Stefania Corsaro

According to our database, Stefania Corsaro authored at least 18 papers between 1999 and 2021.

Collaborative distances:

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

2021

Fused Lasso approach in portfolio selection.

Stefania Corsaro, Valentina De Simone, Zelda Marino

Ann. Oper. Res., 2021

Split Bregman iteration for multi-period mean variance portfolio optimization.

Stefania Corsaro, Valentina De Simone, Zelda Marino

Appl. Math. Comput., 2021

2020

l₁-Regularization for multi-period portfolio selection.

Stefania Corsaro, Valentina De Simone, Zelda Marino, Francesca Perla

Ann. Oper. Res., 2020

2019

A general framework for pricing Asian options under stochastic volatility on parallel architectures.

Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino

Eur. J. Oper. Res., 2019

Adaptive l₁-regularization for short-selling control in portfolio selection.

Stefania Corsaro, Valentina De Simone

Comput. Optim. Appl., 2019

2014

Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms.

Laura Antonelli, Stefania Corsaro, Zelda Marino, Mariarosaria Rizzardi

ACM Trans. Math. Softw., 2014

2011

Participating life insurance policies: an accurate and efficient parallel software for COTS clusters.

Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla

Comput. Manag. Sci., 2011

Algorithms and Programming Tools for Next-Generation High-Performance Scientific Software HPSS 2011.

Stefania Corsaro, Pasqua D'Ambra, Francesca Perla

Proceedings of the Euro-Par 2011: Parallel Processing Workshops - CCPI, CGWS, HeteroPar, HiBB, HPCVirt, HPPC, HPSS, MDGS, ProPer, Resilience, UCHPC, VHPC, Bordeaux, France, August 29, 2011

2010

Archetypal Analysis of Interval Data.

Stefania Corsaro, Marina Marino

Reliab. Comput., 2010

On parallel asset-liability management in life insurance: a forward risk-neutral approach.

Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti

Parallel Comput., 2010

Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios.

Stefania Corsaro, Zelda Marino, Francesca Perla, Paolo Zanetti

Proceedings of the Euro-Par 2010 Parallel Processing Workshops, 2010

Wavelet Techniques for Option Pricing on Advanced Architectures.

Stefania Corsaro, Daniele Marazzina, Zelda Marino

Proceedings of the Euro-Par 2010 Parallel Processing Workshops, 2010

2008

Financial evaluation of Participating Life Insurance Policies in distributed environments.

Stefania Corsaro, Pasquale Luigi De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti

Proceedings of the 22nd IEEE International Symposium on Parallel and Distributed Processing, 2008

2006

Semi-Implicit Covolume Method in 3D Image Segmentation.

Stefania Corsaro, Karol Mikula, Alessandro Sarti, Fiorella Sgallari

SIAM J. Sci. Comput., 2006

Interval linear systems: the state of the art.

Stefania Corsaro, Marina Marino

Comput. Stat., 2006

Introducing Combustion-Turbulence Interaction in Parallel Simulation of Diesel Engines.

Paola Belardini, Claudio Bertoli, Stefania Corsaro, Pasqua D'Ambra

Proceedings of the High Performance Computing and Communications, 2006

2005

The Impact of Different Stiff ODE Solvers in Parallel Simulation of Diesel Combustion.

Paola Belardini, Claudio Bertoli, Stefania Corsaro, Pasqua D'Ambra

Proceedings of the High Performance Computing and Communications, 2005

1999

On the Parallel Implementation of the Fast Wavelet Packet Transform on MIMD Distributed Memory Environments.

Stefania Corsaro, Luisa D'Amore, Almerico Murli

Proceedings of the Parallel Computation, 1999