Sfoglia per Autore
Constrained Auction Clearing in the Italian Electricity Market
2004-01-01 Beraldi, P; Conforti, D.; Triki, C; Violi, A.
Managing Price Risk while bidding in a Multimarket Environment
2007-01-01 Menniti, Daniele; Musmanno, Roberto; Scordino, N. I.; Sorrentino, Nicola; Violi, A.
Decision Support System for Risk Managemen
2008-01-01 Beraldi, Patrizia; Violi, A.
Energy Spaced Placement for Bidirectional Data Flows in Wireless Sensor Network
2009-01-01 Natalizio, E.; Loscri', V.; Guerriero, Francesca; Violi, A.
Stochastic Programming models for Asset-Liability Management
2009-01-01 Beraldi, Patrizia; Violi, A.
SICOpt: a solution approach for nonlinear integer stochastic programming problems
2009-01-01 Beraldi, P.; Conforti, Domenico; Violi, Antonio
Optimization Models for Determining Performance Benchmarks in Wireless Sensor Networks
2009-01-01 Loscri', V; Natalizio, E; Costanzo, C; Guerriero, Francesca; Violi, A.
Dynamic pricing of electricity in retail markets
2009-01-01 Triki, Chefi; Violi, Antonio
Grid Computing for financial applications
2009-01-01 Beraldi, Patrizia; Grandinetti, L; Violi, A; Epicoco, I.
A MULTISTAGE FORMULATION FOR GENCOs IN A MULTI-AUCTION ELECTRICITY MARKET
2010-01-01 Musmanno, Roberto; Scordino, N; Tricki, C; Violi, A.
Short-term forecasting of day-ahead electricity market price
2010-01-01 Menniti, Daniele; Scordino, N; Sorrentino, Nicola; Violi, Antonio
Generating Scenario Trees: A Parallel Integrated Simulation-Optimization Approach
2010-01-01 Beraldi, Patrizia; DE SIMONE, F; Violi, Antonio
Optimal discrete-time strategies in a corporate bond market with jump-to-default processes
2010-01-01 Beraldi, Patrizia; G., Consigli; F., DE SIMONE; G., Iaquinta; Violi, Antonio
An interior point method for multistage nonlinear Stochastic Programming problems
2010-01-01 Beraldi, Patrizia; DE SIMONE, F; Violi, Antonio
Simultaneous market and credit risk control on a generic corporate bond portfolio during the credit crisis
2010-01-01 Beraldi, Patrizia; Consigli, G; Violi, Antonio
Credit Risk Management via Stochastic Programming
2010-01-01 Beraldi, Patrizia; Consigli, G; Violi, A.
Comparison among different sale-bidding strategies to hedge against risk in a multi-market environment
2011-01-01 Menniti, D.; Scordino, Nadia Immacolata; Sorrentino, N.; Violi, A.
Formulation of a multi-stage sale-bidding strategy to hedge risk in energy and riserve markets
2011-01-01 Menniti, Daniele; Scordino, N; Sorrentino, Nicola; Violi, Antonio
Hedging market and credit risk in corporate bond portfolios
2011-01-01 Beraldi, Patrizia; Consigli, G; DE SIMONE, F; Iaquinta, G; Violi, A.
Short-term electricity procurement: A rolling horizon stochastic programming approach
2011-01-01 Beraldi, Patrizia; Violi, Antonio; Scordino, N; Sorrentino, Nicola
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