Prof.ssa LORETTA CLARA LETIZIA MASTROENI

QualificaProfessore Associato
Settore Scientifico DisciplinareSTAT-04/A
Telefono0657335693
Cellulare aziendale87898
Emailloretta.mastroeni@uniroma3.it
IndirizzoVia Silvio D'Amico 77
Struttura/Afferenza
  • Dipartimento di Economia
Altre informazioniCurriculum
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Profilo INSEGNAMENTI Prodotti della ricerca Avvisi Ricevimento e materiale didattico

Contributo in Rivista

  • Studying the impact of fluctuations, spikes and rare events in time series through a wavelet entropy predictability measure, MASTROENI, LORETTA CLARA LETIZIA; MAZZOCCOLI, ALESSANDRO; VELLUCCI, PIERLUIGI, , 2024Link identifier #identifier_person_180010-1 Dettaglio
  • Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources, MASTROENI, LORETTA CLARA LETIZIA; MAZZOCCOLI, ALESSANDRO; VELLUCCI, PIERLUIGI, , 2024Link identifier #identifier_person_154872-2 Dettaglio
  • Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation, MASTROENI, LORETTA CLARA LETIZIA; MAZZOCCOLI, ALESSANDRO; NALDI, MAURIZIO, , 2023Link identifier #identifier_person_181483-3 Dettaglio
  • Personal Finance Decisions with untruthful advisors: an Agent-Based Model, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2023Link identifier #identifier_person_138372-4 Dettaglio
  • Twitter and the circular economy: Examining the public discourse, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2023Link identifier #identifier_person_20001-5 Dettaglio
  • Who pushes the discussion on wind energy? An analysis of self-reposting behaviour on Twitter, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2023Link identifier #identifier_person_163258-6 Dettaglio
  • Wind energy: Influencing the dynamics of the public opinion formation through the retweet network, MASTROENI, LORETTA CLARA LETIZIA; NALDI, MAURIZIO; VELLUCCI, PIERLUIGI, , 2023Link identifier #identifier_person_147125-7 Dettaglio
  • Construction of an SDE Model from Intraday Copper Futures Prices, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2022Link identifier #identifier_person_136581-8 Dettaglio
  • Is the ETS an effective environmental policy? Undesired interaction between energy-mix, emission caps and electricity prices, MASTROENI, LORETTA CLARA LETIZIA, , 2022Link identifier #identifier_person_164308-9 Dettaglio
  • Pricing Cat Bonds for Cloud Service Failures, MASTROENI, LORETTA CLARA LETIZIA; MAZZOCCOLI, ALESSANDRO, , 2022Link identifier #identifier_person_5301-10 Dettaglio
  • Pricing Options with Vanishing Stochastic Volatility, MASTROENI, LORETTA CLARA LETIZIA, , 2022Link identifier #identifier_person_4191-11 Dettaglio
  • Replication in Energy Markets: Use and Misuse of Chaos Tools, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2022Link identifier #identifier_person_47258-12 Dettaglio
  • Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect., MASTROENI, LORETTA CLARA LETIZIA; MAZZOCCOLI, ALESSANDRO; VELLUCCI, PIERLUIGI, , 2022Link identifier #identifier_person_59194-13 Dettaglio
  • Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patterns, MASTROENI, LORETTA CLARA LETIZIA; MAZZOCCOLI, ALESSANDRO; VELLUCCI, PIERLUIGI, , 2021Link identifier #identifier_person_61098-14 Dettaglio
  • Extraction of Information Content Exchange in Financial Markets by an Entropy Analysis, BENEDETTO, FRANCESCO; MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2021Link identifier #identifier_person_157150-15 Dettaglio
