2 papers
stat.AP2025
Copula-Based Clustering of Financial Time Series via Evidence Accumulation
Andrea Mecchina, Roberta PappadÃ, Nicola Torelli
Understanding the dependence structure of asset returns is fundamental in risk assessment and is particularly relevant in a portfolio diversification strategy. We propose a cluster…
stat.ML2025
Discrimination in machine learning algorithms
Roberta PappadÃ, Francesco Pauli
Machine learning algorithms are routinely used for business decisions that may directly affect individuals, for example, because a credit scoring algorithm refuses them a loan. It…