systemic risk. Zbl 1461.91338
Castellano, Rosella; Cerqueti, Roy; Clemente, Gian Paolo; Grassi, Rosanna
6
2021
Relevant states and memory in Markov chain bootstrapping and simulation. Zbl 1394.90553
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian
5
2017
A tabu search heuristic procedure in Markov chain bootstrapping. Zbl 1292.90134
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
5
2013
Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach. Zbl 1241.91128
Castellano, Rosella; Cerqueti, Roy
4
2012
A generalized error distribution copula-based method for portfolios risk assessment. Zbl 07563882
Cerqueti, Roy; Giacalone, Massimiliano; Panarello, Demetrio
4
2019
Financing policies via stochastic control: a dynamic programming approach. Zbl 1250.90059
Cerqueti, Roy
4
2012
The perspective of a bank in granting credits: an optimization model. Zbl 1254.90134
Cerqueti, Roy; Quaranta, Anna Grazia
4
2012
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts. Zbl 1231.91152
Cerqueti, Roy; Foschi, Rachele; Spizzichino, Fabio
4
2009
Long memory and crude oil’s price predictability. Zbl 1476.91142
Cerqueti, Roy; Fanelli, Viviana
4
2021
Non-exchangeable copulas and multivariate total positivity. Zbl 1433.62131
Cerqueti, Roy; Lupi, Claudio
4
2016
Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion. Zbl 1346.91175
Castellano, Rosella; Cerqueti, Roy; Spinesi, Luca
3
2016
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption. Zbl 1348.91213
Cerqueti, Roy; Coppier, Raffaella
3
2016
Extension of dependence properties to semi-copulas and applications to the mean-variance model. Zbl 1284.62306
Cerqueti, Roy; Spizzichino, Fabio
3
2013
Economic interactions and social tolerance: a dynamic perspective. Zbl 1284.91484
Cerqueti, Roy; Correani, Luca; Garofalo, Giuseppe
3
2013
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Zbl 1464.62416
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
3
2020
Corruption, evasion and environmental policy: a game theory approach. Zbl 1433.91106
Cerqueti, Roy; Coppier, Raffaella
3
2016
Exploring the financial risk of a temperature index: a fractional integrated approach. Zbl 1430.91107
Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia
3
2020
Dynamic programming via measurable selection. Zbl 1161.90516
Cerqueti, Roy
2
2009
Stochastic Ising model with flipping sets of spins and fast decreasing temperature. Zbl 1391.60233
Cerqueti, Roy; De Santis, Emilio
2
2018
Copulas, uncertainty, and false discovery rate control. Zbl 1453.62489
Cerqueti, Roy; Lupi, Claudio
2
2018
Forecasting macroeconomic fundamentals in economic crises. Zbl 1357.90098
Bovi, Maurizio; Cerqueti, Roy
2
2016
Earthquakes economic costs through rank-size laws. Zbl 1456.91066
Ficcadenti, Valerio; Cerqueti, Roy
2
2017
Optimal investment in research and development under uncertainty. Zbl 1332.90123
Cerqueti, Roy; Marazzina, Daniele; Ventura, Marco
1
2016
On the asymptotic behaviour of random matrices in a multivariate statistical model. Zbl 1283.62114
Cerqueti, Roy; Costantini, Mauro
1
2008
Some nonparametric asymptotic results for a class of stochastic processes. Zbl 1203.62168
Cerqueti, Roy; Costantini, Mauro
1
2010
A dynamic stochastic model of asset pricing with heterogeneous beliefs. Zbl 1183.91115
Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta
1
2010
Approximating multivariate Markov chains for bootstrapping through contiguous partitions. Zbl 1318.91081
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
1
2015
Corruption, growth and ethnic fractionalization: a theoretical model. Zbl 1294.91132
Cerqueti, Roy; Coppier, Raffaella; Piga, Gustavo
1
2012
