This project investigates whether complex portfolio optimization methods offer a real advantage over a simple equal-weight allocation. We test whether advanced strategies deliver superior real-world performance once accounting for estimation errors and realistic market conditions.

Giorgio ColomboDiego BelingheriFRFederico RausaAlessandro Gabusi

The oceans produce months of continuous hydrophone recordings, we want to detect were a Whale call is among the extracted recordings

Lorenzo FerrariSVSamuele VitaloniAndrea Zanzottera

Investigating adversarial attacks against machine learning models for anti-money laundering, with a focus on graph-based transaction networks, model robustness, and evasion of fraud detection systems.

Tommaso MorettiSohanur RahmanAlessandro MessaMatteo Ronchi

Investigating the impact of multicollinearity on statistical and machine learning models, with a focus on diagnosis, model stability, predictive performance, and feature attribution.

Tommaso MorettiAlessandro Gabusi

Developed a Multi-Fidelity Gaussian Process surrogate model for efficient financial option pricing.

Mirko PiazzalungaTommaso Moretti