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A neural network approach for credit risk evaluation

Angelini, Eliana; Tollo, Giacomo di; Roli, Andrea - In: The quarterly review of economics and finance : journal … 48 (2008) 4, pp. 733-755

Persistent link: https://www.econbiz.de/10003786476

Large neighbourhood search algorithms for the founder sequence reconstruction problem

Roli, Andrea; Benedettini, Stefano; Stützle, Thomas G.; … - In: Computers & operations research : and their … 39 (2012) 2, pp. 213-224

Persistent link: https://www.econbiz.de/10009348523

Constructing long/short portfolios with the Omega ratio

Gilli, Manfred; Schumann, Enrico; Di Tollo, Giacomo; … - 2008

We construct portfolios with an alternative selection criterion, the Omega function, which can be expressed as the ratio of two partial moments of the returns distribution. Finding Omega-optimal portfolios, in particular under realistic constraints like cardinality restrictions, requires to...

Persistent link: https://www.econbiz.de/10003966094

Constructing 130/30-portfolios with the Omega ratio

Gilli, Manfred; Schumann, Enrico; Di Tollo, Giacomo; … - In: The journal of asset management 12 (2011) 2, pp. 94-108

Persistent link: https://www.econbiz.de/10009232559

Elman nets for credit risk assessment

Di Tollo, Giacomo; Lyra, Marianna - In: Decision theory and choices : a complexity approach, (pp. 147-167). 2010

Persistent link: https://www.econbiz.de/10009666313

Metaheuristics for the index tracking problem

Di Tollo, Giacomo; Maringer, Dietmar G. - In: Metaheuristics in the service industry, (pp. 127-154). 2009

Persistent link: https://www.econbiz.de/10003852274

Determining the relationship between co-creation and innovation by neural networks

Di Tollo, Giacomo; Tanev, Stoyan; Slim, Kassis Mohamed; … - In: Complexity in economics : cutting edge research, (pp. 49-62). 2014

Persistent link: https://www.econbiz.de/10011500844

Detection of local tourism systems by threshold accepting

Andria, Joseph; Di Tollo, Giacomo; Pesenti, Raffaele - In: Computational Management Science : CMS 12 (2015) 4, pp. 559-575

Persistent link: https://www.econbiz.de/10011386276

A generalised linear model approach to predict the result of research evaluation

Basso, Antonella; Di Tollo, Giacomo - In: Mathematical and statistical methods for actuarial …, (pp. 29-41). 2017

Persistent link: https://www.econbiz.de/10012098749

Design of adaptive Elman networks for credit risk assessment

Corazza, Marco; De March, Davide; Di Tollo, Giacomo - In: Quantitative finance 21 (2021) 2, pp. 323-340

Persistent link: https://www.econbiz.de/10012424593