5 citations · 6 across the 3 of their papers we have counts for
3 papers
q-fin.RM2026
Drawdown Risk Beyond Brownian Motion: A Monte-Carlo Framework, Non-Gaussian Extensions, and Long Memory
Francesco Landolfi
How deep and how long should the drawdowns of a systematic trading strategy run, given its Sharpe ratio and the statistical structure of its returns? Building on the drawdown frame…
cs.LG2023★ 1 cited
Constraint-Free Structure Learning with Smooth Acyclic Orientations
Riccardo Massidda, Francesco Landolfi, Martina Cinquini +1
The structure learning problem consists of fitting data generated by a Directed Acyclic Graph (DAG) to correctly reconstruct its arcs. In this context, differentiable approaches co…
cs.LG2022★ 5 cited
Generalizing Downsampling from Regular Data to Graphs
Davide Bacciu, Alessio Conte, Francesco Landolfi
Downsampling produces coarsened, multi-resolution representations of data and it is used, for example, to produce lossy compression and visualization of large images, reduce comput…