Marco Corazza

Searching for fractal structure in agricultural futures markets

Marco Corazza, A. G. Malliaris, Carla Nardelli · Journal of Futures Markets · 1997 · 87 citations

Agriculture, Agricultural Economics, Agricultural Finance +13

Multi-Fractality in Foreign Currency Markets

Marco Corazza, A. G. Malliaris · Multinational Finance Journal · 2002 · 77 citations

Business, Economics, Finance +11

On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem

Marco Corazza, Daniela Favaretto · European Journal of Operational Research · 2006 · 58 citations

Business, Economics, Finance +10

Testing Different Reinforcement Learning Configurations for Financial Trading: Introduction and Applications

Francesco Bertoluzzo, Marco Corazza · Procedia Economics and Finance · 2012 · 49 citations · Full text

Computing, Computer Science, Finance +11

A novel hybrid PSO-based metaheuristic for costly portfolio selection problems

Marco Corazza, Giacomo di Tollo, Giovanni Fasano et al. · Annals of Operations Research · 2021 · 44 citations · Full text

Business, Finance, Algorithms +14