  • Hydro-power production capacity prediction based on machine learning regression techniques, MASTROENI, LORETTA CLARA LETIZIA, , 2021Link identifier #identifier_person_18895-16 Dettaglio
  • The impact of Clean Spark Spread expectations on storage hydropower generation, CONDEMI, CLAUDIA; MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2021Link identifier #identifier_person_49043-17 Dettaglio
  • The selection of predictive variables in aggregate hydroelectric generation models, CONDEMI, CLAUDIA; MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2021Link identifier #identifier_person_147669-18 Dettaglio
  • Does OVX affect WTI and Brent oil spot variance? Evidencefrom an entropy analysis, BENEDETTO, FRANCESCO; MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2020Link identifier #identifier_person_89908-19 Dettaglio
  • A reappraisal of the chaotic paradigm for energy commodity prices, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2019Link identifier #identifier_person_105067-20 Dettaglio
  • Agent-Based Models for Opinion Forming: a Bibliographic Survey, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2019Link identifier #identifier_person_10891-21 Dettaglio
  • Modeling the Flow of Information between Financial Time-Series by an Entropy-Based Approach, BENEDETTO, FRANCESCO; MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, , 2019Link identifier #identifier_person_54810-22 Dettaglio
  • Service Level Agreement Violations in Cloud Storage: Insurance and Compensation Sustainability, MASTROENI, LORETTA CLARA LETIZIA, , 2019Link identifier #identifier_person_13038-23 Dettaglio
  • Co-existence of stochastic and chaotic behaviour in the copper price time series, MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI; NALDI, MAURIZIO, , 2018Link identifier #identifier_person_75730-24 Dettaglio
  • A computational method for predicting the entropy of energy market time series, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, LORETTA CLARA LETIZIA, , 2016Link identifier #identifier_person_171640-25 Dettaglio
  • Decision criteria for the migration to cloud storage, MASTROENI, LORETTA CLARA LETIZIA, , 2016Link identifier #identifier_person_35235-26 Dettaglio
  • On the predictability of energy commodity markets by an entropy-based computational method, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, LORETTA CLARA LETIZIA, , 2016Link identifier #identifier_person_197555-27 Dettaglio
  • A Maximum Entropy Method to Assess the Predictability ofFinancial and Commodity Markets, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, LORETTA CLARA LETIZIA, , 2015Link identifier #identifier_person_142007-28 Dettaglio
  • A Maximum Entropy Method to Assess the Predictability ofFinancial and Commodity Markets, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, LORETTA CLARA LETIZIA, , 2015Link identifier #identifier_person_153679-29 Dettaglio
  • Pricing of insurance policies against cloud storage price rises, MASTROENI, LORETTA CLARA LETIZIA, , 2012Link identifier #identifier_person_120807-30 Dettaglio
  • Strong solutions for two-sided parabolic variational inequalities related to an elliptic part of p-laplacian type, MASTROENI, LORETTA CLARA LETIZIA, , 2012Link identifier #identifier_person_80417-31 Dettaglio
  • Modeling the Action of Drugs on Cellular Enzymes by Means of Optimal Control Techniques, MASTROENI, LORETTA CLARA LETIZIA, , 2011Link identifier #identifier_person_108763-32 Dettaglio