A network approach to risk theory and portfolio selection. Zbl 1383.91002
Cerqueti, Roy; Lupi, Claudio
1
2017
A new concept of reliability system and applications in finance. Zbl 1492.90046
Cerqueti, Roy
1
2022
Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption. Zbl 1415.91188
Argentiero, Amedeo; Bovi, Maurizio; Cerqueti, Roy
1
2016
Cross ranking of cities and regions: population versus income. Zbl 1456.91087
Cerqueti, Roy; Ausloos, Marcel
1
2015
A stochastic model for evaluating the peaks of commodities’ returns. Zbl 07889701
Cerqueti, Roy; Mattera, Raffaele; Ramponi, Alessandro
1
2024
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy. Zbl 07546419
Cerqueti, Roy; Coppier, Raffaella; Girardi, Alessandro; Ventura, Marco
1
2022
Data validity and statistical conformity with Benford’s law. Zbl 1498.62353
Cerqueti, Roy; Maggi, Mario
1
2021
Risk and uncertainty in the patent race: a probabilistic model. Zbl 1433.91101
Cerqueti, Roy; Ventura, Marco
1
2015
A theory of misperception in a stochastic dominance framework and its application to structured financial products. Zbl 1473.91033
Castellano, Rosella; Cerqueti, Roy
1
2018
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league “Serie A”. Zbl 07712023
Ficcadenti, Valerio; Cerqueti, Roy; Varde’i, Ciro Hosseini
1
2023
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes. Zbl 1516.62130
Ausloos, Marcel; Cerqueti, Roy
1
2018
The skew normal multivariate risk measurement framework. Zbl 07205160
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen
1
2020
Severe testing of Benford’s law. Zbl 1520.62006
Cerqueti, Roy; Lupi, Claudio
1
2023
A stochastic model for evaluating the peaks of commodities’ returns. Zbl 07889701
Cerqueti, Roy; Mattera, Raffaele; Ramponi, Alessandro
1
2024
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league “Serie A”. Zbl 07712023
Ficcadenti, Valerio; Cerqueti, Roy; Varde’i, Ciro Hosseini
1
2023
Severe testing of Benford’s law. Zbl 1520.62006
Cerqueti, Roy; Lupi, Claudio
1
2023
A new concept of reliability system and applications in finance. Zbl 1492.90046
Cerqueti, Roy
1
2022
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy. Zbl 07546419
Cerqueti, Roy; Coppier, Raffaella; Girardi, Alessandro; Ventura, Marco
1
2022
Model-based fuzzy time series clustering of conditional higher moments. Zbl 1519.62018
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
8
2021
Systemic risk assessment through high order clustering coefficient. Zbl 1473.91027
Cerqueti, Roy; Clemente, Gian Paolo; Grassi, Rosanna
6
2021
An optimization model for minimizing systemic risk. Zbl 1461.91338
Castellano, Rosella; Cerqueti, Roy; Clemente, Gian Paolo; Grassi, Rosanna
6
2021
Long memory and crude oil’s price predictability. Zbl 1476.91142
Cerqueti, Roy; Fanelli, Viviana
4
2021
Data validity and statistical conformity with Benford’s law. Zbl 1498.62353
Cerqueti, Roy; Maggi, Mario
1
2021
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Zbl 1464.62416
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
3
2020
Exploring the financial risk of a temperature index: a fractional integrated approach. Zbl 1430.91107
Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia
3
2020
The skew normal multivariate risk measurement framework. Zbl 07205160
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen
1
2020
A generalized error distribution copula-based method for portfolios risk assessment. Zbl 07563882
Cerqueti, Roy; Giacalone, Massimiliano; Panarello, Demetrio
4
2019
Stochastic Ising model with flipping sets of spins and fast decreasing temperature. Zbl 1391.60233
Cerqueti, Roy; De Santis, Emilio
2
2018
Copulas, uncertainty, and false discovery rate control. Zbl 1453.62489
