Dati sulla ricerca

  • Tipo di prodotto / pubblicazione: Contributo in Atti di convegno
  1. P. Falbo, R. Cerqueti, C. Pelizzari, F. Ricca, SCOZZARI A, G. Guastaroba (2016). The partition of transition probability matrices in Markov chain bootstrapping: Application to electricity markets. In: Abstracts of 40th Annual Meeting of the Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES), Catania, 15-17 September 2016.

 

  1. F. Cesarone, R. Bruni, SCOZZARI A, F. Tardella (2016). Exact and approximate stochastic dominance for portfolio selection. In: Abstracts of 40th Annual Meeting of the Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES), Catania, 15-17 September 2016.

 

  1. J. Puerto, I. Lari, F. Ricca, SCOZZARI A (2016). Polynomial algorithms for partitioning trees with uniform criteria. In: Abstracts del 28th European Conference on Operational Research. Poznan (Polonia), 3-6 July 2016.

 

  1. J. Puerto, I. Lari, F. Ricca, SCOZZARI A (2016). Algorithms for uniform centered partitions of trees. In: Abstracts del 14th Cologne-Twente workshop (CTW 2016). Gargnano (Brescia), 6-8 June 2016.

 

  1. F. Cesarone, R. Bruni, SCOZZARI A, F. Tardella (2016). On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection. In: Abstracts XVII WORKSHOP ON QUANTITATIVE FINANCE. Pisa, 28-29 Gennaio 2016.

 

  1. F. Cesarone, SCOZZARI A, F. Tardella (2015). MINLP models for portfolio selection. In: Atti della conferenza internazionale: Second Sevilla Workshop on Mixed Integer Nonlinear Programming. Sevilla (Spain), March 30 – April 1, 2015.

 

  1. F. Cesarone, SCOZZARI A, F. Tardella (2015). Pseudo-Boolean Models for Portfolio Selection. In: Abstracts of the 27th European Conference on Operational Reserach. Glasgow, 12-15 Luglio 2015.

 

  1. R. Bruni, F. Cesarone, SCOZZARI A, F. Tardella (2012). A LINEAR RISK-RETURN MODEL FOR ENHANCED INDEXATION. In: (a cura di): Università degli studi di L’Aquila, Department of Pure and Applied Mathematics. , Abstract XIII WORKSHOP ON QUANTITATIVE FINANCE. L’Aquila, 26-27 Gennaio 2012.

 

  1. R. Bruni, F. Cesarone, SCOZZARI A, F. Tardella (2012). A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance. In: Abstract in the EURO – The Association of European Operational Societies. 25th European Conference on Operational Research. Vilnius, luglio 2012.

 

  1. R. Cerqueti, P. Falbo, C. Pelizzari, F. Ricca, SCOZZARI A (2012). A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping. In: Abstract of the EURO – The Association of European Operational Research Societies. 25th European Conference on Operational Research. Vilnius, luglio 2012.

 

  1. R. Bruni, F. Cesarone, SCOZZARI A, F. Tardella (2012). A Risk-Return Approach to Enhanced Indexation. In: Abstract in the EURO – The Association of European Operational Societies. 25th European Conference on Operational Research. Vilnius, luglio 2012.

 

  1. F. Ricca, SCOZZARI A, P. Serafini, B. Simeone (2012). Error Minimization: a new class of methods for Biproportional Apportionment. In: Atti del workshop: Models of Collusion, Games and Decisions for Application to Judging, Selling and Voting. Oldofredi Castle, Monte Isola (BS), 18-19 Giugno, 2012.

 

  1. J. Puerto, F. Ricca, SCOZZARI A (2012). Reliability path-shaped facility location on networks. In: Atti NET 2012 International Workshop on Network models in statistics, economics and social sciences. Trento, 8-9 Novembre 2012.

 

  1. SCOZZARI A, Tardella F (2011). A clique algorithm for nonconvex mixed-integer standard quadratic programming. In: Sixth International Winter Conference of the Italian Operational Research Society. Cortina d’Ampezzo, Febbraio 7-11, 2011, AIRO – Associazione Italiana di Ricerca Operativa.

 

  1. SCOZZARI A (2011). Some insights on the extensive facility location problems on graphs. In: Exploratory workshop on locational analysis: Trends on theory and applications. Sevilla, Spain, 28.30 Novembre 2011.

 

  1. SCOZZARI A, F. Tardella (2010). A clique algorithm for finding all local, global, and cardinality constrained optima in Standard Quadratic Programming. In: XLI Annual Conference Italian Operational Research Society. OPERATIONS RESEARCH FOR COMPLEX DECISION MAKING. Santa Trada, (RC), September 7-10, 2010, Reggio Calabria: AIRO.

 

  1. R. Cerqueti, P. Falbo, C. Pelizzari, SCOZZARI A (2010). Row Clustering of a Markov Chain Transition Probability Matrix: A Mixed Integer Linear Programming Approach. In: Atti XXXIV Convegno AMASES. MACERATA, 1-4 SETTEMBRE 2010.

 

  1. F. Pukelsheim, F. Ricca, SCOZZARI A, P. Serafini, B. Simeone: (2009). Network flow methods for electoral systems. In: INOC 2009 – International Network Optimization Conference. Pisa, 26-29 Aprile 2009.

 

  1. R. Cesarone, SCOZZARI A, Tardella F. (2008). A Clique Algorithm for Cardinality Constrained Portfolio Optimization. In: 5th International Computational Management Science. London, 26-28 March 2008.

 

  1. P. Dell’Olmo, M. Gentili, SCOZZARI A (2002). Finding dissimilar routes for the transportation of hazardous materials. In: Proceedings of the 13th Mini-EURO Conference and 9th Meeting of the Euro Working Group on Transportation. Bari, 2002, iasi.cnr.it.