Andrea Roncoroni - Author Profile

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Roncoroni, Andrea

Author ID:	roncoroni.andrea
Published as:	Roncoroni, Andrea

Documents Indexed:	5 Publications since 2002, including 1 Book
Co-Authors:	4 Co-Authors with 5 Joint Publications
	32 Co-Co-Authors

1	Operations Research
1	Journal of Economic Dynamics & Control
1	European Journal of Operational Research
1	Springer Finance

5	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1	Statistics (62-XX)
1	Numerical analysis (65-XX)

4 Publications have been cited 36 times in 36 Documents	Cited by ▼	Year ▼
Implementing models in quantitative finance: methods and cases. Zbl 1213.91008 Fusai, Gianluca; Roncoroni, Andrea	27	2008
Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market. Zbl 1403.91272 Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea	4	2017
Theory and calibration of HJM with shape factors. Zbl 1007.91023 Roncoroni, Andrea; Guiotto, Paolo	3	2002
Shape factors and cross-sectional risk. Zbl 1203.91115 Roncoroni, Andrea; Galluccio, Stefano; Guiotto, Paolo	2	2010
Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market. Zbl 1403.91272 Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea	4	2017
Shape factors and cross-sectional risk. Zbl 1203.91115 Roncoroni, Andrea; Galluccio, Stefano; Guiotto, Paolo	2	2010
Implementing models in quantitative finance: methods and cases. Zbl 1213.91008 Fusai, Gianluca; Roncoroni, Andrea	27	2008
Theory and calibration of HJM with shape factors. Zbl 1007.91023 Roncoroni, Andrea; Guiotto, Paolo	3	2002

all top 5

3	Lee, Sungchul
2	Bueno-Guerrero, Alberto
2	Fusai, Gianluca
2	Kim, Geonwoo
2	Lim, Hyuncheul
2	Navas, Javier F.
2	Roncoroni, Andrea
2	Wagner, Andreas
1	Ahelegbey, Daniel Felix
1	Altay, Sühan
1	Banerjee, Tamal
1	Bartolozzi, Margherita
1	Bezoui, Madani
1	Bongiorno, Enea Giuseppe
1	Bounceur, Ahcène
1	Cai, Ning
1	Caldana, Ruggero
1	Campolieti, Giuseppe
1	Casarin, Roberto
1	Chen, Pengzhan
1	Cui, Yiran
1	Czado, Claudia
1	Dahaj, Arash Soleimani
1	del Baño Rollin, Sebastian
1	Euler, Reinhardt
1	Fianu, Emmanuel Senyo
1	Gallegati, Mauro
1	Galluccio, Stefano
1	Gerhold, Stefan
1	Germano, Guido
1	Ghosh, Mrinal Kanti
1	Goda, Takashi
1	Goia, Aldo
1	Grindel, Ria
1	Grossi, Luigi
1	Guiotto, Paolo
1	Haidinger, Rainer
1	Hao, Yongle
1	Hinderks, W. J.
1	Hinderks, Wieger
1	Hirhager, Karin
1	Hong, Yicheng
1	Iyer, Srikanth K.
1	Kazashi, Yoshihito
1	Kiesel, Rüdiger
1	Kim, Beom Jun
1	Korn, Ralf
1	Kulikov, A. V.
1	Leisen, Fabrizio
1	Li, Lingfei
1	Li, Tianguo
1	Ling, Timothy G.
1	Makarov, Roman N.
1	Malykh, N. O.
1	Marazzina, Daniele
1	Marena, Marina
1	Min, Aleksey
1	Molina, German
1	Moulaï, Mustapha
1	Nadarajah, Selvaprabu
1	Nemati Saray, Behzad
1	Novikov, Aleksandr Aleksandrovich
1	Oh, Gabjin
1	Papanicolaou, Andrew
1	Paraschiv, Florentina
1	Pirjol, Dan
1	Ramponi, Alessandro
1	Recchioni, Maria Cristina
1	Sætherø, Audun
1	Secomandi, Nicola
1	Soleymani, Fazlollah
1	Song, Haiming
1	Song, Yingda
1	Suzuki, Yuya
1	Tedeschi, Gabriele
1	ter Horst, Enrique Alejandro
1	Vieu, Philippe
1	Wang, Song
1	Yang, Xuewei
1	Yi, Il Gu
1	Zhang, Gongqiu
1	Zhang, Kai
1	Zhang, Qi

all top 5

3	European Journal of Operational Research
2	Physica A
2	Journal of Computational and Applied Mathematics
2	Journal of Economic Dynamics & Control
2	Mathematical Finance
2	International Journal of Theoretical and Applied Finance
2	Quantitative Finance
2	The European Physical Journal B. Condensed Matter and Complex Systems
1	Computers & Mathematics with Applications
1	Automatica
1	SIAM Journal on Numerical Analysis
1	Operations Research Letters
1	Stochastic Analysis and Applications
1	Parallel Computing
1	Computational Statistics
1	Computational Statistics and Data Analysis
1	Computational Optimization and Applications
1	Theory of Probability and Mathematical Statistics
1	Computational and Applied Mathematics
1	INFORMS Journal on Computing
1	Methodology and Computing in Applied Probability
1	Review of Derivatives Research
1	Computational Management Science
1	Bayesian Analysis

all top 5

29	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
9	Probability theory and stochastic processes (60-XX)
9	Statistics (62-XX)
8	Numerical analysis (65-XX)
6	Operations research, mathematical programming (90-XX)
1	Special functions (33-XX)
1	Dynamical systems and ergodic theory (37-XX)
1	Calculus of variations and optimal control; optimization (49-XX)
1	Computer science (68-XX)
1	Statistical mechanics, structure of matter (82-XX)