Barbara Vantaggi

Pubblicazioni

Titolo Pubblicato in Anno
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting ANNALS OF OPERATIONS RESEARCH 2023
The extent of partially resolving uncertainty in assessing coherent conditional plausibilities FUZZY SETS AND SYSTEMS 2023
Localization of defects via residence time measures SIAM JOURNAL ON APPLIED MATHEMATICS 2022
Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory FUZZY SETS AND SYSTEMS 2022
Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems 2022
Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions Belief Functions: Theory and Applications 2022
Probability envelopes and their Dempster-Shafer approximations in statistical matching INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2022
The IAS-MEEG Package: A Flexible Inverse Source Reconstruction Platform for Reconstruction and Visualization of Brain Activity from M/EEG Data BRAIN TOPOGRAPHY 2022
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting 2021
Managing uncertainty and fuzziness trough a generalized conditional plausibility model TWMS JOURNAL OF PURE AND APPLIED MATHEMATICS 2021
Dempster-Shafer Approximations and Probabilistic Bounds in Statistical Matching Symbolic and Quantitative Approaches to Reasoning with Uncertainty 2021
Mining the mind: linear discriminant analysis of MEG source reconstruction time series supports dynamic changes in deep brain regions during meditation sessions BRAIN TOPOGRAPHY 2021
Il fascino della matematica e delle sue applicazioni 2021
Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2020
Detecting correlation between extreme probability events INTERNATIONAL JOURNAL OF GENERAL SYSTEMS 2020
Dynamic Portfolio Selection Under Ambiguity in the $$epsilon $$-Contaminated Binomial Model Information Processing and Management of Uncertainty in Knowledge-Based Systems 2020
A Dutch book coherence condition for conditional completely alternating Choquet expectations BOLLETTINO DELLA UNIONE MATEMATICA ITALIANA 2020
A special issue on the mathematics of subjective probability DECISIONS IN ECONOMICS AND FINANCE 2020
Models for pessimistic or optimistic decisions under different uncertain scenarios INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2019
Conditional submodular Choquet expected values and conditional coherent risk measures INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2019

ERC

  • PE1_13
  • PE1_17
  • PE1_22
  • SH1_6

Interessi di ricerca

Dynamic decision models under risk and uncertainty. Decision maker's preferences and their representat ion:  attitute toward risk and ambiguity. Multiple prior models. Mathematics for Artificial Intelligence. Similarity measures for  case-based decisions. Models with latent or missclassified variables and (graphical) independence models for  complex decision models. Data reduction and inverse models for applications in neuroscience and economic fields.

Keywords

Complex-decision making
fundamental uncertainty
Attitudes toward risk
ambiguity attitudes
Bayesian inverse problems
Coherent probability

Progetti di Ricerca

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