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ORCIDRoy Cerqueti
Person information
- affiliation: University of Macerata, Italy
- affiliation: Sapienza University of Rome, Italy
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2020 – today
- 2025
[j59]Jessica Riccioni, Jorgen Vitting-Andersen
, Roy Cerqueti:
Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach. Inf. Sci. 689: 121483 (2025)- [j58]Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti:
A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data. Math. Comput. Simul. 228: 124-146 (2025) - 2024
- [j57]Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella:
Correction to: Financial interbanking networks resilience under shocks propagation. Ann. Oper. Res. 332(1): 1279 (2024) - [j56]Roy Cerqueti, Hayette Gatfaoui, Giulia Rotundo:
Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes. Ann. Oper. Res. 335(1): 637 (2024) - [j55]Roy Cerqueti, Raffaele Mattera, Germana Scepi:
Multiway clustering with time-varying parameters. Comput. Stat. 39(1): 51-92 (2024) - [j54]Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale:
Fuzzy clustering of time series based on weighted conditional higher moments. Comput. Stat. 39(6): 3091-3114 (2024) - [j53]Alberto Arcagni, Roy Cerqueti, Rosanna Grassi:
Higher-order assortativity for directed weighted networks and Markov chains. Eur. J. Oper. Res. 316(1): 215-227 (2024) - [j52]Roy Cerqueti, Emilio De Santis:
Games on graphs with coalitions. J. Oper. Res. Soc. 75(10): 1979-1988 (2024) - [j51]Roy Cerqueti, Mario Maggi:
A Rényi-type quasimetric with random interference detection. Knowl. Inf. Syst. 66(7): 3989-4009 (2024) - [i9]Emanuele Sangiorgio, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi:
The inherent randomness of news virality on social media. CoRR abs/2401.17890 (2024) - [i8]Marcel Ausloos, Giulia Rotundo, Roy Cerqueti:
A theory of best choice selection through objective arguments grounded in Linear Response Theory concepts. CoRR abs/2405.00041 (2024) - [i7]Emanuele Sangiorgio, Niccolò Di Marco, Gabriele Etta, Matteo Cinelli, Roy Cerqueti, Walter Quattrociocchi:
Evaluating the effect of viral news on social media engagement. CoRR abs/2407.13549 (2024) - 2023
- [j50]Valerio Ficcadenti, Roy Cerqueti, Ciro Hosseini Varde'i:
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league "Serie A". Ann. Oper. Res. 325(1): 85-113 (2023) - [j49]Jorgen Vitting-Andersen, Roy Cerqueti, Jessica Riccioni:
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems. Ann. Oper. Res. 326(1): 295-316 (2023) - [j48]Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro, Antonio Iovanella:
Financial interbanking networks resilience under shocks propagation. Ann. Oper. Res. 330(1): 389-409 (2023) - [j47]Roy Cerqueti, Raffaele Mattera:
Fuzzy clustering of time series with time-varying memory. Int. J. Approx. Reason. 153: 193-218 (2023) - [j46]Andrea Ancona, Roy Cerqueti, Gianluca Vagnani:
A novel methodology to disambiguate organization names: an application to EU Framework Programmes data. Scientometrics 128(8): 4447-4474 (2023) - 2022
- [j45]Roy Cerqueti:
A new concept of reliability system and applications in finance. Ann. Oper. Res. 312(1): 45-64 (2022) - [j44]Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera:
Weighted score-driven fuzzy clustering of time series with a financial application. Expert Syst. Appl. 198: 116752 (2022) - [j43]Roy Cerqueti, Valerio Ficcadenti, Gurjeet Dhesi, Marcel Ausloos:
Markov Chain Monte Carlo for generating ranked textual data. Inf. Sci. 610: 425-439 (2022) - [j42]Roy Cerqueti, Fabio Tramontana, Marco Ventura:
The complex interplay between COVID-19 and economic activity. Math. Soc. Sci. 119: 97-107 (2022) - [j41]Sebastian Ion Ceptureanu, Eduard Gabriel Ceptureanu, Roy Cerqueti:
Innovation ambidexterity and impact on the performance in IT companies: the moderating role of business experience. Technol. Anal. Strateg. Manag. 34(7): 746-759 (2022) - 2021
