Maddalena Manzi | Università di Trieste (original) (raw)

Papers by Maddalena Manzi

Research paper thumbnail of Choquet Integrals and T-Supermodularity

Topics in Intelligent Engineering and Informatics, 2013

ABSTRACT This paper presents new results about T-supermodularity for Choquet integral. This prope... more ABSTRACT This paper presents new results about T-supermodularity for Choquet integral. This property was introduced in [17] in order to extend the concept of supermodularity for Choquet integral, by using Frank t-norms and considering the particular case of two membership functions such that their minimum is zero. Now we consider general membership functions and we use properties and links among belief measures, Möbius transform and Choquet integrals, in order to present the general case studied over a finite set.

Research paper thumbnail of Ultramodularity and copulas

Rocky Mountain Journal of Mathematics, 2014

Ultramodular binary copulas are discussed, i.e., copulas of a random vector whose components are ... more Ultramodular binary copulas are discussed, i.e., copulas of a random vector whose components are mutually stochastically decreasing with respect to each other. The additive generators of Archimedean ultramodular binary copulas are fully characterized. Finally, a new construction method for binary copulas based on n-ary ultramodular aggregation functions is proposed.

Research paper thumbnail of http://paduaresearch.cab.unipd.it/3438/1/TESIMANZI.pdf

Research paper thumbnail of Characterization of TS-measures

We study conditions under which Sugeno and Choquet integrals satisfy properties of T-(S-)evaluators.

Research paper thumbnail of On the asymmetric Shilkret-like integral

A Shilkret-like integral based on an absolutely monotone and sign stable set function, m ∈ AMSS i... more A Shilkret-like integral based on an absolutely monotone and sign stable set function, m ∈ AMSS is introduced. We discuss main properties of this new integral.

Research paper thumbnail of Pseudo-supermodularity for the Choquet-like integrals

2014 IEEE 12th International Symposium on Intelligent Systems and Informatics (SISY), 2014

Research paper thumbnail of Designing a ballast control system operator interface

2005 IEEE Design Symposium, Systems and Information Engineering, 2005

The Ballast Control system, part of the Vessel Management System (VMS), allows operators of an of... more The Ballast Control system, part of the Vessel Management System (VMS), allows operators of an offshore oil drilling platform to use the vessel's fluid control system to keep the vessel at an even keel. This procedure is critical during the drilling process and for the overall safety of the ship. Based on a heuristic evaluation of the ballast control operator interface for a vessel being commissioned, this paper describes a prototype which implements Human Computer Interface (HCI) design principles that were lacking in the original displays. The former design included elements of information overload, poor shape and coloring of icons, inconsistent layouts, and inadequate menu designs. We prototyped a simulation plus operator interface to explore improvements in these areas and for enabling future students in the US-Brazil exchange program to understand and build on the current design. This paper reviews the existing ballast control operator interface on the Pride do Rio oil drilling platform and describes the features of the new prototype simulation system.

Research paper thumbnail of Ultramodular aggregation functions and a new construction method for copulas

Research paper thumbnail of Ultramodular aggregation functions

Information Sciences, Jan 1, 2011

Note to users: The section "Articles in Press" contains peer reviewed a... more Note to users: The section "Articles in Press" contains peer reviewed accepted articles to be published in this journal. When the final article is assigned to an issue of the journal, the "Article in Press" version will be removed from this section and will appear in the associated ...

Research paper thumbnail of Aggregation Functions: A Multivariate Approach Using Copulae

International Mathematical Forum, Jan 1, 2008

In this paper we present the extension of the copula approach to aggregation functions. In fact w... more In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multi linear form with marginal copulae. Moreover we will define also the joint aggregation density function.

Research paper thumbnail of Supermodular and ultramodular aggregation evaluators

dma.unive.it

This paper presents the construction of a new kind of evaluators, which are studied on a vector l... more This paper presents the construction of a new kind of evaluators, which are studied on a vector lattice. In particular, by using an important identity on a vector lattice, we prove a characterization of supermodular property and we construct supermodular evaluators, briefly named SM -evaluators. Then in a particular lattice SM -evaluators become aggregation functions. Similarly we construct ultramodular evaluators, briefly named U M -evaluators.

Research paper thumbnail of A copula-based approach to aggregation operators

This paper presents the role of copula functions in the theory of aggregation operators and an ax... more This paper presents the role of copula functions in the theory of aggregation operators and an axiomatic characterization of Archimedean aggregation functions. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity.

