Andrea Capotorti | Università degli Studi di Perugia (original) (raw)

Papers by Andrea Capotorti

Applied Intelligence, Jul 20, 2018

We propose to use a recently introduced merging procedure for jointly inconsistent probabilistic ... more We propose to use a recently introduced merging procedure for jointly inconsistent probabilistic assessments to the statistical matching problem. The merging procedure is based on an efficient L1 distance minimization through mixedinteger linear programming. Significance of the method can be appreciated whenever among quantities (events) there are logical (structural) constraints and there are different sources of information. Statistical matching problem has these features and is characterized by a set of random (discrete) variables that cannot be jointly observed. Separate observations share anyhow some common variable, and this, together with structural constraints, make sometimes inconsistent the estimates of probability occurrences. Even though estimates on statistical matching are mainly conditional probabilities, inconsistencies appear only on events with the same conditioning, hence the correction procedure can be easily reduced to unconditional cases and the aforementioned procedure applied. Keywords Probabilistic merging • Statistical matching • L1 constrained minimization • Mixed integer programming 1 Introduction This contribution is a straight application of the merging procedure proposed in [4] to the statistical matching problem as presented in [7, 26]. The merging procedure has been shown to be particularly meaningful whenever the probabilistic assessments come from different sources of information that share some common elements and there are some impossible configuration (the so called "structural zeroes"). Since the presence of such constraints, the usual assumption of independence among the sources (see e.g. [21]) can not be adopted here. These are exactly the peculiarities of the statistical matching problem. Even though the merging procedure is based on an efficient L1 distance minimization and such a measure was already investigated for the statistical matching problem in [5-7], we can reappraise its use since the straight codification on efficient mixed integer programs (MIP). For the sake of completeness, we briefly

RePEc: Research Papers in Economics, Oct 1, 2012

In this work we suggest a methodology to obtain the membership of a non-observable parameter thro... more In this work we suggest a methodology to obtain the membership of a non-observable parameter through implicit information. To this aim we profit from the interpretation of membership functions as coherent conditional probabilities. We develop full details for the well known Black and Scholes pricing model where the membership of the volatility parameter is obtained from a sample of either asset prices or market prices for options written on that asset.

Int. J. Approx. Reason., 2021

International Journal of Approximate Reasoning, Aug 1, 2023

Lecture Notes in Computer Science, 2005

ABSTRACT In this paper we propose a way to restrict extension bounds induced by coherent conditio... more ABSTRACT In this paper we propose a way to restrict extension bounds induced by coherent conditional lower-upper probability assessments. Such shrinkage turns out to be helpful whenever the natural bounds are too vague to be used. Since coherence of a conditional lower-upper probability assessment can be characterized through a class of conditional probability distributions, the idea is to take the intersection of the extension bounds induced by each single element of the class instead of the convex combination, as it is usually done. Coherence of such method is proved for extensions performed on both conditional events logical dependent and not-dependent on the initial domain.

Lecture Notes in Computer Science, 2017

Advances in intelligent systems and computing, Jul 30, 2016

In this paper we extend our previous contributions on the elicitation of the fuzzy volatility mem... more In this paper we extend our previous contributions on the elicitation of the fuzzy volatility membership function in option pricing models. More specifically we generalize the SMART disjunction for a multi-model volatility behavior (Uniform, LogNormal, Gamma, ...) and within a double-source (direct vs. indirect) information set. The whole procedure is then applied to the Cox-Ross-Rubinstein framework for option pricing on the S&P500 Index where the historical volatility, computed from the Index returns’ time series, and the VIX Index observed data are respectively considered as the direct and indirect sources of knowledge. A suitable distance among the resulting fuzzy option prices and the market bid-ask spread make us appreciate the proposed procedure against the classical fuzzy mean.

Springer eBooks, 2000

... 197 0. Arieli 295 R. Bagai 57 R. Ballini 257 G. Beliakov 333 belief functions 421433 belief r... more ... 197 0. Arieli 295 R. Bagai 57 R. Ballini 257 G. Beliakov 333 belief functions 421433 belief revision 3 S. Benferhat 367 P. Bosc 45 A. Capotorti 449 G. Coletti 185 constraint logic 395 crisis detection 69 1. Couso 245 S. Cubillo 309 M. Daniel 433 databases 45, 57 B. De Baets 357 ...

Springer eBooks, 2014

We illustrate a preliminary proposal of weighted fuzzy averages between two membership functions.... more We illustrate a preliminary proposal of weighted fuzzy averages between two membership functions. Conflicts, as well as agreements, between the different sources of information in the two new operators are endogenously embedded inside the average weights. The proposal is motivated by the practical problem of assessing the fuzzy volatility parameter in the Black and Scholes environment via alternative estimators.

