72 citations · 72 across the 6 of their papers we have counts for
6 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, Cristian Buoncompagni, Stefano Pellegrino +3
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…
Parsimonious Time Series Clustering
Carmela Iorio, Gianluca Frasso, Antonio D'Ambrosio +1
We introduce a parsimonious model-based framework for clustering time course data. In these applications the computational burden becomes often an issue due to the number of availa…
Boosted-Oriented Probabilistic Smoothing-Spline Clustering of Series
Carmela Iorio, Gianluca Frasso, Antonio D'Ambrosio +1
Fuzzy clustering methods allow the objects to belong to several clusters simultaneously, with different degrees of membership. However, a factor that influences the performance of…
Accurate algorithms for identifying the median ranking when dealing with weak and partial rankings under the Kemeny axiomatic approach
Sonia Amodio, Antonio D'Ambrosio, Roberta Siciliano
Preference rankings virtually appear in all field of science (political sciences, behavioral sciences, machine learning, decision making and so on). The well-know social choice pro…