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Emanuele Cagliero
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 2
Top Topics
Neural Network
Market Data
Asset Allocation
Strongly Correlated
Top Venues
CoRR
AIABI@AI*IA
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Publications
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Sergio Caprioli
,
Emanuele Cagliero
,
Riccardo Crupi
Quantifying Credit Portfolio Sensitivity to Asset Correlations With Interpretable Generative Neural Networks.
AIABI@AI*IA
(2023)
Sergio Caprioli
,
Emanuele Cagliero
,
Riccardo Crupi
Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks.
CoRR
(2023)