3 citations · 4 across the 3 of their papers we have counts for
10 papers
The Efficient Hedging Frontier with Deep Neural Networks
Zheng Gong, Carmine Ventre, John O'Hara
The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their…
Better Model Selection with a new Definition of Feature Importance
Fan Fang, Carmine Ventre, Lingbo Li +3
Feature importance aims at measuring how crucial each input feature is for model prediction. It is widely used in feature engineering, model selection and explainable artificial in…
Two-way Greedy: Algorithms for Imperfect Rationality
Diodato Ferraioli, Paolo Penna, Carmine Ventre
The realization that selfish interests need to be accounted for in the design of algorithms has produced many contributions in computer science under the umbrella of algorithmic me…
Ascertaining price formation in cryptocurrency markets with DeepLearning
Fan Fang, Waichung Chung, Carmine Ventre +4
The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities,…
Social Cost Guarantees in Smart Route Guidance
Paolo Serafino, Carmine Ventre, Long Tran-Thanh +3
We model and study the problem of assigning traffic in an urban road network infrastructure. In our model, each driver submits their intended destination and is assigned a route to…
On the approximation guarantee of obviously strategyproof mechanisms
Diodato Ferraioli, Adrian Meier, Paolo Penna +1
Catering to the incentives of people with limited rationality is a challenging research direction that requires novel paradigms to design mechanisms and approximation algorithms. O…