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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.ML2026
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…