Roy Cerqueti

According to our database, Roy Cerqueti authored at least 58 papers between 2003 and 2024.

Collaborative distances:

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

2024

Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.

Roy Cerqueti, Hayette Gatfaoui, Giulia Rotundo

Ann. Oper. Res., April, 2024

Multiway clustering with time-varying parameters.

Roy Cerqueti, Raffaele Mattera, Germana Scepi

Comput. Stat., February, 2024

Correction to: Financial interbanking networks resilience under shocks propagation.

Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella

Ann. Oper. Res., January, 2024

The inherent randomness of news virality on social media.

Emanuele Sangiorgio, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi

CoRR, 2024

2023

Financial interbanking networks resilience under shocks propagation.

Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella

Ann. Oper. Res., November, 2023

A novel methodology to disambiguate organization names: an application to EU Framework Programmes data.

Andrea Ancona, Roy Cerqueti, Gianluca Vagnani

Scientometrics, August, 2023

Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems.

Jorgen Vitting-Andersen, Roy Cerqueti, Jessica Riccioni

Ann. Oper. Res., July, 2023

A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league "Serie A".

Valerio Ficcadenti, Roy Cerqueti, Ciro Hosseini Varde'i

Ann. Oper. Res., June, 2023

Fuzzy clustering of time series with time-varying memory.

Roy Cerqueti, Raffaele Mattera

Int. J. Approx. Reason., 2023

2022

Innovation ambidexterity and impact on the performance in IT companies: the moderating role of business experience.

Sebastian Ion Ceptureanu, Eduard Gabriel Ceptureanu, Roy Cerqueti

Technol. Anal. Strateg. Manag., 2022

The complex interplay between COVID-19 and economic activity.

Roy Cerqueti, Fabio Tramontana, Marco Ventura

Math. Soc. Sci., 2022

Markov Chain Monte Carlo for generating ranked textual data.

Roy Cerqueti, Valerio Ficcadenti, Gurjeet Dhesi, Marcel Ausloos

Inf. Sci., 2022

Weighted score-driven fuzzy clustering of time series with a financial application.

Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera

Expert Syst. Appl., 2022

A new concept of reliability system and applications in finance.

Roy Cerqueti

Ann. Oper. Res., 2022

2021

Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall.

Mauro Bernardi, Roy Cerqueti, Arsen Palestini

J. Oper. Res. Soc., 2021

Model-based fuzzy time series clustering of conditional higher moments.

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera

Int. J. Approx. Reason., 2021

Editorial: Theories and Applications in Network Science.

Roy Cerqueti, Feng Shi

Frontiers Appl. Math. Stat., 2021

Multiple breaks detection in financial interval-valued time series.

Carmela Cappelli, Roy Cerqueti, Pierpaolo D'Urso, Francesca Di Iorio

Expert Syst. Appl., 2021

Long memory and crude oil's price predictability.

Roy Cerqueti, Viviana Fanelli

Ann. Oper. Res., 2021

Preface: recent developments in financial modelling and risk management.

Roy Cerqueti, Rita Laura D'Ecclesia, Susanna Levantesi

Ann. Oper. Res., 2021

Systemic risk assessment through high order clustering coefficient.

Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi

Ann. Oper. Res., 2021

2020

Influence measures in subnetworks using vertex centrality.

Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi

Soft Comput., 2020

Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study.

Eduard Gabriel Ceptureanu, Sebastian Ion Ceptureanu, Claudiu Herteliu, Roy Cerqueti

Soft Comput., 2020

Words ranking and Hirsch index for identifying the core of the hapaxes in political texts.

Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi

J. Informetrics, 2020

Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling.

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera

Inf. Sci., 2020

Tsallis Entropy for Cross-Shareholding Network Configurations.

Roy Cerqueti, Giulia Rotundo, Marcel Ausloos

Entropy, 2020

The Skew Normal multivariate risk measurement framework.

Mauro Bernardi, Roy Cerqueti, Arsen Palestini

Comput. Manag. Sci., 2020

Exploring the financial risk of a temperature index: a fractional integrated approach.

