Rita Laura D'Ecclesia

Forecasting Energy Commodity Prices Using Neural Networks

Massimo Panella, Francesco Barcellona, Rita Laura D'Ecclesia, 2012, Adv. Decis. Sci..

Estimation of asset demands by heterogeneous agents

Stavros A. Zenios, Rita Laura D'Ecclesia, 2005, Eur. J. Oper. Res..

Long swings in exchange rates: a stochastic control approach

Rosella Castellano, Rita Laura D'Ecclesia, R. Castellano, 2007, Int. Trans. Oper. Res..

The state of financial modelling in 2012, as shaped by the GFC

Rita Laura D'Ecclesia, 2014, Central Eur. J. Oper. Res..

CDS volatility: the key signal of credit quality

Rosella Castellano, Rita Laura D'Ecclesia, 2013, Ann. Oper. Res..

A study on crude oil prices modeled by neurofuzzy networks

Massimo Panella, Francesco Barcellona, Luca Liparulo, 2013, 2013 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE).

Term structure of interest rates and the expectation hypothesis: The euro area

Rita Laura D'Ecclesia, Silvana Musti, Silvana Musti, 2008, Eur. J. Oper. Res..

Subband prediction of energy commodity prices

Francesco Barcellona, Massimo Panella, Rita Laura D'Ecclesia, 2012, 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC).

Financial modelling and risk management

Rita Laura D'Ecclesia, 2005, Eur. J. Oper. Res..

Preface: recent developments in financial modelling and risk management

Roy Cerqueti, Susanna Levantesi, Rita Laura D'Ecclesia, 2021, Annals of Operations Research.