1 citations · 1 across the 3 of their papers we have counts for
3 papers
cs.LG2021
Mapping Learning Algorithms on Data, a useful step for optimizing performances and their comparison
Filippo Neri
In the paper, we propose a novel methodology to map learning algorithms on data (performance map) in order to gain more insights in the distribution of their performances across th…
q-fin.ST2021★ 1 cited
Domain Specific Concept Drift Detectors for Predicting Financial Time Series
Filippo Neri
Concept drift detectors allow learning systems to maintain good accuracy on non-stationary data streams. Financial time series are an instance of non-stationary data streams whose…
q-fin.TR2020
How to Identify Investor's types in real financial markets by means of agent based simulation
Filippo Neri
The paper proposes a computational adaptation of the principles underlying principal component analysis with agent based simulation in order to produce a novel modeling methodology…