SCOGNAMIGLIO, Salvatore
SCOGNAMIGLIO, Salvatore
Dipartimento di Studi Aziendali e Quantitativi
A Deep Learning Integrated Lee–Carter Model
2019-01-01 Nigri, Andrea; Levantesi, Susanna; Marino, Mario; Scognamiglio, Salvatore; Perla, Francesca
A Multi-population Locally-Coherent Mortality Model
2022-01-01 Scognamiglio, Salvatore
A New Dynamic and Perspective Parsimonious AHP Model for Improving Industrial Frameworks
2022-01-01 Fattoruso, Gerarda; Scognamiglio, Salvatore; Violi, Antonio
Accurate and explainable mortality forecasting with the LocalGLMnet
2024-01-01 Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V.
Backtesting stochastic mortality models by prediction interval-based metrics
2022-01-01 Scognamiglio, Salvatore; Marino, Mario
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS
2022-01-01 Scognamiglio, Salvatore
Deep Learning Forecasting for Supporting Terminal Operators in Port Business Development
2022-01-01 Ferretti, Marco; Fiore, Ugo; Perla, Francesca; Risitano, Marcello; Scognamiglio, Salvatore
Disaggregating Death Rates of Age-Groups Using Deep Learning Algorithms
2024-01-01 Nigri, Andrea; Levantesi, Susanna; Scognamiglio, Salvatore
Effectiveness of investments in prevention of geological disasters
2021-01-01 Fiore, Ugo; Marino, Zelda; Perla, Francesca; Pietroluongo, Mariafortuna; Scognamiglio, Salvatore; Zanetti, Paolo
l1-Regularization in Portfolio Selection with Machine Learning
2022-01-01 Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore
Learning fused lasso parameters in portfolio selection via neural networks
2024-01-01 Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore
Locally-coherent multi-population mortality modelling via neural networks
2023-01-01 Perla, Francesca; Scognamiglio, Salvatore
Longevity risk analysis: applications to the Italian regional data
2022-01-01 Scognamiglio, Salvatore
Machine Learning in Nested Simulations Under Actuarial Uncertainty
2021-01-01 Castellani, Gilberto; Fiore, Ugo; Marino, Zelda; Passalacqua, Luca; Perla, Francesca; Scognamiglio, Salvatore; Zanetti, Paolo
Machine learning techniques in nested stochastic simulations for life insurance
2021-01-01 Castellani, G.; Fiore, U.; Marino, Z.; Passalacqua, L.; Perla, F.; Scognamiglio, S.; Zanetti, P.
Multi-population mortality modelling and forecasting with divergence bounds
2024-01-01 Scognamiglio, Salvatore
Quantile mortality modelling of multiple populations via neural networks
2024-01-01 Corsaro, Stefania; Marino, Zelda; Scognamiglio, Salvatore
Robust Classification via Support Vector Machines
2022-01-01 Asimit, Alexandru V.; Kyriakou, Ioannis; Santoni, Simone; Scognamiglio, Salvatore; Zhu, Rui
Systemic risk measurement: A Quantile Long Short-Term Memory network approach
2024-01-01 Aprea, Imma Lory; Scognamiglio, Salvatore; Zanetti, Paolo
Time-series forecasting of mortality rates using deep learning
2021-01-01 Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Deep Learning Integrated Lee–Carter Model | 1-gen-2019 | Nigri, Andrea; Levantesi, Susanna; Marino, Mario; Scognamiglio, Salvatore; Perla, Francesca | |
| A Multi-population Locally-Coherent Mortality Model | 1-gen-2022 | Scognamiglio, Salvatore | |
| A New Dynamic and Perspective Parsimonious AHP Model for Improving Industrial Frameworks | 1-gen-2022 | Fattoruso, Gerarda; Scognamiglio, Salvatore; Violi, Antonio | |
| Accurate and explainable mortality forecasting with the LocalGLMnet | 1-gen-2024 | Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. | |
| Backtesting stochastic mortality models by prediction interval-based metrics | 1-gen-2022 | Scognamiglio, Salvatore; Marino, Mario | |
| CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS | 1-gen-2022 | Scognamiglio, Salvatore | |
| Deep Learning Forecasting for Supporting Terminal Operators in Port Business Development | 1-gen-2022 | Ferretti, Marco; Fiore, Ugo; Perla, Francesca; Risitano, Marcello; Scognamiglio, Salvatore | |
| Disaggregating Death Rates of Age-Groups Using Deep Learning Algorithms | 1-gen-2024 | Nigri, Andrea; Levantesi, Susanna; Scognamiglio, Salvatore | |
| Effectiveness of investments in prevention of geological disasters | 1-gen-2021 | Fiore, Ugo; Marino, Zelda; Perla, Francesca; Pietroluongo, Mariafortuna; Scognamiglio, Salvatore; Zanetti, Paolo | |
| l1-Regularization in Portfolio Selection with Machine Learning | 1-gen-2022 | Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore | |
| Learning fused lasso parameters in portfolio selection via neural networks | 1-gen-2024 | Corsaro, Stefania; De Simone, Valentina; Marino, Zelda; Scognamiglio, Salvatore | |
| Locally-coherent multi-population mortality modelling via neural networks | 1-gen-2023 | Perla, Francesca; Scognamiglio, Salvatore | |
| Longevity risk analysis: applications to the Italian regional data | 1-gen-2022 | Scognamiglio, Salvatore | |
| Machine Learning in Nested Simulations Under Actuarial Uncertainty | 1-gen-2021 | Castellani, Gilberto; Fiore, Ugo; Marino, Zelda; Passalacqua, Luca; Perla, Francesca; Scognamiglio, Salvatore; Zanetti, Paolo | |
| Machine learning techniques in nested stochastic simulations for life insurance | 1-gen-2021 | Castellani, G.; Fiore, U.; Marino, Z.; Passalacqua, L.; Perla, F.; Scognamiglio, S.; Zanetti, P. | |
| Multi-population mortality modelling and forecasting with divergence bounds | 1-gen-2024 | Scognamiglio, Salvatore | |
| Quantile mortality modelling of multiple populations via neural networks | 1-gen-2024 | Corsaro, Stefania; Marino, Zelda; Scognamiglio, Salvatore | |
| Robust Classification via Support Vector Machines | 1-gen-2022 | Asimit, Alexandru V.; Kyriakou, Ioannis; Santoni, Simone; Scognamiglio, Salvatore; Zhu, Rui | |
| Systemic risk measurement: A Quantile Long Short-Term Memory network approach | 1-gen-2024 | Aprea, Imma Lory; Scognamiglio, Salvatore; Zanetti, Paolo | |
| Time-series forecasting of mortality rates using deep learning | 1-gen-2021 | Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. |