Maria Elena De Giuli

Prof. Maria Elena De Giuli

orcid

Research Focus & Metrics

Academic Career Length

34Years (1993-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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1 February 2016 in European Journal of Operational Research
Verified
Journal Article
Closed access
LVLuciana Dalla Valle
Luciana Dalla Valle
MGMaria Elena De Giuli
Maria Elena De Giuli
CTClaudia Tarantola
Claudia Tarantola
CMClaudio Manelli
Claudio Manelli

6 May 2020 in Risks
Verified
Journal Article
Open access
PDF file
MRMarina Resta
Marina Resta
PPPaolo Pagnottoni
Paolo Pagnottoni
MGMaria Elena De Giuli
Maria Elena De Giuli
In this paper we aimed to examine the profitability of technical trading rules in the Bitcoin market by using trend-following and mean-reverting strategies. We applied our strategies on the Bitcoin price series sampled both at 5-min intervals and on a daily basis, during the period 1 January 2012 to 20 August 2019. Our findings suggest that, overall, trading on daily data is more profitable than going intraday. Furthermore, we concluded that the Buy and Hold strategy outperforms the examined alternatives on an intraday basis, while Simple Moving Averages yield the best performances when dealing with daily data.

14 September 2007 in Computational Economics
Verified
Journal Article
Closed access
MGMaria Elena De Giuli
Maria Elena De Giuli
Dean FantazziniDean Fantazzini
Dean Fantazzini
Mario MaggiMario Maggi
Mario Maggi

23 May 2022 in Nonlinear Analysis: Real World Applications
Verified
Journal Article
Closed access
EAElisabetta Allevi
Elisabetta Allevi
MGMaria Elena De Giuli
Maria Elena De Giuli
MMMonica Milasi
Monica Milasi
Domenico ScopellitiDomenico Scopelliti
Domenico Scopelliti

1 August 2023 in Physica A: Statistical Mechanics and its Applications
Verified
Journal Article
Open access
ASAlessandro Spelta
Alessandro Spelta
MGMaria Elena De Giuli
Maria Elena De Giuli

3 November 2017 in Journal of Global Optimization
Verified
Journal Article
Closed access
PDF file
EAE. Allevi
E. Allevi
LBL. Boffino
L. Boffino
MGMaria Elena De Giuli
Maria Elena De Giuli
GOG. Oggioni
G. Oggioni