www.mad.disco.unimib.it

1. Text mining; Bayesian models for topic extraction and graphical models for information extraction,
2. Data mining; Bayesian networks and continuous time Bayesian networks for health care and bioinformatics,
3. Computational finance; models and algorithms for pricing, risk management and on-line asset allocation.

• Fraccalvieri, D., Pandini, A., Stella, F.A., & Bonati, L. (2011). Conformational and functional analysis of molecular dynamics trajectories by Self-Organising Maps. BMC Bioinformatics, 12(158). - ISSN: 1471-2105
• Stella, F.A., & Ventura, A. (2011). Defensive online portfolio selection. International Journal of Financial Markets and Derivatives, 2(1/2), 88-105. - ISSN: 1756-7130
• Ramirez, E.H., Brena, R., Magatti, D., & Stella, F. (2010). Probabilistic Metrics for Soft-Clustering and Topic Model Validation. In International Conference on Web Intelligence and Intelligent Agent Technology (pp.406-412). - ISSN: 978-0-7695-4191-4
• Fagiuoli, E., Stella, F., & Ventura, A. (2007). Constant rebalanced portfolios and side-information. QUANTITATIVE FINANCE, 7(2), 161-173. - ISSN: 1469-7688
• Gaivoronski, A. (2003). On-line portfolio selection using stochastic programming. Journal of Economic Dynamics and Control, 27, 1013-1043. - ISSN: 0165-1889