Financial modelling and risk management. - Rita Laura D'Ecclesia (Eur. J. Oper. Res., 2005)

Estimation of asset demands by heterogeneous agents. - Rita Laura D'Ecclesia; Stavros A. Zenios (Eur. J. Oper. Res., 2005)

Long swings in exchange rates: a stochastic control approach. - Rosella Castellano; Rita Laura D'Ecclesia (Int. Trans. Oper. Res., 2007)

Term structure of interest rates and the expectation hypothesis: The euro area. - Silvana Musti; Rita Laura D'Ecclesia (Eur. J. Oper. Res., 2008)

Subband prediction of energy commodity prices. - Massimo Panella; Francesco Barcellona; Rita Laura D'Ecclesia (SPAWC, 2012)

Forecasting Energy Commodity Prices Using Neural Networks. - Massimo Panella; Francesco Barcellona; Rita Laura D'Ecclesia (Adv. Decis. Sci., 2012)

A study on crude oil prices modeled by neurofuzzy networks. - Massimo Panella; Luca Liparulo; Francesco Barcellona; Rita Laura D'Ecclesia (FUZZ-IEEE, 2013)

CDS volatility: the key signal of credit quality. - Rosella Castellano; Rita Laura D'Ecclesia (Ann. Oper. Res., 2013)

The state of financial modelling in 2012, as shaped by the GFC. - Rita Laura D'Ecclesia (Central Eur. J. Oper. Res., 2014)

Cepstral-based clustering of financial time series. - Pierpaolo D'Urso; Livia De Giovanni; Riccardo Massari; Rita Laura D'Ecclesia; Elizabeth Ann Maharaj (Expert Syst. Appl., 2020)

Preface: recent developments in financial modelling and risk management. - Roy Cerqueti; Rita Laura D'Ecclesia; Susanna Levantesi (Ann. Oper. Res., 2021)

Volatility in the stock market: ANN versus parametric models. - Rita Laura D'Ecclesia; Daniele Clementi (Ann. Oper. Res., 2021)

The European gas market: new evidences. - Vera Jotanovic; Rita Laura D'Ecclesia (Ann. Oper. Res., 2021)

ESG score prediction through random forest algorithm. - Valeria D'Amato; Rita Laura D'Ecclesia; Susanna Levantesi (Comput. Manag. Sci., 2022)