Zobrazeno 1 - 10
of 3 707
pro vyhledávání: '"Ventre, A."'
Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent works have dem
Externí odkaz:
http://arxiv.org/abs/2410.09196
Autor:
Porreca, Annamaria, Ventre, Viviana, Martino, Roberta, Rambaud, Salvador Cruz, Maturo, Fabrizio
Classical finance models are based on the premise that investors act rationally and utilize all available information when making portfolio decisions. However, these models often fail to capture the anomalies observed in intertemporal choices and dec
Externí odkaz:
http://arxiv.org/abs/2410.16307
Autor:
Wang, Zhuohan, Ventre, Carmine
Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for simulating and
Externí odkaz:
http://arxiv.org/abs/2409.02138
Autor:
Corsaro, Emanuele, Miano, Giovanni, Tamburrino, Antonello, Ventre, Salvatore, Forestiere, Carlo
Metasurfaces, consisting of large arrays of interacting subwavelength scatterers, pose significant challenges for general-purpose computational methods due to their large electric dimensions and multiscale nature. This paper introduces an efficient b
Externí odkaz:
http://arxiv.org/abs/2407.21724
Publikováno v:
Int. J. Approx. Reasoning, 176 (2025), 109319.
Social network analysis (SNA) helps us understand the relationships and interactions between individuals, groups, organizations, or other social entities. In the literature, ties are generally considered binary or weighted based on their strength. No
Externí odkaz:
http://arxiv.org/abs/2407.02401
Autor:
Ventre, Salvatore, Chiariello, Andrea, Isernia, Nicola, Mottola, Vincenzo, Tamburrino, Antonello
A methodology to reduce the computational cost of time domain computations of eddy currents problems is proposed and implemented in a parallel computing environment. It is based on the modal decomposition of the current density and it is applicable e
Externí odkaz:
http://arxiv.org/abs/2407.11993
Autor:
Cipolletta, Federico, Schwarz, Nina, Hoelzl, Matthias, Ventre, Salvatore, Isernia, Nicola, Rubinacci, Guglielmo, Soba, Alejandro, Mantsinen, Mervi Johanna, Team, the JOREK
JOREK is an advanced non-linear simulation code for studying MHD instabilities in magnetically confined fusion plasmas and their control and/or mitigation. A free-boundary and resistive wall extension was introduced via coupling to the STARWALL and C
Externí odkaz:
http://arxiv.org/abs/2404.16546
Autor:
Ferraioli, Diodato, Ventre, Carmine
A growing body of work in economics and computation focuses on the trade-off between implementability and simplicity in mechanism design. The goal is to develop a theory that not only allows to design an incentive structure easy to grasp for imperfec
Externí odkaz:
http://arxiv.org/abs/2403.08610
Autor:
Braga, Pedro, Chionas, Georgios, Krysta, Piotr, Leonardos, Stefanos, Piliouras, Georgios, Ventre, Carmine
Maximal Extractable Value (MEV) has emerged as a new frontier in the design of blockchain systems. In this paper, we propose making the MEV extraction rate as part of the protocol design space. Our aim is to leverage this parameter to maintain a heal
Externí odkaz:
http://arxiv.org/abs/2402.15849
The recent banking crisis has again emphasized the importance of understanding and mitigating systemic risk in financial networks. In this paper, we study a market-driven approach to rescue a bank in distress based on the idea of claims trading, a no
Externí odkaz:
http://arxiv.org/abs/2402.13627