3 papers
From Efficient Frontier to Fragile Frontier: A Global Sensitivity Analysis of Markowitz Portfolios
Stefano Pellegrino, Giulia Vannucci, Roberta Siciliano
In mean-variance portfolio analysis, the efficient frontier represents the optimal trade-off between expected return and risk, assuming stable underlying parameters. This paper inv…
Simultaneous Latent Budget Trees for Stratified Classification
Simultaneous Latent Budget Trees for Stratified Classification Cristian Buoncompagni, Stefano Pellegrino, Giulia Vannucci +2
In the era of Explainable Artificial Intelligence, there is a renewed focus on single trees for their ease of interpretation. This paper introduces Simultaneous Latent Budget Trees…
Dynamic recursive tree-based partitioning for malignant melanoma identification in skin lesion dermoscopic images
Roberta Siciliano, Massimo Aria, Antonio D'Ambrosio +1
In this paper, multivalued data or multiple values variables are defined. They are typical when there is some intrinsic uncertainty in data production, as the result of imprecise m…