Sergio Caprioli

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 3

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Strongly Correlated

Asset Allocation

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Publications

Sergio Caprioli, Jacopo Foschi, Riccardo Crupi, Alessandro Damiano Sabatino
Denoising ESG: quantifying data uncertainty from missing data with Machine Learning and prediction intervals. CoRR (2024)
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)