- [j40]Roy Cerqueti, Rita Laura D'Ecclesia, Susanna Levantesi:
Preface: recent developments in financial modelling and risk management. Ann. Oper. Res. 299(1): 1-5 (2021) - [j39]Roy Cerqueti, Viviana Fanelli:
Long memory and crude oil's price predictability. Ann. Oper. Res. 299(1): 895-906 (2021) - [j38]Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi:
Systemic risk assessment through high order clustering coefficient. Ann. Oper. Res. 299(1): 1165-1187 (2021) - [j37]Carmela Cappelli, Roy Cerqueti, Pierpaolo D'Urso, Francesca Di Iorio:
Multiple breaks detection in financial interval-valued time series. Expert Syst. Appl. 164: 113775 (2021) - [j36]Roy Cerqueti, Feng Shi:
Editorial: Theories and Applications in Network Science. Frontiers Appl. Math. Stat. 7: 821378 (2021) - [j35]Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera:
Model-based fuzzy time series clustering of conditional higher moments. Int. J. Approx. Reason. 134: 34-52 (2021) - [j34]Mauro Bernardi, Roy Cerqueti, Arsen Palestini:
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall. J. Oper. Res. Soc. 72(3): 628-641 (2021) - 2020
- [j33]Rosella Castellano, Roy Cerqueti, Giulia Rotundo:
Exploring the financial risk of a temperature index: a fractional integrated approach. Ann. Oper. Res. 284(1): 225-242 (2020) - [j32]Mauro Bernardi, Roy Cerqueti, Arsen Palestini:
The Skew Normal multivariate risk measurement framework. Comput. Manag. Sci. 17(1): 105-119 (2020) - [j31]Roy Cerqueti, Giulia Rotundo, Marcel Ausloos:
Tsallis Entropy for Cross-Shareholding Network Configurations. Entropy 22(6): 676 (2020) - [j30]Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera:
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Inf. Sci. 527: 1-26 (2020) - [j29]Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi:
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts. J. Informetrics 14(3): 101054 (2020) - [j28]Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi:
Influence measures in subnetworks using vertex centrality. Soft Comput. 24(12): 8569-8582 (2020) - [j27]Eduard Gabriel Ceptureanu, Sebastian Ion Ceptureanu, Claudiu Herteliu, Roy Cerqueti:
Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study. Soft Comput. 24(18): 13863-13870 (2020) - [i6]Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi:
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts. CoRR abs/2006.07667 (2020)
2010 – 2019
- 2019
- [j26]Roy Cerqueti, Paolo Falbo, Cristian Pelizzari:
Corrigendum to "Relevant states and memory in Markov chain bootstrapping and simulation" [European Journal of Operational Research, Volume 256, Issue 1, 1 January 2017, Pages 163-177]. Eur. J. Oper. Res. 276(3): 1193 (2019) - [j25]Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos:
A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches. Expert Syst. Appl. 123: 127-142 (2019) - [j24]Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella:
Measuring network resilience through connection patterns. Reliab. Eng. Syst. Saf. 188: 320-329 (2019) - [j23]Roy Cerqueti, Fabio Sabatini, Marco Ventura:
Civic capital and support for the welfare state. Soc. Choice Welf. 53(2): 313-336 (2019) - [i5]Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi:
Stratified communities in complex business networks. CoRR abs/1902.03854 (2019) - [i4]Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos:
A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches. CoRR abs/1905.04705 (2019) - [i3]Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi:
Influence measures in subnetworks using vertex centrality. CoRR abs/1907.00431 (2019) - 2018
- [j22]Roy Cerqueti, Giulia Rotundo, Marcel Ausloos:
Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach. Entropy 20(2): 134 (2018) - [j21]Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella:
