UBERTI, PIERPAOLO
UBERTI, PIERPAOLO
A new approach in model selection for ordinal target variables
2021-01-01 Ballante, Elena; Figini, Silvia; Uberti, Pierpaolo
A Note on Statistical Arbitrage and Long Term Market Efficiency
2019-01-01 Maggi, Mario; Uberti, Pierpaolo
A rescaling technique to improve numerical stability of portfolio optimization problems
2022-01-01 Torrente, Maria-Laura; Uberti, Pierpaolo
A Statistical Method to Optimize the Combination of Internal and External Data in operational Risk Measurement
2008-01-01 Uberti, P.; Figini, S.; Giudici, P
A threshold based approach to merge data in financial risk management
2009-01-01 Uberti, Pierpaolo; Figini, S.; Giudici, P.
Concentration measures in risk management
2012-01-01 Uberti, Pierpaolo; Figini, S.
Google search volumes for portfolio management: performances and asset concentration
2019-01-01 Maggi, Mario; Uberti, Pierpaolo
How to measure single-name credit risk concentrations
2010-01-01 Uberti, Pierpaolo; Figini, S.
Misclassifications in financial risk tolerance
2014-01-01 Lucarelli, C.; Uberti, Pierpaolo; Brighetti, G.
Model assessment for predictive classification models
2009-01-01 Uberti, Pierpaolo; Figini, S.
MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY
2019-01-01 Figini, Silvia; Uberti, Pierpaolo; Torrente, MARIA LAURA
Polarized classification tree models: theory and computational aspects
2021-01-01 Ballante, Elena; Galvani, Marta; Uberti, Pierpaolo; Figini, Silvia
Proper measures of connectedness
2020-01-01 Maggi, Mario; Torrente, MARIA LAURA; Uberti, Pierpaolo
Risk-adjusted geometric diversified portfolios
2023-01-01 Torrente, Maria-Laura; Uberti, Pierpaolo
Risky choices and emotion-based learning
2015-01-01 Lucarelli, Caterina; Uberti, Pierpaolo; Brighetti, Gianni; Maggi, Mario
The market rank indicator to detect financial distress
2018-01-01 Uberti, P.; Figini, S.; Maggi, M.
UNCERTAINTY INTERVAL TO ASSESS PERFORMANCES OF CREDIT RISK MODELS
2019-01-01 Figini, Silvia; Uberti, Pierpaolo
What Are Investors Afraid of? Finding the Big Bad Wolf
2019-01-01 Alemanni, Barbara; Uberti, Pierpaolo