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stat.AP2026
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…
stat.AP2016
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…