A new measure for community structures through indirect social connections. Expert Syst. Appl. 114: 196-209 (2018) - [j20]Roy Cerqueti, Claudio Lupi:
Copulas, uncertainty, and false discovery rate control. Int. J. Approx. Reason. 100: 105-114 (2018) - [j19]Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti:
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective. Technol. Anal. Strateg. Manag. 30(4): 484-497 (2018) - [i2]Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella:
Measuring network resilience through connection patterns. CoRR abs/1808.07731 (2018) - 2017
- [j18]Roy Cerqueti, Paolo Falbo, Cristian Pelizzari, Federica Ricca, Andrea Scozzari:
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping. Ann. Oper. Res. 248(1-2): 163-187 (2017) - [j17]Roy Cerqueti, Paolo Falbo, Cristian Pelizzari:
Relevant states and memory in Markov chain bootstrapping and simulation. Eur. J. Oper. Res. 256(1): 163-177 (2017) - [i1]Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella:
Social triangles and generalized clustering coefficient for weighted networks. CoRR abs/1712.01561 (2017) - 2016
- [j16]Roy Cerqueti, Raffaella Coppier:
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption. Ann. Oper. Res. 243(1-2): 71-87 (2016) - [j15]Maurizio Bovi, Roy Cerqueti:
Forecasting macroeconomic fundamentals in economic crises. Ann. Oper. Res. 247(2): 451-469 (2016) - [j14]Rosella Castellano, Roy Cerqueti, Luca Spinesi:
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion. Eur. J. Oper. Res. 255(1): 288-297 (2016) - [j13]Roy Cerqueti, Claudio Lupi:
Non-exchangeable copulas and multivariate total positivity. Inf. Sci. 360: 163-169 (2016) - [j12]Roy Cerqueti, Daniele Marazzina, Marco Ventura:
Optimal Investment in Research and Development Under Uncertainty. J. Optim. Theory Appl. 168(1): 296-309 (2016) - [j11]Roy Cerqueti, Claudio Lupi:
Risk measures on networks and expected utility. Reliab. Eng. Syst. Saf. 155: 1-8 (2016) - 2015
- [j10]Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari:
Approximating multivariate Markov chains for bootstrapping through contiguous partitions. OR Spectr. 37(3): 803-841 (2015) - [j9]Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti:
The impact of innovation on companies' performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange. Technol. Anal. Strateg. Manag. 27(1): 102-123 (2015) - 2014
- [j8]Rosella Castellano, Roy Cerqueti:
Mean-Variance portfolio selection in presence of infrequently traded stocks. Eur. J. Oper. Res. 234(2): 442-449 (2014) - 2013
- [j7]Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari:
A Tabu Search heuristic procedure in Markov chain bootstrapping. Eur. J. Oper. Res. 227(2): 367-384 (2013) - [j6]Roy Cerqueti, Fabio Spizzichino:
Extension of dependence properties to semi-copulas and applications to the mean-variance model. Fuzzy Sets Syst. 220: 99-108 (2013) - 2012
- [j5]Rosella Castellano, Roy Cerqueti:
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. Appl. Math. Comput. 218(12): 6887-6898 (2012) - [j4]Roy Cerqueti, Giulia Rotundo:
The role of diversity in persistence aggregation. Int. J. Intell. Syst. 27(2): 176-187 (2012) - [j3]Roy Cerqueti:
Financing policies via stochastic control: a dynamic programming approach. J. Glob. Optim. 53(3): 539-561 (2012) - [j2]Roy Cerqueti, Anna Grazia Quaranta:
The perspective of a bank in granting credits: an optimization model. Optim. Lett. 6(5): 867-882 (2012) - 2010
- [p1]Roy Cerqueti, Giulia Rotundo:
Memory Property in Heterogeneously Populated Markets. Preferences and Decisions 2010: 53-67
2000 – 2009
- 2007
- [j1]Roy Cerqueti, Giulia Rotundo:
Productivity and costs for firms in presence of technology renewal processes. Int. Trans. Oper. Res. 14(6): 521-534 (2007) - 2003
- [c1]Roy Cerqueti, Giulia Rotundo:
Microeconomic modeling of financial time series with long term memory. CIFEr 2003: 191-198
Coauthor Index
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