Barbara Vantaggi

Pubblicazioni

Titolo Pubblicato in Anno
An information theory approach to stock market liquidity CHAOS 2024
Market consistent bid-ask option pricing under Dempster-Shafer uncertainty QUANTITATIVE FINANCE 2024
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
Consequences of the minimum specificity principle on conditioning and on independence in possibility theory INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2023
Dynamic bid–ask pricing under Dempster-Shafer uncertainty JOURNAL OF MATHEMATICAL ECONOMICS 2023
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2023
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2023
Adding Semantics to Fuzzy Similarity Measures Through the d-Choquet Integral Symbolic and Quantitative Approaches to Reasoning with Uncertainty 2023
No-Arbitrage Pricing with 𝛼-DS Mixtures in a Market with Bid-Ask Spreads International Symposium on Imprecise Probability: Theories and Applications, 215 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
How to Assess Coherent Beliefs: A Comparison of Different Notions of Coherence in Dempster-Shafer Theory of Evidence Reflections on the Foundations of Probability and Statistics 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

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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