Credit risk analysis of mortgage loans: An application to the Italian market. - Carlo Mari; Roberto Renò (Eur. J. Oper. Res., 2005)

Risk shaping of optimal electricity portfolios in the stochastic LCOE theory. - Carlo Lucheroni; Carlo Mari (Comput. Oper. Res., 2018)

Internal hedging of intermittent renewable power generation and optimal portfolio selection. - Carlo Lucheroni; Carlo Mari (Ann. Oper. Res., 2021)

Unsupervised expectation-maximization algorithm initialization for mixture models: A complex network-driven approach for modeling financial time series. - Carlo Mari; Cristiano Baldassari (Inf. Sci., 2022)

A graph-based superframework for mixture model estimation using EM: an analysis of US wholesale electricity markets. - Carlo Mari; Cristiano Baldassari (Neural Comput. Appl., 2023)

Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market. - Carlo Mari; Cristiano Baldassari (Comput. Manag. Sci., 2023)

Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach. - Carlo Mari; Cristiano Baldassari (Neural Comput. Appl., 2024)

Stochastic DNN-based models meet hidden Markov models: a challenge on natural gas prices at the Henry Hub. - Carlo Mari; Emiliano Mari (Neural Comput. Appl., 2025)