Research paper thumbnail of The concept of supermodularity in aggregation functions and copulas

The mathematical concept of supermodularity is known in the literature for functions on a general... more The mathematical concept of supermodularity is known in the literature for functions on a general lattice, but in this paper we define supermodularity for aggregation functions. In particular supermodularity is the main axiom for bivariate copulas, which are a subclass of supermodular aggregation functions. A simple way to generalize the axiom of supermodularity for bivariate copulas is given by the concept of ultramodularity. So, we characterize Archimedean ultramodular copulas and we develop some connections with Choquet integral.

Research paper thumbnail of Aggregation functions: an approach using copulae

Working Papers, Jan 1, 2007

In this paper we present the extension of the copula approach to aggregation functions. In fact w... more In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multilinear form with marginal copulae. Moreover we will define also the joint aggregation density function.

Research paper thumbnail of T-supermodularity of Choquet integrals

Intelligent Systems and …, Jan 1, 2011

This paper is based on the investigation of a new property for Choquet integral: -supermodularity... more This paper is based on the investigation of a new property for Choquet integral: -supermodularity. With this definition we want to extend the property of supermodularity for Choquet integral with respect to a supermodular fuzzy measure, in particular by using Frank -norms.

Research paper thumbnail of Supermodular binary aggregation operators and copulae

Social Science Research Network (SSRN …, Jan 1, 2007

This paper presents the role of copula functions in the theory of aggregation operators. In this ... more This paper presents the role of copula functions in the theory of aggregation operators. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity, studying also a decomposition of supermodular binary aggregation operators and copulae.

Research paper thumbnail of Aggregation functions with stronger types of monotonicity

Computational Intelligence for …, Jan 1, 2010

Following the ideas of stronger forms of monotonicity for unary real functions and for capacities... more Following the ideas of stronger forms of monotonicity for unary real functions and for capacities, k-monotone and strongly kmonotone aggregation functions are introduced and discussed. In the special case k = 2 also some applications are given.

Research paper thumbnail of Multivariate dependence modeling using copulas

Working Papers, Jan 1, 2008

There exist necessary and sufficient conditions on the generating functions of the FGM family, in... more There exist necessary and sufficient conditions on the generating functions of the FGM family, in order to obtain various dependence properties. We present multivariate generalizations of this class studying symmetry and dependence concepts, measuring the dependence among the components of each class and providing several examples.

Research paper thumbnail of New construction methods for copulas and the multivariate case

In molti campi ci troviamo di fronte al problema di aggregare un insieme di risultati numerici, p... more In molti campi ci troviamo di fronte al problema di aggregare un insieme di risultati numerici, per ottenere un determinato valore; ciò avviene non soltanto in matematica ed in fisica, ma anche nell'ingegneria e nella maggior parte delle scienze economiche e sociali. Le funzioni di aggregazione, pertanto, sono usate per ottenere un risultato globale per ogni alternativa che consideri determinati criteri, anche se i problemi d'aggregazione sono molto vasti ed eterogenei. Ci sono, ad esempio, molti contributi sull'aggregazione di un numero finito od infinito di inputs reali , su argomenti che trattano input su scala ordinale [32] o sul problema di aggregare input complessi (come le distribuzioni di probabilità [81, 91] o i fuzzy sets [105]). Le funzioni d'aggregazione, in particolare, giocano un ruolo importante nell'area dei processi decisionali, dove, infatti, i valori da aggregare sono tipicamente gradi di preferenza o di soddisfazione e, quindi, appartengono all'intervallo [0, 1]. Sia n ∈ N, n ≥ 2. Una funzione d'aggregazione n-aria è una mappa A da [0, 1] n in [0, 1], che soddisfa alle seguenti proprietà: (A1) A(0, . . . , 0) = 0 e A(1, . . . , 1) = 1; (A2) A è crescente in ogni componente.

Talks by Maddalena Manzi

Research paper thumbnail of SUPERMODULAR AGGREGATION EVALUATORS

Research paper thumbnail of Choquet Integrals and T-Supermodularity

Topics in Intelligent Engineering and Informatics, 2013

ABSTRACT This paper presents new results about T-supermodularity for Choquet integral. This prope... more ABSTRACT This paper presents new results about T-supermodularity for Choquet integral. This property was introduced in [17] in order to extend the concept of supermodularity for Choquet integral, by using Frank t-norms and considering the particular case of two membership functions such that their minimum is zero. Now we consider general membership functions and we use properties and links among belief measures, Möbius transform and Choquet integrals, in order to present the general case studied over a finite set.

Research paper thumbnail of Ultramodularity and copulas

Rocky Mountain Journal of Mathematics, 2014

Ultramodular binary copulas are discussed, i.e., copulas of a random vector whose components are ... more Ultramodular binary copulas are discussed, i.e., copulas of a random vector whose components are mutually stochastically decreasing with respect to each other. The additive generators of Archimedean ultramodular binary copulas are fully characterized. Finally, a new construction method for binary copulas based on n-ary ultramodular aggregation functions is proposed.

