Tab-Conf-Fraud
Repository GitHub: LINK
Description: Software for Fraud Detection relying on Credal Classification through an Ensemble of Confidence-Aware TabTransformers
S. Galiani, D. Petturiti, and B. Vantaggi. Credal Classification through an Ensemble of Confidence-Aware TabTransformers and its Application to Fraud Detection. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 33(7):875–909, 2025.
CW-pseudo-distances
Repository GitHub: LINK
Description: Reference code for the paper
S. Lorenzini, D. Petturiti, and B. Vantaggi. Choquet-Wasserstein pseudo-distances via optimal transport under partially specified marginal probabilities. Fuzzy Sets and Systems, 515:109429, 2025.
EUSFLAT2025
Repository GitHub: LINK
Description: Code for the (alpha,beta)-SRBMs classifier appearing in the paper
D. Petturiti and M. Rifqi. Alpha-Maxmin Classification with an Ensemble of Structural Restricted Boltzmann Machines. In: Proceedings of EUSFLAT 2025, RIga, Latvia, July 21-25, 2025, Springer.
ISIPTA2025
Repository GitHub: LINK
Description: Optimization code for the paper
D. Petturiti and B. Vantaggi. Dynamic α-DS mixture pricing in a market with bid-ask spreads. In: Proceedings of ISIPTA 2025, Bielefeld, Germany, July 15-18, 2025, PLMR
FUZZ-IEEE2025
Repository GitHub: LINK
Description: Approximation code for the paper
S. Lorenzini, A. Cinfrignini, D. Petturiti, and B. Vantaggi. Quantile-constrained Choquet-Wasserstein p-box approximation of arbitrary belief functions. In: Proceedings of FUZZ-IEEE 2025, Reims, France, July 6-9, 2025, IEEE XPlore.
behavioral-portfolio
Repository GitHub: LINK
Description: Optimization code for the paper
A. Cinfrignini, D. Petturiti and B. Vantaggi. Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations. European Journal of Operational Research, 325(3):500–515, 2025.
bid-ask-DS
Repository GitHub: LINK
Description: Calibration code for the paper
A. Cinfrignini, D. Petturiti, and B. Vantaggi. Market consistent bid-ask option pricing under Dempster-Shafer uncertainty. Quantitative Finance, 25(2):249–268, 2025.
dCh-sim-learn
Repository GitHub: LINK
Description: Fuzzy similarity learning code for the paper:
C. Marsala, D. Petturiti, and B. Vantaggi. Entropic Regularization Schemes for Learning Fuzzy Similarity Measures based on the d-Choquet Integral. In: S. Destercke, M.V. Martinez, G. Sanfilippo (Eds.), Scalable Uncertainty Management – 16th International Conference, SUM 2024, Palermo, Italy, November 27-29, 2024, Proceedings, Springer.
epsilon-newsvendor
Repository GitHub: LINK
Description: Optimization code for the paper
A. Cinfrignini, D. Petturiti, and G. Stabile. Newsvendor problem with discrete demand and constrained first moment under ambiguity. Decisions in Economics and Finance, DOI: 10.1007/s10203-024-00477-7, 2024.