Blackouts in Power Transmission Networks Due to Spatially Localized Load Anomalies. - Carla Dionisi; Francesca Mariani; Maria Cristina Recchioni; Francesco Zirilli (CRITIS, 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)

A Cooperative Sensor Network: Optimal Deployment and Functioning. - Alfonso Farina; Antonio Graziano; Francesca Mariani; Francesco Zirilli (RAIRO Oper. Res., 2010)

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)

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)

Systemic risk governance in a dynamical model of a banking system. - Lorella Fatone; Francesca Mariani (J. Glob. Optim., 2019)

A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. - Francesca Mariani; Gloria Polinesi; Maria Cristina Recchioni (Comput. Manag. Sci., 2022)

Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach. - Francesca Mariani; Mariateresa Ciommi (Comput., 2022)

A new class of composite indicators: The penalized power mean. - Francesca Mariani; Mariateresa Ciommi; Maria Cristina Recchioni (Eur. J. Oper. Res., 2024)