Microeconomic modeling of financial time series with long term memory. - Roy Cerqueti; Giulia Rotundo (CIFEr, 2003)

Productivity and costs for firms in presence of technology renewal processes. - Roy Cerqueti; Giulia Rotundo (Int. Trans. Oper. Res., 2007)

Memory Property in Heterogeneously Populated Markets. - Roy Cerqueti; Giulia Rotundo (Preferences and Decisions, 2010)

Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. - Rosella Castellano; Roy Cerqueti (Appl. Math. Comput., 2012)

The role of diversity in persistence aggregation. - Roy Cerqueti; Giulia Rotundo (Int. J. Intell. Syst., 2012)

Financing policies via stochastic control: a dynamic programming approach. - Roy Cerqueti (J. Glob. Optim., 2012)

The perspective of a bank in granting credits: an optimization model. - Roy Cerqueti; Anna Grazia Quaranta (Optim. Lett., 2012)

A Tabu Search heuristic procedure in Markov chain bootstrapping. - Roy Cerqueti; Paolo Falbo; Gianfranco Guastaroba; Cristian Pelizzari (Eur. J. Oper. Res., 2013)

Extension of dependence properties to semi-copulas and applications to the mean-variance model. - Roy Cerqueti; Fabio Spizzichino (Fuzzy Sets Syst., 2013)

Mean-Variance portfolio selection in presence of infrequently traded stocks. - Rosella Castellano; Roy Cerqueti (Eur. J. Oper. Res., 2014)

Approximating multivariate Markov chains for bootstrapping through contiguous partitions. - Roy Cerqueti; Paolo Falbo; Gianfranco Guastaroba; Cristian Pelizzari (OR Spectr., 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)

Forecasting macroeconomic fundamentals in economic crises. - Maurizio Bovi; Roy Cerqueti (Ann. 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)

Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion. - Rosella Castellano; Roy Cerqueti; Luca Spinesi (Eur. J. Oper. Res., 2016)

Non-exchangeable copulas and multivariate total positivity. - Roy Cerqueti; Claudio Lupi (Inf. Sci., 2016)

Optimal Investment in Research and Development Under Uncertainty. - Roy Cerqueti; Daniele Marazzina; Marco Ventura (J. Optim. Theory Appl., 2016)

Risk measures on networks and expected utility. - Roy Cerqueti; Claudio Lupi (Reliab. Eng. Syst. Saf., 2016)

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)

Social triangles and generalized clustering coefficient for weighted networks. - Roy Cerqueti; Giovanna Ferraro; Antonio Iovanella (CoRR, 2017)

Relevant states and memory in Markov chain bootstrapping and simulation. - Roy Cerqueti; Paolo Falbo; Cristian Pelizzari (Eur. J. Oper. Res., 2017)

Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach. - Roy Cerqueti; Giulia Rotundo; Marcel Ausloos (Entropy, 2018)

A new measure for community structures through indirect social connections. - Roy Cerqueti; Giovanna Ferraro; Antonio Iovanella (Expert Syst. Appl., 2018)

Copulas, uncertainty, and false discovery rate control. - Roy Cerqueti; Claudio Lupi (Int. J. Approx. Reason., 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)

Stratified communities in complex business networks. - Roy Cerqueti; Gian Paolo Clemente; Rosanna Grassi (CoRR, 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)

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)

Measuring network resilience through connection patterns. - Roy Cerqueti; Giovanna Ferraro; Antonio Iovanella (Reliab. Eng. Syst. Saf., 2019)

Civic capital and support for the welfare state. - Roy Cerqueti; Fabio Sabatini; Marco Ventura (Soc. Choice Welf., 2019)

Exploring the financial risk of a temperature index: a fractional integrated approach. - Rosella Castellano; Roy Cerqueti; Giulia Rotundo (Ann. Oper. Res., 2020)

The Skew Normal multivariate risk measurement framework. - Mauro Bernardi; Roy Cerqueti; Arsen Palestini (Comput. Manag. Sci., 2020)

Tsallis Entropy for Cross-Shareholding Network Configurations. - Roy Cerqueti; Giulia Rotundo; Marcel Ausloos (Entropy, 2020)

Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. - Roy Cerqueti; Massimiliano Giacalone; Raffaele Mattera (Inf. Sci., 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)

Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study. - Eduard Gabriel Ceptureanu; Sebastian-Ion Ceptureanu; Claudiu Herteliu; Roy Cerqueti (Soft Comput., 2020)

Influence measures in subnetworks using vertex centrality. - Roy Cerqueti; Gian Paolo Clemente; Rosanna Grassi (Soft Comput., 2020)

Systemic risk assessment through high order clustering coefficient. - Roy Cerqueti; Gian Paolo Clemente; Rosanna Grassi (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)

