1 citations · 2 across the 7 of their papers we have counts for
7 papers
Quantification of Non-stationary Power Quality Events: A New Index Based on -norm of Energy
Faizal Hafiz, Chirag Naik, Davide La Torre +1
The present study proposes a new index to quantify the severity of non-stationary power quality (PQ) disturbance events. In particular, the severity of PQ events is estimated from…
Predicting Parkinson's disease evolution using deep learning
Maria Frasca, Davide La Torre, Gabriella Pravettoni +1
Parkinson's disease is a neurological condition that occurs in nearly 1% of the world's population. The disease is manifested by a drop in dopamine production, symptoms are cogniti…
Mixing Deep Learning and Multiple Criteria Optimization: An Application to Distributed Learning with Multiple Datasets
Davide La Torre, Danilo Liuzzi, Marco Repetto +1
The training phase is the most important stage during the machine learning process. In the case of labeled data and supervised learning, machine training consists in minimizing the…
A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting
Faizal Hafiz, Jan Broekaert, Davide La Torre +1
This study proposes a new framework to evolve efficacious yet parsimonious neural architectures for the movement prediction of stock market indices using technical indicators as in…
Federated Deep Learning in Electricity Forecasting: An MCDM Approach
Marco Repetto, Davide La Torre, Muhammad Tariq
Large-scale data analysis is growing at an exponential rate as data proliferates in our societies. This abundance of data has the advantage of allowing the decision-maker to implem…
Competing control scenarios in probabilistic SIR epidemics on social-contact networks
Jan B. Broekaert, Davide La Torre, Faizal Hafiz
A probabilistic approach to the epidemic evolution on realistic social-contact networks allows for characteristic differences among subjects, including the individual number and st…
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification
Davide La Torre, Marco Maggis
We extend the classical risk minimization model with scalar risk measures to the general case of set-valued risk measures. The problem we obtain is a set-valued optimization model…