16 citations · 17 across the 5 of their papers we have counts for
5 papers
Collective dynamics of strategic classification
Marta C. Couto, Flavia Barsotti, Fernando P. Santos
Classification algorithms based on Artificial Intelligence (AI) are nowadays applied in high-stakes decisions in finance, healthcare, criminal justice, or education. Individuals ca…
Asymptotic Static Hedge via Symmetrization
Jiro Akahori, Flavia Barsotti, Yuri Imamura
This paper is a continuation of Akahori-Barsotti-Imamura (2017) and where the authors i) showed that a payment at a random time, which we call timing risk, is decomposed into an in…
The Value of Timing Risk
Jiro Akahori, Flavia Barsotti, Yuri Imamura
The aim of this paper is to provide a mathematical contribution on the semi-static hedge of timing risk associated to positions in American-style options under a multi-dimensional…
Hypothesis testing for markovian models with random time observations
Flavia Barsotti, Anne Philippe, Paul Rochet
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time i…
Estimating the transition matrix of a Markov chain observed at random times
Flavia Barsotti, Yohann De Castro, Thibault Espinasse +1
In this paper we develop a statistical estimation technique to recover the transition kernel of a Markov chain in presence of censored data. We cons…