Long memory and crude oil's price predictability. - Roy Cerqueti; Viviana Fanelli (Ann. Oper. Res., 2021)

Multiple breaks detection in financial interval-valued time series. - Carmela Cappelli; Roy Cerqueti; Pierpaolo D'Urso; Francesca Di Iorio (Expert Syst. Appl., 2021)

Editorial: Theories and Applications in Network Science. - Roy Cerqueti; Feng Shi (Frontiers Appl. Math. Stat., 2021)

Model-based fuzzy time series clustering of conditional higher moments. - Roy Cerqueti; Massimiliano Giacalone; Raffaele Mattera (Int. J. Approx. Reason., 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)

A new concept of reliability system and applications in finance. - Roy Cerqueti (Ann. Oper. Res., 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)

Markov Chain Monte Carlo for generating ranked textual data. - Roy Cerqueti; Valerio Ficcadenti; Gurjeet Dhesi; Marcel Ausloos (Inf. Sci., 2022)

The complex interplay between COVID-19 and economic activity. - Roy Cerqueti; Fabio Tramontana; Marco Ventura (Math. Soc. Sci., 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)

Fuzzy clustering of time series with time-varying memory. - Roy Cerqueti; Raffaele Mattera (Int. J. Approx. Reason., 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., 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., 2023)

A novel methodology to disambiguate organization names: an application to EU Framework Programmes data. - Andrea Ancona; Roy Cerqueti; Gianluca Vagnani (Scientometrics, 2023)

Financial interbanking networks resilience under shocks propagation. - Roy Cerqueti; Matteo Cinelli; Giovanna Ferraro; Antonio Iovanella (Ann. Oper. Res., 2023)

The inherent randomness of news virality on social media. - Emanuele Sangiorgio; Matteo Cinelli; Roy Cerqueti; Walter Quattrociocchi (CoRR, 2024)

A theory of best choice selection through objective arguments grounded in Linear Response Theory concepts. - Marcel Ausloos; Giulia Rotundo; Roy Cerqueti (CoRR, 2024)

Evaluating the effect of viral news on social media engagement. - Emanuele Sangiorgio; Niccolò Di Marco; Gabriele Etta; Matteo Cinelli; Roy Cerqueti; Walter Quattrociocchi (CoRR, 2024)

Higher-order assortativity for directed weighted networks and Markov chains. - Alberto Arcagni; Roy Cerqueti; Rosanna Grassi (Eur. J. Oper. Res., 2024)

Correction to: Financial interbanking networks resilience under shocks propagation. - Roy Cerqueti; Matteo Cinelli; Giovanna Ferraro; Antonio Iovanella (Ann. Oper. Res., 2024)

Multiway clustering with time-varying parameters. - Roy Cerqueti; Raffaele Mattera; Germana Scepi (Comput. Stat., 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., 2024)

A Rényi-type quasimetric with random interference detection. - Roy Cerqueti; Mario Maggi (Knowl. Inf. Syst., 2024)

Fuzzy clustering of time series based on weighted conditional higher moments. - Roy Cerqueti; Pierpaolo D'Urso; Livia De Giovanni; Raffaele Mattera; Vincenzina Vitale (Comput. Stat., 2024)

Games on graphs with coalitions. - Roy Cerqueti; Emilio De Santis (J. Oper. Res. Soc., 2024)

Clustering networked funded European research activities through rank-size laws. - Roy Cerqueti; Antonio Iovanella; Raffaele Mattera (Ann. Oper. Res., 2024)

Statistical methods for decision support systems in finance: how Benford's law predicts financial risk. - Roy Cerqueti; Mario Maggi; Jessica Riccioni (Ann. Oper. Res., 2024)

Dynamic stochastic optimization for sustainability and management of overconsumption. - Rosella Castellano; Roy Cerqueti (Commun. Nonlinear Sci. Numer. Simul., 2025)

Inference of social media opinion trends in 2022 Italian elections. - Simon Zollo; Matteo Cinelli; Gabriele Etta; Roy Cerqueti; Walter Quattrociocchi (Expert Syst. Appl., 2025)

Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach. - Jessica Riccioni; Jorgen Vitting-Andersen; Roy Cerqueti (Inf. Sci., 2025)

A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data. - Roy Cerqueti; Alessandro Ramponi; Sergio Scarlatti (Math. Comput. Simul., 2025)

Quantifying Polarization: A Comparative Study of Measures and Methods. - Edoardo Di Martino; Matteo Cinelli; Roy Cerqueti; Walter Quattrociocchi (CoRR, 2025)

Kendall correlations and radar charts to include goals for and goals against in soccer rankings. - Roy Cerqueti; Raffaele Mattera; Valerio Ficcadenti (Comput. Stat., 2025)

Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series. - Xingyu Dai; Roy Cerqueti; Qunwei Wang; Ling Xiao (Ann. Oper. Res., 2025)