3 papers
stat.ML2025
The Morgan-Pitman Test of Equality of Variances and its Application to Machine Learning Model Evaluation and Selection
Argimiro Arratia, Alejandra Cabaña, Ernesto Mordecki +1
Model selection in non-linear models often prioritizes performance metrics over statistical tests, limiting the ability to account for sampling variability. We propose the use of a…
math.OC2025
Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
Argimiro Arratia, Henryk Gzyl
A solution to a portfolio optimization problem is always conditioned by constraints on the initial capital and the price of the available market assets. If a risk neutral measure i…
cs.LG2025
Classification by Separating Hypersurfaces: An Entropic Approach
Argimiro Arratia, Mahmoud El Daou, Henryk Gzyl
We consider the following classification problem: Given a population of individuals characterized by a set of attributes represented as a vector in , the goal is to…