Concepedia

Zelda Marino

ZM

7

Publications

132

Citations

7

H-Index

2018

Active since

Affiliations

Parthenope University of Naples(Current)

University of Campania "Luigi Vanvitelli"

Sapienza University of Rome

Zelda Marino is an author at Parthenope University of Naples specializing in engineering, portfolio optimization, and portfolio selection.

Top concepts

EngineeringPortfolio OptimizationFinanceManagementPortfolio SelectionPortfolio ManagementMathematical ProgrammingBusinessStatisticsData Science

Publications per year

2018–2022

6

Publications

7

Fused Lasso approach in portfolio selection

Stefania Corsaro, Valentina De Simone, Zelda Marino · Annals of Operations Research · 2019 · 29 citations

Mathematical Programming, Portfolio Optimization, Lasso Approach +7

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

Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina et al. · European Journal of Operational Research · 2018 · 27 citations · Full text

Option Pricing, Multivariate Stochastic Volatility, Engineering +11

Split Bregman iteration for multi-period mean variance portfolio optimization

Stefania Corsaro, Valentina De Simone, Zelda Marino · Applied Mathematics and Computation · 2020 · 21 citations · Full text

Mathematical Programming, Numerical Analysis, Portfolio Optimization +4

$$l_1$$ l 1 -Regularization for multi-period portfolio selection

Stefania Corsaro, Valentina De Simone, Zelda Marino et al. · RePEc: Research Papers in Economics · 17 citations

An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework

Gilberto Castellani, Ugo Fiore, Zelda Marino et al. · SSRN Electronic Journal · 2018 · 15 citations · Full text

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