7 citations · 9 across the 4 of their papers we have counts for
4 papers
Denoising ESG: quantifying data uncertainty from missing data with Machine Learning and prediction intervals
Sergio Caprioli, Jacopo Foschi, Riccardo Crupi +1
Environmental, Social, and Governance (ESG) datasets are frequently plagued by significant data gaps, leading to inconsistencies in ESG ratings due to varying imputation methods. T…
HERMES: Gamma Ray Burst and Gravitational Wave counterpart hunter
G. Ghirlanda, L. Nava, O. Salafia +67
Gamma Ray Bursts (GRBs) bridge relativistic astrophysics and multi-messenger astronomy. Space-based gamma/X-ray wide field detectors have proven essential to detect and localize th…
Deep Learning for Gamma-Ray Bursts: A data driven event framework for X/Gamma-Ray analysis in space telescopes
Riccardo Crupi
This thesis comprises the first three chapters dedicated to providing an overview of Gamma Ray-Bursts (GRBs), their properties, the instrumentation used to detect them, and Artific…
Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks
Sergio Caprioli, Emanuele Cagliero, Riccardo Crupi
In this research, we propose a novel approach for the quantification of credit portfolio Value-at-Risk (VaR) sensitivity to asset correlations with the use of synthetic financial c…