15 citations · 15 across the 4 of their papers we have counts for
4 papers
Logic Constraints to Feature Importances
Nicola Picchiotti, Marco Gori
In recent years, Artificial Intelligence (AI) algorithms have been proven to outperform traditional statistical methods in terms of predictivity, especially when a large amount of…
Clustering-Based Interpretation of Deep ReLU Network
Nicola Picchiotti, Marco Gori
Amongst others, the adoption of Rectified Linear Units (ReLUs) is regarded as one of the ingredients of the success of deep learning. ReLU activation has been shown to mitigate the…
COVID-19 pandemic: a mobility-dependent SEIR model with undetected cases in Italy, Europe and US
Nicola Picchiotti, Monica Salvioli, Elena Zanardini +1
OBJECTIVES: to describe the first wave of the COVID-19 pandemic with a focus on undetected cases and to evaluate different post-lockdown scenarios. DESIGN: the study introduces a S…
Jumping VaR: Order Statistics Volatility Estimator for Jumps Classification and Market Risk Modeling
Luca Spadafora, Francesca Sivero, Nicola Picchiotti
This paper proposes a new integrated variance estimator based on order statistics within the framework of jump-diffusion models. Its ability to disentangle the integrated variance…