Cerqueti, Roy; Lupi, Claudio
2
2018
A theory of misperception in a stochastic dominance framework and its application to structured financial products. Zbl 1473.91033
Castellano, Rosella; Cerqueti, Roy
1
2018
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes. Zbl 1516.62130
Ausloos, Marcel; Cerqueti, Roy
1
2018
Relevant states and memory in Markov chain bootstrapping and simulation. Zbl 1394.90553
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian
5
2017
Earthquakes economic costs through rank-size laws. Zbl 1456.91066
Ficcadenti, Valerio; Cerqueti, Roy
2
2017
A network approach to risk theory and portfolio selection. Zbl 1383.91002
Cerqueti, Roy; Lupi, Claudio
1
2017
Non-exchangeable copulas and multivariate total positivity. Zbl 1433.62131
Cerqueti, Roy; Lupi, Claudio
4
2016
Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion. Zbl 1346.91175
Castellano, Rosella; Cerqueti, Roy; Spinesi, Luca
3
2016
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption. Zbl 1348.91213
Cerqueti, Roy; Coppier, Raffaella
3
2016
Corruption, evasion and environmental policy: a game theory approach. Zbl 1433.91106
Cerqueti, Roy; Coppier, Raffaella
3
2016
Forecasting macroeconomic fundamentals in economic crises. Zbl 1357.90098
Bovi, Maurizio; Cerqueti, Roy
2
2016
Optimal investment in research and development under uncertainty. Zbl 1332.90123
Cerqueti, Roy; Marazzina, Daniele; Ventura, Marco
1
2016
Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption. Zbl 1415.91188
Argentiero, Amedeo; Bovi, Maurizio; Cerqueti, Roy
1
2016
Approximating multivariate Markov chains for bootstrapping through contiguous partitions. Zbl 1318.91081
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
1
2015
Cross ranking of cities and regions: population versus income. Zbl 1456.91087
Cerqueti, Roy; Ausloos, Marcel
1
2015
Risk and uncertainty in the patent race: a probabilistic model. Zbl 1433.91101
Cerqueti, Roy; Ventura, Marco
1
2015
Mean-variance portfolio selection in presence of infrequently traded stocks. Zbl 1304.91183
Castellano, Rosella; Cerqueti, Roy
10
2014
A tabu search heuristic procedure in Markov chain bootstrapping. Zbl 1292.90134
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
5
2013
Extension of dependence properties to semi-copulas and applications to the mean-variance model. Zbl 1284.62306
Cerqueti, Roy; Spizzichino, Fabio
3
2013
Economic interactions and social tolerance: a dynamic perspective. Zbl 1284.91484
Cerqueti, Roy; Correani, Luca; Garofalo, Giuseppe
3
2013
Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach. Zbl 1241.91128
Castellano, Rosella; Cerqueti, Roy
4
2012
Financing policies via stochastic control: a dynamic programming approach. Zbl 1250.90059
Cerqueti, Roy
4
2012
The perspective of a bank in granting credits: an optimization model. Zbl 1254.90134
Cerqueti, Roy; Quaranta, Anna Grazia
4
2012
Corruption, growth and ethnic fractionalization: a theoretical model. Zbl 1294.91132
Cerqueti, Roy; Coppier, Raffaella; Piga, Gustavo
1
2012
Some nonparametric asymptotic results for a class of stochastic processes. Zbl 1203.62168
Cerqueti, Roy; Costantini, Mauro
1
2010
A dynamic stochastic model of asset pricing with heterogeneous beliefs. Zbl 1183.91115
Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta
1
2010
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts. Zbl 1231.91152
Cerqueti, Roy; Foschi, Rachele; Spizzichino, Fabio
4
2009
Dynamic programming via measurable selection. Zbl 1161.90516
Cerqueti, Roy
2
2009
On the asymptotic behaviour of random matrices in a multivariate statistical model. Zbl 1283.62114
Cerqueti, Roy; Costantini, Mauro
1
2008
all top 5

Cited by 201 Authors

