Federico A. Ramponi

Publication Activity (10 Years)

Years Active: 2015-2021
Publications (10 Years): 6

Top Topics

Classification Algorithm

Majority Voting

Portfolio Selection

Top Venues

IEEE Control. Syst. Lett.

J. Syst. Sci. Complex.

Publications

Giorgio Arici, Marco C. Campi, Algo Carè, Marco Dalai, Federico A. Ramponi
A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection. J. Syst. Sci. Complex. 34 (5) (2021)
A. T. J. R. Cobbenhagen, Algo Carè, Marco C. Campi, Federico A. Ramponi, Duarte J. Antunes, W. P. M. H. Heemels
Novel Bounds on the Probability of Misclassification in Majority Voting: Leveraging the Majority Size. IEEE Control. Syst. Lett. 5 (5) (2021)
Federico A. Ramponi
Consistency of the Scenario Approach. SIAM J. Optim. 28 (1) (2018)
Federico A. Ramponi, Marco C. Campi
Expected shortfall: Heuristics and certificates. Eur. J. Oper. Res. 267 (3) (2018)
Algo Carè, Federico A. Ramponi, Marco C. Campi
A New Classification Algorithm With Guaranteed Sensitivity and Specificity for Medical Applications. IEEE Control. Syst. Lett. 2 (3) (2018)
Marco C. Campi, Simone Garatti, Federico A. Ramponi
Non-convex scenario optimization with application to system identification. CDC (2015)