Pierpaolo Uberti

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 5

Top Topics

Top Venues

Ann. Oper. Res.

Publications

Maria-Laura Torrente, Pierpaolo Uberti
A rescaling technique to improve numerical stability of portfolio optimization problems. Soft Comput. 27 (18) (2023)
Elena Ballante, Silvia Figini, Pierpaolo Uberti
A new approach in model selection for ordinal target variables. Comput. Stat. 37 (1) (2022)
Elena Ballante, Marta Galvani, Pierpaolo Uberti, Silvia Figini
Polarized Classification Tree Models: Theory and Computational Aspects. J. Classif. 38 (3) (2021)
Mario Maggi, Pierpaolo Uberti
Google search volumes for portfolio management: performances and asset concentration. Ann. Oper. Res. 299 (1) (2021)
Elena Ballante, Pierpaolo Uberti, Silvia Figini
A new approach in model selection for ordinal target variables. CoRR (2020)
Silvia Figini, Pierpaolo Uberti
Concentration measures in risk management. J. Oper. Res. Soc. 64 (5) (2013)
Pierpaolo Uberti, Silvia Figini
How to measure single-name credit risk concentrations. Eur. J. Oper. Res. 202 (1) (2010)