Glossa, Dec 18, 2020

In this work we analyze the anaphoric devices employed in topic continuity and topic shift in the... more In this work we analyze the anaphoric devices employed in topic continuity and topic shift in the semi-spontaneous narrations of three groups of speakers: Italian Natives, Greek Natives and near-native second language speakers (L2ers) of Italian with Greek as a first language (L1). According to some recent literature, near-native speakers of a null subject language over-use overt pronouns even when their L1 is also a null subject language. It is still unclear whether this over-use is tied to differences in the languages involved (e.g. Italian and Spanish, Filiaci et al. 2014) and hence might be the result of cross-linguistic influence. Our data reveal that in Italian pro has a more specific function than in Greek in signaling topic continuity. The characteristic of pro in Italian is preserved in the L2ers productions. We also found that L2ers over-use overt pronouns, particularly in topic continuity, despite the similarity of their two languages in this respect. Finally, we single out an additional factor that influences speakers' choice of anaphoric devices, i.e. the number and kind of active referents, proving evidence that all speakers' groups employ overt pronouns particularly when there are two active animate referents that differ for gender and/or number, and L2ers significantly more than the other two groups. Our findings thus show that micro-variation in the use of anaphoric devices is attested among null subject languages, while the over-use of overt pronouns by L2ers stems from their difficulty in establishing topicality under higher degrees of cognitive load.

International Journal of Approximate Reasoning, May 1, 2000

In this paper '"c focus on the theoretical properties of non-numerical representation of the unce... more In this paper '"c focus on the theoretical properties of non-numerical representation of the uncertainty. As usual, this representation is realized by an '"ordinal relation'' (or, equivalently, by a "comparative scale") among the "entities" (events, alternatives or ads) of a specific problem. After giving an overview of different. known axioms characterizing some classes of ordinal relations (and their duals), we introduce some axioms capable to enclose the necessary and sufficient conditions for the rcprcscntability of ordinal relations defined on arbitrary finite sets of events by the bcst-knO\vn uncertainty measures.

Food Control, Mar 1, 2018

Ewe's milk naturally contaminated with aflatoxin M 1 (AFM 1) at 0.024 to 0.117 µg/kg, was used to... more Ewe's milk naturally contaminated with aflatoxin M 1 (AFM 1) at 0.024 to 0.117 µg/kg, was used to produce a semi-hard, ripened, Pecorino cheese. A predictive model to estimate the concentration of AFM 1 in milk, by considering the values in cheese, was applied; furthermore, an AFM 1 concentration in cheese, at different time of ripening, was investigated. The regression model showed a high correlation between the AFM 1 amount in milk and its concentration in cheese. To establish the level of AFM 1 contamination in milk, from taking into account the cheese AFM 1 amount, a concentration factor of 4.13, with a confidence interval (CI) of 3.80−4.41, was obtained. The concentration index was constant during ripening. Thus, the model is a useful tool for the food business operator, when the competent authority carries out an official control, as prescribed by the European Commission Regulation No. 1881/2006.

International Journal of Approximate Reasoning, Jul 1, 2010

In this paper we deep in the formal properties of an already stated discrepancy measure between a... more In this paper we deep in the formal properties of an already stated discrepancy measure between a conditional assessment and the class of unconditional probability distributions compatible with the assessment domain.

Soft Computing, Apr 1, 2003

Fuzzy Sets and Systems, 2019

In this paper we introduce new average operators for merging any number of fuzzy numbers, without... more In this paper we introduce new average operators for merging any number of fuzzy numbers, without any exogenous components. The proposed n-ary operators are based on a specific adaptation of Marzullo's algorithm, and depart from the usual fuzzy arithmetic mean according to the degree of agreement or disagreement among the memberships of input fuzzy numbers. Such merging operators are suitable to be applied in any model where the same quantity (usually a parameter) can be measured (estimated) through different fuzzy memberships stemming by different sources of information. The special case of two fuzzy memberships was the focus of our previous contributions that were elicited in order to estimate the fuzzy volatility parameter in an hybrid fuzzy-stochastic model for option pricing. In this paper we generalize the setting to the case of n fuzzy inputs to be merged and also remove exogenous factors from the definition of the operators. In order to have an application at hand we consider the same example treated in the quoted paper and we compare the outcomes obtained via the new operators, named SMART , with the fuzzy arithmetic mean as a canonical benchmark.

In this paper we deal with the computational complexity problem of checking the coherence of a pa... more In this paper we deal with the computational complexity problem of checking the coherence of a partial probability assessment (called CPA). The CPA problem, like its analogous PSAT, is NP-complete so we look for an heuristic procedure to make tractable reasonable instances of the problem. Starting from the characteristic feature of de Finetti's approach (i.e. the explicit distinction between the probabilistic assessment and the logical relations among the sentences) we introduce several rules for a sequential elimination" of Boolean variables from the domain of the assessment. The procedure resembles the well known Davis-Putnam rules for the satis ability, however we have, as a drawback, the introduction of constraints (among real variables) whose satis ability must be checked. In simple examples we test the eciency of the procedure respect to the raditional" approach of solving a linear system with a huge coecient matrix built from the atoms generated by the domain of...