108 citations · 263 across the 11 of their papers we have counts for
11 papers
Analysis of Kelly-optimal portfolios
Paolo Laureti, Matus Medo, Yi-Cheng Zhang
We investigate the use of Kelly's strategy in the construction of an optimal portfolio of assets. For lognormally distributed asset returns, we derive approximate analytical result…
When are recommender systems useful?
Marcel Blattner, Alexander Hunziker, Paolo Laureti
Recommender systems are crucial tools to overcome the information overload brought about by the Internet. Rigorous tests are needed to establish to what extent sophisticated method…
Information filtering via Iterative Refinement
P. Laureti, L. Moret, Y. -C. Zhang +1
With the explosive growth of accessible information, expecially on the Internet, evaluation-based filtering has become a crucial task. Various systems have been devised aiming to s…
Decoding Information from noisy, redundant, and intentionally-distorted sources
Yi-Kuo Yu, Yi-Cheng Zhang, Paolo Laureti +1
Advances in information technology reduce barriers to information propagation, but at the same time they also induce the information overload problem. For the making of various dec…
Aggregating partial, local evaluations to achieve global ranking
Paolo Laureti, Lionel Moret, Yi-Cheng Zhang
We analyze some voting models mimicking online evaluation systems intended to reduce the information overload. The minimum number of operations needed for a system to be effective…
Selection by pairwise comparisons with limited resources
Paolo Laureti, Joachim Mathiesen, Yi-Cheng Zhang
We analyze different methods of sorting and selecting a set of objects by their intrinsic value, via pairwise comparisons whose outcome is uncertain. After discussing the limits of…