16 citations · 31 across the 9 of their papers we have counts for
9 papers
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi
We consider a one-period market model composed by a risk-free asset and a risky asset with possible future values (namely, a -nomial market model). We characterize the lower…
How to assess coherent beliefs: A comparison of different notions of coherence in Dempster-Shafer theory of evidence
Davide Petturiti, Barbara Vantaggi
Stemming from de Finetti's work on finitely additive coherent probabilities, the paradigm of coherence has been applied to many uncertainty calculi in order to remove structural re…
Mining the Mind: Linear Discriminant Analysis of MEG source reconstruction time series supports dynamic changes in deep brain regions during meditation sessions
D. Calvetti, B. Johnson, A. Pascarella +3
Meditation practices have been claimed to have a positive effect on the regulation of mood and emotion for quite some time by practitioners, and in recent times there has been a su…
Localization of defects via residence time measures
Emilio N. M. Cirillo, Alessandro Ciallella, Barbara Vantaggi
We show that residence time measure can be used to identify the geometrical and transmission properties of a defect along a path. The model we study is based on a one--dimensional…
Brain activity mapping from MEG data via a hierarchical Bayesian algorithm with automatic depth weighting: sensitivity and specificity analysis
Daniela Calvetti, Annalisa Pascarella, Francesca Pitolli +2
A recently proposed IAS MEG inverse solver algorithm, based on the coupling of a hierarchical Bayesian model with computationally efficient Krylov subspace linear solver, has been…
Envelopes of conditional probabilities extending a strategy and a prior probability
Davide Petturiti, Barbara Vantaggi
Any strategy and prior probability together are a coherent conditional probability that can be extended, generally not in a unique way, to a full conditional probability. The corre…