2 papers
stat.ME2026
Single-Observation Uniformity Testing under Increasing Precision via Lacunary Harmonics
Davide Ferrari
A test of uniformity on [0,1] is developed for the setting of a single observation recorded with sufficient precision. Although consistency against general alternatives is not atta…
q-fin.PM2025
Selection Confidence Sets for Equally Weighted Portfolios
Davide Ferrari, Alessandro Fulci, Sandra Paterlini
Given a universe of N assets, investors often form equally weighted portfolios (EWPs) by selecting subsets of assets. EWPs are simple, robust, and competitive out-of-sample, yet th…