A Matrix-Variate t Model for Networks. - Monica Billio; Roberto Casarin; Michele Costola; Matteo Iacopini (Frontiers Artif. Intell., 2021)

Impact of public news sentiment on stock market index return and volatility. - Gianluca Anese; Marco Corazza; Michele Costola; Loriana Pelizzon (Comput. Manag. Sci., 2023)

Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. - Michele Costola; Bertrand Maillet; Zhining Yuan; Xiang Zhang (Ann. Oper. Res., 2024)