Rosella Castellano, Roy Cerqueti, Giulia Rotundo

Ann. Oper. Res., 2020

2019

Civic capital and support for the welfare state.

Roy Cerqueti, Fabio Sabatini, Marco Ventura

Soc. Choice Welf., 2019

Measuring network resilience through connection patterns.

Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella

Reliab. Eng. Syst. Saf., 2019

A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches.

Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos

Expert Syst. Appl., 2019

Corrigendum to "Relevant states and memory in Markov chain bootstrapping and simulation" [European Journal of Operational Research, Volume 256, Issue 1, 1 January 2017, Pages 163-177].

Roy Cerqueti, Paolo Falbo, Cristian Pelizzari

Eur. J. Oper. Res., 2019

Stratified communities in complex business networks.

Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi

CoRR, 2019

2018

Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective.

Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti

Technol. Anal. Strateg. Manag., 2018

Copulas, uncertainty, and false discovery rate control.

Roy Cerqueti, Claudio Lupi

Int. J. Approx. Reason., 2018

A new measure for community structures through indirect social connections.

Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella

Expert Syst. Appl., 2018

Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach.

Roy Cerqueti, Giulia Rotundo, Marcel Ausloos

Entropy, 2018

2017

Relevant states and memory in Markov chain bootstrapping and simulation.

Roy Cerqueti, Paolo Falbo, Cristian Pelizzari

Eur. J. Oper. Res., 2017

Social triangles and generalized clustering coefficient for weighted networks.

Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella

CoRR, 2017

A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping.

Roy Cerqueti, Paolo Falbo, Cristian Pelizzari, Federica Ricca, Andrea Scozzari

Ann. Oper. Res., 2017

2016

Risk measures on networks and expected utility.

Roy Cerqueti, Claudio Lupi

Reliab. Eng. Syst. Saf., 2016

Optimal Investment in Research and Development Under Uncertainty.

Roy Cerqueti, Daniele Marazzina, Marco Ventura

J. Optim. Theory Appl., 2016

Non-exchangeable copulas and multivariate total positivity.

Roy Cerqueti, Claudio Lupi

Inf. Sci., 2016

Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion.

Rosella Castellano, Roy Cerqueti, Luca Spinesi

Eur. J. Oper. Res., 2016

A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption.

Roy Cerqueti, Raffaella Coppier

Ann. Oper. Res., 2016

Forecasting macroeconomic fundamentals in economic crises.

Maurizio Bovi, Roy Cerqueti

Ann. Oper. Res., 2016

2015

The impact of innovation on companies' performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange.

Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti

Technol. Anal. Strateg. Manag., 2015

Approximating multivariate Markov chains for bootstrapping through contiguous partitions.

Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari

OR Spectr., 2015

2014

Mean-Variance portfolio selection in presence of infrequently traded stocks.

Rosella Castellano, Roy Cerqueti

Eur. J. Oper. Res., 2014

2013

Extension of dependence properties to semi-copulas and applications to the mean-variance model.

Roy Cerqueti, Fabio Spizzichino

Fuzzy Sets Syst., 2013

A Tabu Search heuristic procedure in Markov chain bootstrapping.

Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari

Eur. J. Oper. Res., 2013

2012

The perspective of a bank in granting credits: an optimization model.

Roy Cerqueti, Anna Grazia Quaranta

Optim. Lett., 2012

Financing policies via stochastic control: a dynamic programming approach.

Roy Cerqueti

J. Glob. Optim., 2012

The role of diversity in persistence aggregation.

Roy Cerqueti, Giulia Rotundo

Int. J. Intell. Syst., 2012

Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach.

Rosella Castellano, Roy Cerqueti

Appl. Math. Comput., 2012

2010

Memory Property in Heterogeneously Populated Markets.

Roy Cerqueti, Giulia Rotundo

Proceedings of the Preferences and Decisions - Models and Applications, 2010

2007

Productivity and costs for firms in presence of technology renewal processes.

Roy Cerqueti, Giulia Rotundo

Int. Trans. Oper. Res., 2007

2003

Microeconomic modeling of financial time series with long term memory.

Roy Cerqueti, Giulia Rotundo

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003