Research paper thumbnail of http://paduaresearch.cab.unipd.it/3438/1/TESIMANZI.pdf

Research paper thumbnail of Characterization of TS-measures

We study conditions under which Sugeno and Choquet integrals satisfy properties of T-(S-)evaluators.

Research paper thumbnail of On the asymmetric Shilkret-like integral

A Shilkret-like integral based on an absolutely monotone and sign stable set function, m ∈ AMSS i... more A Shilkret-like integral based on an absolutely monotone and sign stable set function, m ∈ AMSS is introduced. We discuss main properties of this new integral.

Research paper thumbnail of Pseudo-supermodularity for the Choquet-like integrals

2014 IEEE 12th International Symposium on Intelligent Systems and Informatics (SISY), 2014

Research paper thumbnail of Designing a ballast control system operator interface

2005 IEEE Design Symposium, Systems and Information Engineering, 2005

The Ballast Control system, part of the Vessel Management System (VMS), allows operators of an of... more The Ballast Control system, part of the Vessel Management System (VMS), allows operators of an offshore oil drilling platform to use the vessel's fluid control system to keep the vessel at an even keel. This procedure is critical during the drilling process and for the overall safety of the ship. Based on a heuristic evaluation of the ballast control operator interface for a vessel being commissioned, this paper describes a prototype which implements Human Computer Interface (HCI) design principles that were lacking in the original displays. The former design included elements of information overload, poor shape and coloring of icons, inconsistent layouts, and inadequate menu designs. We prototyped a simulation plus operator interface to explore improvements in these areas and for enabling future students in the US-Brazil exchange program to understand and build on the current design. This paper reviews the existing ballast control operator interface on the Pride do Rio oil drilling platform and describes the features of the new prototype simulation system.

Research paper thumbnail of Ultramodular aggregation functions and a new construction method for copulas

Research paper thumbnail of Ultramodular aggregation functions

Information Sciences, Jan 1, 2011

Note to users: The section "Articles in Press" contains peer reviewed a... more Note to users: The section "Articles in Press" contains peer reviewed accepted articles to be published in this journal. When the final article is assigned to an issue of the journal, the "Article in Press" version will be removed from this section and will appear in the associated ...

Research paper thumbnail of Aggregation Functions: A Multivariate Approach Using Copulae

International Mathematical Forum, Jan 1, 2008

In this paper we present the extension of the copula approach to aggregation functions. In fact w... more In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multi linear form with marginal copulae. Moreover we will define also the joint aggregation density function.

Research paper thumbnail of Supermodular and ultramodular aggregation evaluators

dma.unive.it

This paper presents the construction of a new kind of evaluators, which are studied on a vector l... more This paper presents the construction of a new kind of evaluators, which are studied on a vector lattice. In particular, by using an important identity on a vector lattice, we prove a characterization of supermodular property and we construct supermodular evaluators, briefly named SM -evaluators. Then in a particular lattice SM -evaluators become aggregation functions. Similarly we construct ultramodular evaluators, briefly named U M -evaluators.

Research paper thumbnail of A copula-based approach to aggregation operators

This paper presents the role of copula functions in the theory of aggregation operators and an ax... more This paper presents the role of copula functions in the theory of aggregation operators and an axiomatic characterization of Archimedean aggregation functions. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity.

Research paper thumbnail of The concept of supermodularity in aggregation functions and copulas

The mathematical concept of supermodularity is known in the literature for functions on a general... more The mathematical concept of supermodularity is known in the literature for functions on a general lattice, but in this paper we define supermodularity for aggregation functions. In particular supermodularity is the main axiom for bivariate copulas, which are a subclass of supermodular aggregation functions. A simple way to generalize the axiom of supermodularity for bivariate copulas is given by the concept of ultramodularity. So, we characterize Archimedean ultramodular copulas and we develop some connections with Choquet integral.

Research paper thumbnail of Aggregation functions: an approach using copulae

Working Papers, Jan 1, 2007

In this paper we present the extension of the copula approach to aggregation functions. In fact w... more In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multilinear form with marginal copulae. Moreover we will define also the joint aggregation density function.

Research paper thumbnail of T-supermodularity of Choquet integrals

Intelligent Systems and …, Jan 1, 2011

This paper is based on the investigation of a new property for Choquet integral: -supermodularity... more This paper is based on the investigation of a new property for Choquet integral: -supermodularity. With this definition we want to extend the property of supermodularity for Choquet integral with respect to a supermodular fuzzy measure, in particular by using Frank -norms.

Research paper thumbnail of Supermodular binary aggregation operators and copulae

Social Science Research Network (SSRN …, Jan 1, 2007

This paper presents the role of copula functions in the theory of aggregation operators. In this ... more This paper presents the role of copula functions in the theory of aggregation operators. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity, studying also a decomposition of supermodular binary aggregation operators and copulae.