  • Options and Overbooking Strategy in the Management of Wireless Spectrum, MASTROENI, LORETTA CLARA LETIZIA, , 2011Link identifier #identifier_person_22036-33 Dettaglio
  • Pricing of spectrum reservation under overbooking, MASTROENI, LORETTA CLARA LETIZIA, , 2011Link identifier #identifier_person_103631-34 Dettaglio
  • Virtualization of spectrum for mobile operators: the pricing issue, MASTROENI, LORETTA CLARA LETIZIA, , 2011Link identifier #identifier_person_91501-35 Dettaglio
  • A real options model for the transferability value of telecommunications licence, MASTROENI, LORETTA CLARA LETIZIA, , 2010Link identifier #identifier_person_192675-36 Dettaglio
  • Deterministic and Stochastic Models of Enzymatic Networks – Applications to Pharmaceutical Research, MASTROENI, LORETTA CLARA LETIZIA, , 2008Link identifier #identifier_person_48583-37 Dettaglio
  • Stochastic Control Methods and Variational Formulations in the Real Options Approach to Investment, MASTROENI, LORETTA CLARA LETIZIA, , 2007Link identifier #identifier_person_157833-38 Dettaglio
  • Stability results in the Framework of Shephard’s Lemma for Non-Differentiable, MASTROENI, LORETTA CLARA LETIZIA, , 2006Link identifier #identifier_person_36727-39 Dettaglio
  • A Convergence Result for a Class of Quasilinear Variational Inequalities Connected to aFinancial Problem, MASTROENI, LORETTA CLARA LETIZIA, , 2002Link identifier #identifier_person_151755-40 Dettaglio
  • Existence and Regularity Results for Non-Negative Solutions of Some Semilinear Elliptic Variational Inequalities via Mountain Pass Techniques, MASTROENI, LORETTA CLARA LETIZIA, , 2001Link identifier #identifier_person_103950-41 Dettaglio
  • Existence and regularity results for non-negative solutions of some semilinear elliptic variational inequalities via mountain pass techniques, GIRARDI, MARIO, , 2001Link identifier #identifier_person_140117-42 Dettaglio
  • A degenerate parabolic variational inequality for the American option pricing problem, MASTROENI, LORETTA CLARA LETIZIA, , 1998Link identifier #identifier_person_15889-43 Dettaglio
  • Dynamic programming methods for the American option pricing problem with stochastic volatility, MASTROENI, LORETTA CLARA LETIZIA, , 1998Link identifier #identifier_person_151714-44 Dettaglio
  • Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application, MASTROENI, LORETTA CLARA LETIZIA, , 1998Link identifier #identifier_person_3517-45 Dettaglio
  • Stability for the integro-differential variational inequality of the American option pricing problem, MASTROENI, LORETTA CLARA LETIZIA, , 1997Link identifier #identifier_person_24100-46 Dettaglio
  • PARABOLIC VARIATIONAL INEQUALITIES WITH DEGENERATE ELLIPTIC PART, MASTROENI, LORETTA CLARA LETIZIA, , 1996Link identifier #identifier_person_178461-47 Dettaglio
  • An integro-differential parabolic variational inequality connected with the problem of the American option pricing, MASTROENI, LORETTA CLARA LETIZIA, , 1995Link identifier #identifier_person_77442-48 Dettaglio
  • An elementary proof of a weak Pontryagin's Maximum Principle, MASTROENI, LORETTA CLARA LETIZIA, , 1994Link identifier #identifier_person_116358-49 Dettaglio
  • PRINCIPI DI DUALITA' NELLA TEORIA DELL'OTTIMIZZAZIONE ECONOMICA, MASTROENI, LORETTA CLARA LETIZIA, , 1994Link identifier #identifier_person_66538-50 Dettaglio

