Carmela Iorio

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2024 J jnl
Explainable Ensemble Trees.
Comput. Stat.
Massimo Aria, Agostino Gnasso, Carmela Iorio, Giuseppe Pandolfo
2024 J jnl
Extending Explainable Ensemble Trees (E2Tree) to regression contexts.
CoRR
Massimo Aria, Agostino Gnasso, Carmela Iorio, Marjolein Fokkema
2023 J jnl
Statistical arbitrage in the stock markets by the means of multiple time horizons clustering.
Neural Comput. Appl.
Federico Gatta, Carmela Iorio, Diletta Chiaro, Fabio Giampaolo, Salvatore Cuomo
2022 J jnl
An unsupervised learning framework for marketneutral portfolio.
Expert Syst. Appl.
Salvatore Cuomo, Federico Gatta, Fabio Giampaolo, Carmela Iorio, Francesco Piccialli
2021 J jnl
Adjusted Concordance Index: an Extensionl of the Adjusted Rand Index to Fuzzy Partitions.
J. Classif.
Antonio D'Ambrosio, Sonia Amodio, Carmela Iorio, Giuseppe Pandolfo, Roberta Siciliano
2020 J jnl
Robust mean-variance portfolio through the weighted L
Ann. Oper. Res.
Giuseppe Pandolfo, Carmela Iorio, Roberta Siciliano, Antonio D'Ambrosio
2019 J jnl
Informative trees by visual pruning.
Expert Syst. Appl.
Carmela Iorio, Massimo Aria, Antonio D'Ambrosio, Roberta Siciliano
2019 J jnl
Median constrained bucket order rank aggregation.
Comput. Stat.
Antonio D'Ambrosio, Carmela Iorio, Michele Staiano, Roberta Siciliano
2018 J jnl
A P-spline based clustering approach for portfolio selection.
Expert Syst. Appl.
Carmela Iorio, Gianluca Frasso, Antonio D'Ambrosio, Roberta Siciliano
2017 J jnl
A differential evolution algorithm for finding the median ranking under the Kemeny axiomatic approach.
Comput. Oper. Res.
Antonio D'Ambrosio, Giulio Mazzeo, Carmela Iorio, Roberta Siciliano
2017 J jnl
Regression trees for multivalued numerical response variables.
Expert Syst. Appl.
Antonio D'Ambrosio, Massimo Aria, Carmela Iorio, Roberta Siciliano
2016 J jnl
Parsimonious time series clustering using P-splines.
Expert Syst. Appl.
Carmela Iorio, Gianluca Frasso, Antonio D'Ambrosio, Roberta Siciliano