Research paper thumbnail of Aggregation functions with stronger types of monotonicity

Computational Intelligence for …, Jan 1, 2010

Following the ideas of stronger forms of monotonicity for unary real functions and for capacities... more Following the ideas of stronger forms of monotonicity for unary real functions and for capacities, k-monotone and strongly kmonotone aggregation functions are introduced and discussed. In the special case k = 2 also some applications are given.

Research paper thumbnail of Multivariate dependence modeling using copulas

Working Papers, Jan 1, 2008

There exist necessary and sufficient conditions on the generating functions of the FGM family, in... more There exist necessary and sufficient conditions on the generating functions of the FGM family, in order to obtain various dependence properties. We present multivariate generalizations of this class studying symmetry and dependence concepts, measuring the dependence among the components of each class and providing several examples.

Research paper thumbnail of New construction methods for copulas and the multivariate case

In molti campi ci troviamo di fronte al problema di aggregare un insieme di risultati numerici, p... more In molti campi ci troviamo di fronte al problema di aggregare un insieme di risultati numerici, per ottenere un determinato valore; ciò avviene non soltanto in matematica ed in fisica, ma anche nell'ingegneria e nella maggior parte delle scienze economiche e sociali. Le funzioni di aggregazione, pertanto, sono usate per ottenere un risultato globale per ogni alternativa che consideri determinati criteri, anche se i problemi d'aggregazione sono molto vasti ed eterogenei. Ci sono, ad esempio, molti contributi sull'aggregazione di un numero finito od infinito di inputs reali , su argomenti che trattano input su scala ordinale [32] o sul problema di aggregare input complessi (come le distribuzioni di probabilità [81, 91] o i fuzzy sets [105]). Le funzioni d'aggregazione, in particolare, giocano un ruolo importante nell'area dei processi decisionali, dove, infatti, i valori da aggregare sono tipicamente gradi di preferenza o di soddisfazione e, quindi, appartengono all'intervallo [0, 1]. Sia n ∈ N, n ≥ 2. Una funzione d'aggregazione n-aria è una mappa A da [0, 1] n in [0, 1], che soddisfa alle seguenti proprietà: (A1) A(0, . . . , 0) = 0 e A(1, . . . , 1) = 1; (A2) A è crescente in ogni componente.

Research paper thumbnail of SUPERMODULAR AGGREGATION EVALUATORS

Research paper thumbnail of A COPULA-BASED APPROACH TO AGGREGATION OPERATORS

Research paper thumbnail of MULTIVARIATE DEPENDENCE MODELING USING COPULAS

Research paper thumbnail of AGGREGATION EVALUATORS ON LATTICES

Research paper thumbnail of CONSTRUCTION METHODS FOR AGGREGATION FUNCTIONS AND COPULAS

Research paper thumbnail of THE CONCEPT OF SUPERMODULARITY IN AGGREGATION FUNCTIONS AND COPULAS

Research paper thumbnail of MULTIDIMENSIONAL COPULAS AND APPLICATIONS TO FINANCE

Research paper thumbnail of NEW CONSTRUCTION METHODS FOR COPULAS

Research paper thumbnail of ULTRAMODULARITY AND A NEW CONSTRUCTION METHOD FOR COPULAS

Research paper thumbnail of SEMI-PARAMETRIC ESTIMATION AND SIMULATION OF ACTIVELY MANAGED PORTFOLIOS

Table of contents Part 1 Linear decomposition of the return Z Part 2 Compatibility problems Part ... more Table of contents Part 1 Linear decomposition of the return Z Part 2 Compatibility problems Part 3 Laplace Transformations Preliminaries Part I Linear decomposition of the return Z Linear decomposition of the return Z Starting point A return Z of a a managed portfolio can be decomposed in a passive component X and another one due to management decisions Y Z = X + Y Linear decomposition of the return Z Starting point A return Z of a a managed portfolio can be decomposed in a passive component X and another one due to management decisions Y Z = X + Y Linear decomposition of the return Z Starting point A return Z of a a managed portfolio can be decomposed in a passive component X and another one due to management decisions Y Z = X + Y Linear decomposition of the return Z Starting point A return Z of a a managed portfolio can be decomposed in a passive component X and another one due to management decisions Y Z = X + Y

Research paper thumbnail of NEW CONSTRUCTION METHODS FOR COPULAS AND THE MULTIVARIATE CASE

Research paper thumbnail of AGGREGATION EVALUATORS ON LATTICES AND COPULAS

Research paper thumbnail of A-MEASURES AND GENERALIZED FUZZY INTEGRALS