Francesca Mariani

According to our database, Francesca Mariani authored at least 10 papers between 2008 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Enhancing Defect Detection on Surfaces Using Transfer Learning and Acoustic Non-Destructive Testing.

Michele Lo Giudice, Francesca Mariani, Giosuè Caliano, Alessandro Salvini

Inf., 2025

2024

A new class of composite indicators: The penalized power mean.

Francesca Mariani, Mariateresa Ciommi, Maria Cristina Recchioni

Eur. J. Oper. Res., 2024

2022

Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach.

Francesca Mariani, Mariateresa Ciommi

Comput., 2022

A tail-revisited Markowitz mean-variance approach and a portfolio network centrality.

Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni

Comput. Manag. Sci., 2022

2019

Systemic risk governance in a dynamical model of a banking system.

Lorella Fatone, Francesca Mariani

J. Glob. Optim., 2019

Merton's portfolio problem including market frictions: A closed-form formula supporting the shadow price approach.

Francesca Mariani, Maria Cristina Recchioni, Mariateresa Ciommi

Eur. J. Oper. Res., 2019

2012

Parallel option pricing on GPU: barrier options and realized variance options.

Lorella Fatone, Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

J. Supercomput., 2012

2010

A Cooperative Sensor Network: Optimal Deployment and Functioning.

Alfonso Farina, Antonio Graziano, Francesca Mariani, Francesco Zirilli

RAIRO Oper. Res., 2010

2008

Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory.

Francesca Mariani, Graziella Pacelli, Francesco Zirilli

Optim. Lett., 2008

Blackouts in Power Transmission Networks Due to Spatially Localized Load Anomalies.

Carla Dionisi, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Proceedings of the Critical Information Infrastructure Security, 2008