l1-Regularization in Portfolio Selection with Machine Learning von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda, Scognamiglio, Salvatore

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Split Bregman iteration for multi-period mean variance portfolio optimization von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda

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Quantile mortality modelling of multiple populations via neural networks von Corsaro, Stefania, Marino, Zelda, Scognamiglio, Salvatore

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A general framework for pricing Asian options under stochastic volatility on parallel architectures von Corsaro, Stefania, Kyriakou, Ioannis, Marazzina, Daniele, Marino, Zelda

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Learning fused lasso parameters in portfolio selection via neural networks von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda, Scognamiglio, Salvatore

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Fused Lasso approach in portfolio selection von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda

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Regularization for multi-period portfolio selection von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda, Perla, Francesca

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l_1$$-Regularization for multi-period portfolio selection von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda, Perla, Francesca

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l1-Regularization for multi-period portfolio selection von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda, Perla, Francesca

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Machine learning techniques in nested stochastic simulations for life insurance von Castellani, Gilberto, Fiore, Ugo, Marino, Zelda, Passalacqua, Luca, Perla, Francesca, Scognamiglio, Salvatore, Zanetti, Paolo

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Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms von Antonelli, Laura, Corsaro, Stefania, Marino, Zelda, Rizzardi, Mariarosaria

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Effectiveness of Investments in Prevention of Geological Disasters von Fiore, Ugo, Marino, Zelda, Perla, Francesca, Pietroluongo, Mariafortuna, Scognamiglio, Salvatore, Zanetti, and Paolo

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Wavelets in Multi-Scale Time Series Analysis: An Application to Seismic Data von Corsaro, Stefania, Angelis, Pasquale Luigi De, Fiore, Ugo, Marino, Zelda, Perla, Francesca, Pietroluongo, Mariafortuna

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Wavelet Techniques for Option Pricing on Advanced Architectures von Corsaro, Stefania, Marazzina, Daniele, Marino, Zelda

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Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios von Corsaro, Stefania, Marino, Zelda, Perla, Francesca, Zanetti, Paolo

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Financial Evaluation of Life Insurance Policies in High Performance Computing Environments von Corsaro, Stefania, De Angelis, Pasquale Luigi, Marino, Zelda, Zanetti, Paolo

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L1-regularization for multi-period portfolio selection von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda, Perla, Francesca

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L1-regularization for multi-period portfolio selection von Corsaro, Stefania, De Simone, Valentina, Marino, Zelda, Perla, Francesca

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Numerical Solution of the Regularized Portfolio Selection Problem von Corsaro, Stefania, Simone, Valentina De, Marino, Zelda, Perla, Francesca

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Tuning a Deep Learning Network for Solvency II: Preliminary Results von Fiore, Ugo, Marino, Zelda, Passalacqua, Luca, Perla, Francesca, Scognamiglio, Salvatore, Zanetti, Paolo

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