Research

Working papers

• E. Luzzi, P. Schneider, R. Sen, Learning the stochastic discount factor via nonparametric option portfolios, Oct 2025.

• R. Sen, Kernel-based nonparametric tests for shape constraints, Oct 2025.

Publications

• L. Pernigo, R. Sen, D. Baroli, Probabilistic energy forecasting through quantile regression in reproducing kernel Hilbert spaces, ACM SIGENERGY Energy Informatics Review, Oct 2024.

• M. Multerer, P. Schneider, R. Sen, Fast empirical scenarios, Journal of Computational Mathematics and Data Science, Sept 2024.

• V. Ghidini, M. Multerer, J. Quizi, R. Sen, Observation-specific explanations through scattered data approximation, Proceedings of the Second World Conference on Explainable Artificial Intelligence, July 2024.