Author

R. Siciliano

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#machine learning Jun 2026

Simultaneous Latent Budget Trees for Stratified Classification

Simultaneous Latent Budget Trees, a probabilistic machine learning framework for classification trees in the presence of a stratification factor such as a temporal, spatial, or demographic variable, acting as a control variable or potential confounder, is introduced.

Cristian Buoncompagni, Stefano Pellegrino, Giulia Vannucci et al. · arXiv.org · 0 citations

Preprint Aug 2026

From Efficient Frontier to Fragile Frontier: A Global Sensitivity Analysis of Markowitz Portfolios

In mean-variance portfolio analysis, the efficient frontier represents the optimal trade-off between expected return and risk, assuming stable underlying parameters. This paper investigates portfolio fragility: the instability of optimal weights, risk-adjusted performance, and diversification when model inputs and cons...

Stefano Pellegrino, Giulia Vannucci, R. Siciliano · 0 citations