Libro

  • MASTROENI, LORETTA CLARA LETIZIA, Matematica per le Applicazioni Economiche. Teoria ed esercizi, 2019 Link identifier #identifier_person_197912-51Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Esercizi di Matematica Generale, 2009 Link identifier #identifier_person_160768-52Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Esercizi di Algebra Lineare, Topologia e Geometria Analitica, 1997 Link identifier #identifier_person_23807-53Dettaglio

Contributo in volume e atti di convegno

  • MASTROENI, LORETTA CLARA LETIZIA; MAZZOCCOLI, ALESSANDRO, Cyber catastrophe bond come strumento per il trasferimento del rischio informatico, 2023 Link identifier #identifier_person_17635-54Dettaglio
  • BENEDETTO, FRANCESCO; MASTROENI, LORETTA CLARA LETIZIA, Auction-based Theory for Dynamic Spectrum Access: A Review, pp. 146 151, 2021 Link identifier #identifier_person_165180-55Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA; NALDI, MAURIZIO; VELLUCCI, PIERLUIGI, Calibration of an agent-based model for opinion formation through a retweet social network, issn 1613-0073, vol. 2706, pp. 161 173, 2020 Link identifier #identifier_person_46287-56Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, Chaos versus stochastic paradigm in energy markets, pp. 765 786, 2020 Link identifier #identifier_person_40228-57Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, Chaos vs Stochastic Paradigm in Energy Markets, pp. 765 786, 2020 Link identifier #identifier_person_3143-58Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA; NALDI, MAURIZIO; VELLUCCI, PIERLUIGI, Opinion dynamics in multi-agent systems under proportional updating and any-to-any influence, issn 2523-7047, pp. 279 290, 2020 Link identifier #identifier_person_112317-59Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, An Agent Based Model on scale-free networks for Personal Finance Decisions, issn 1613-0073, 2019 Link identifier #identifier_person_106456-60Dettaglio
  • BENEDETTO, FRANCESCO; MASTROENI, LORETTA CLARA LETIZIA, On the Properties of Double Action-based Models for Spectrum Management in Cognitive Radio Networks, pp. 500 504, 2019 Link identifier #identifier_person_192914-61Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA; VELLUCCI, PIERLUIGI, Individual Competence Evolution under Equality Bias., pp. 123 128, 2017 Link identifier #identifier_person_141710-62Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Insurance Pricing and Refund Sustainability for Cloud Outages., issn 978-3-319-68065-1, vol. 10537, pp. 3 17, 2017 Link identifier #identifier_person_40584-63Dettaglio
  • BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, LORETTA CLARA LETIZIA, A Computational Method for Predicting the Entropy of Energy Market Time Series, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, issn 0075-8442, vol. 682, pp. 39 44, 2016 Link identifier #identifier_person_168554-64Dettaglio
  • BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, LORETTA CLARA LETIZIA, Signal Processing for Financial Markets (Trends, Opportunities, and Associated Risks), pp. 7339 7346, 2015 Link identifier #identifier_person_12771-65Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Cloud storage pricing: a comparison of current practices, pp. 27 34, 2013 Link identifier #identifier_person_9602-66Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Solution space size in credit risk simulation, pp. 101 106, 2013 Link identifier #identifier_person_26640-67Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Simulation of correlated financial defaults through smoothed Cross-Entropy, pp. 129 134, 2012 Link identifier #identifier_person_158425-68Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Compensation policies and risk in Service Level Agreements:  A Value-at-Risk approach under the ON-OFF service model, vol. 6995, pp. 2 13, 2011 Link identifier #identifier_person_49193-69Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Long-range evaluation of risk in the migration to cloud storage, pp. 260 266, 2011 Link identifier #identifier_person_164682-70Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Network protection through insurance: premium computation for ON-OFF service model, 2011 Link identifier #identifier_person_73035-71Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Storage buy-or-lease decisions in cloud computing under price uncertainty, 2011 Link identifier #identifier_person_41328-72Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Violations of service avaiability targets in service level agreements, vol. IEEE Catalog Number CFP1185N, pp. 539 542, 2011 Link identifier #identifier_person_40113-73Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Pricing of reservations for time-limited spectrum leases under overbooking, pp. 1 7, 2010 Link identifier #identifier_person_4553-74Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Spectrum reservation options for mobile virtual network operators, pp. 1 8, 2010 Link identifier #identifier_person_85622-75Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Option-based dynamic management of wireless spectrum, pp. 55 62, 2009 Link identifier #identifier_person_170374-76Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, A Systems Biology mathematical approach to pharmaceutical research and economical implications, ,, 2007 Link identifier #identifier_person_159398-77Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Option pricing with vanishing stochastic volatility, 1999 Link identifier #identifier_person_196872-78Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Dynamic programming methods for the American option pricing problem with stochastic volatility, 1997 Link identifier #identifier_person_5794-79Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Optimal continuous control and variational inequalities for jump-diffusion processes in the American option pricing, 1996 Link identifier #identifier_person_2459-80Dettaglio
  • MASTROENI, LORETTA CLARA LETIZIA, Principi di Dualita’ nella Teoria dell’Ottimizzazione Economica, 1994 Link identifier #identifier_person_165204-81Dettaglio