| 2008 |
|---|
| 9 | EE | Marina Resta,
Stefano Santini:
Robust Hedging of Electricity Retail Portfolios with CVaR Constraints.
MCO 2008: 264-272 |
| 2007 |
|---|
| 8 | EE | Marina Resta:
Portfolio Optimization Through Elastic Maps: Some Evidence from the Italian Stock Exchange.
KES (2) 2007: 635-641 |
| 2006 |
|---|
| 7 | EE | Marina Resta:
On the Profitability of Scalping Strategies Based on Neural Networks.
KES (3) 2006: 641-646 |
| 2005 |
|---|
| 6 | EE | Marina Resta:
A R/S Approach to Trends Breaks Detection.
KES (1) 2005: 21-26 |
| 2004 |
|---|
| 5 | EE | Marcello Cattaneo Adorno,
Marina Resta:
Reliability and Convergence on Kohonen Maps: An Empirical Study.
KES 2004: 426-433 |
| 2003 |
|---|
| 4 | EE | Marcello Cattaneo Adorno,
Marina Resta:
A Note on the Sensitivity to Parameters in the Convergence of Self-Organizing Maps.
KES 2003: 1088-1094 |
| 2000 |
|---|
| 3 | EE | Marina Resta:
Towards an Artificial Technical Analysis of Financial Markets.
IJCNN (5) 2000: 117-122 |
| 2 | EE | Marina Resta:
Soft computing techniques to model the economics of incentives.
KES 2000: 716-719 |
| 1 | EE | Marina Resta:
ATA: the Artificial Technical Analyst. Building intra-day market strategies.
KES 2000: 729-732 |