29 Cerqueti, Roy
5 Mattera, Raffaele
5 Pelizzari, Cristian
4 Falbo, Paolo
3 Ausloos, Marcel R.
3 Castellano, Rosella
3 D’Urso, Pierpaolo
3 Giacalone, Massimiliano
3 Ventura, Marco
2 De Santis, Emilio
2 Di, Hao
2 Dickhaus, Thorsten
2 Guastaroba, Gianfranco
2 López-Oriona, Ángel
2 Lupi, Claudio
2 Ramponi, Alessandro
2 Vilar, José Antonio
1 Abdi, Me’raj
1 Ahmad, Rauf
1 Alexandre, Michel
1 Alonso, Andrés M.
1 Anteneodo, Celia
1 Antonelli, Fabio
1 Arcagni, Alberto
1 Archibald, Thomas Welsh
1 Arnroth, Lukas
1 Arriaza, Antonio
1 Avilés-Ochoa, Ezequiel
1 Balakrishnan, Narayanaswamy
1 Barabesi, Lucio
1 Barrera, Javiera
1 Bastidon, Cécile
1 Bastos, João A.
1 Belloum, Adam
1 Berenbrink, Petra
1 Bodnar, Taras
1 Boomsma, Trine Krogh
1 Boubaker, Sahbi
1 Bovi, Maurizio
1 Brandimarte, Paolo
1 Caiado, Jorge
1 Capponi, Agostino
1 Casanova-Mateo, C.
1 Casarin, Roberto
1 Casillas-Perez, David
1 Ceptureanu, Eduard Gabriel
1 Ceptureanu, Sebastian
1 Cerioli, Andrea
1 Chernonog, Tatyana
1 Cinelli, Matteo
1 Consigli, Giorgio
1 Coppier, Raffaella
1 Correani, Luca
1 Costantini, Mauro
1 Cuadra, Lucas
1 De Giovanni, Livia
1 de Laat, Cees
1 Del Ser, Javier
1 Dhesi, Gurjeet S.
1 Di Dio, Fabio
1 Di Marzio, Marco
1 Dindo, Pietro
1 Dou, Ronggang
1 Duarte Queirós, Silvio M.
1 Durante, Fabrizio
1 Elsässer, Robert
1 Ernstsen, Rune Ramsdal
1 Fan, Qi
1 Fanelli, Viviana
1 Fang, Jia
1 Ferraro, Giovanna
1 Feuerriegel, Stefan
1 Ficcadenti, Valerio
1 Flores-Sosa, Martha
1 Flori, Andrea
1 Franzoni, Simona
1 Ftiti, Zied
1 Gamboa, Carolina
1 Ghiselli Ricci, Roberto
1 Giacometti, Rosella
1 Giudici, Paolo
1 Gordon, Julius
1 Grassi, Rosanna
1 Gu, Mengdi
1 Guerrero, Vanesa
1 Ha, Youngmin
1 Hakim, Arief
1 Hazır, Öncü
1 He, Yuchang
1 Herrera-Cáceres, Carlos Antonio
1 Herteliu, Claudiu
1 Huang, Dong
1 Huang, Xiaoxia
1 Ibeas, Asier
1 Iovanella, Antonio
1 Jamalizadeh, Ahad
1 Jarrow, Robert Alan
1 Ji, Xiang
1 Jia, Bin
1 Khmelnitsky, Eugene
...and 101 more Authors
all top 5

Cited in 47 Serials

21 Annals of Operations Research
11 European Journal of Operational Research
7 International Journal of Approximate Reasoning
3 Information Sciences
2 Chaos, Solitons and Fractals
2 Fuzzy Sets and Systems
2 Journal of Computational and Applied Mathematics
2 Communications in Nonlinear Science and Numerical Simulation
2 Applied Stochastic Models in Business and Industry
2 OR Spectrum
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 Physics Reports
1 Applied Mathematics and Computation
1 Journal of Multivariate Analysis
1 Journal of Optimization Theory and Applications
1 Metron
1 Naval Research Logistics
1 Statistica
1 Mathematical Social Sciences
1 Insurance Mathematics & Economics
1 Statistics
1 Algorithmica
1 Economics Letters
1 Journal of Global Optimization
1 Computational Statistics
1 Journal of Statistical Computation and Simulation
1 Computational Economics
1 Test
1 Mathematical Problems in Engineering
1 Discrete Dynamics in Nature and Society
1 Journal of Applied Statistics
1 CEJOR. Central European Journal of Operations Research
1 Quantitative Finance
1 Journal of Applied Mathematics
1 Hacettepe Journal of Mathematics and Statistics
1 Computational Management Science
1 Mathematics and Financial Economics
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 The B. E. Journal of Theoretical Economics
1 Electronic Journal of Statistics
1 Probability Surveys
1 Dynamic Games and Applications
1 Journal of Dynamics and Games
1 Dependence Modeling

Citations by Year

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