Quantifying Credit Portfolio Sensitivity to Asset Correlations With Interpretable Generative Neural Networks. - Sergio Caprioli; Emanuele Cagliero; Riccardo Crupi (AIABI@AI*IA, 2023)

Denoising ESG: quantifying data uncertainty from missing data with Machine Learning and prediction intervals. - Sergio Caprioli; Jacopo Foschi; Riccardo Crupi; Alessandro Damiano Sabatino (CoRR, 2024)