Giovanni De Gasperis

Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis et al.

In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a new trading strategy, called DNN-forwardtesting, that determines the strategy to apply by testing it on the possible future predicted by a deep neural network that has been designed to perform stock price forecasts and trained with the market historical data. In order to generate such an historical dataset, we first perform an exploratory data analysis on a set of ten securities and, in particular, analize their volatility through a novel k-means-based procedure. Then, we restrict the dataset to a small number of assets with the same volatility coefficient and use such data to train a deep feed-forward neural network that forecasts the prices for the next 30 days of open stocks market. Finally, our trading system calculates the most effective technical indicator by applying it to the DNNs predictions and uses such indicator to guide its trades. The results confirm that neural networks outperform classical statistical techniques when performing such forecasts, and their predictions allow to select a trading strategy that, when applied to the real future, increases Expectancy, Sharpe, Sortino, and Calmar ratios with respect to the strategy selected through traditional backtesting.

Tayyab Rehman, Giovanni De Gasperis, Aly Shmahell

Intelligent anomaly detection in dynamic visual environments requires reconciling real-time performance with semantic interpretability. Conventional approaches address only fragments of this challenge. Reconstruction-based models capture low-level deviations without contextual reasoning, object detectors provide speed but limited semantics, and large vision-language systems deliver interpretability at prohibitive computational cost. This work introduces a cascading multi-agent framework that unifies these complementary paradigms into a coherent and interpretable architecture. Early modules perform reconstruction-gated filtering and object-level assessment, while higher-level reasoning agents are selectively invoked to interpret semantically ambiguous events. The system employs adaptive escalation thresholds and a publish-subscribe communication backbone, enabling asynchronous coordination and scalable deployment across heterogeneous hardware. Extensive evaluation on large-scale monitoring data demonstrates that the proposed cascade achieves a threefold reduction in latency compared to direct vision-language inference, while maintaining high perceptual fidelity (PSNR = 38.3 dB, SSIM = 0.965) and consistent semantic labeling. The framework advances beyond conventional detection pipelines by combining early-exit efficiency, adaptive multi-agent reasoning, and explainable anomaly attribution, establishing a reproducible and energy-efficient foundation for scalable intelligent visual monitoring.

Giovanni De Gasperis, Sante Dino Facchini

Industrial monitoring systems, especially when deployed in Industry 4.0 environments, are experiencing a shift in paradigm from traditional rule-based architectures to data-driven approaches leveraging machine learning and artificial intelligence. This study presents a comparison between these two methodologies, analyzing their respective strengths, limitations, and application scenarios, and proposes a basic framework to evaluate their key properties. Rule-based systems offer high interpretability, deterministic behavior, and ease of implementation in stable environments, making them ideal for regulated industries and safety-critical applications. However, they face challenges with scalability, adaptability, and performance in complex or evolving contexts. Conversely, data-driven systems excel in detecting hidden anomalies, enabling predictive maintenance and dynamic adaptation to new conditions. Despite their high accuracy, these models face challenges related to data availability, explainability, and integration complexity. The paper suggests hybrid solutions as a possible promising direction, combining the transparency of rule-based logic with the analytical power of machine learning. Our hypothesis is that the future of industrial monitoring lies in intelligent, synergic systems that leverage both expert knowledge and data-driven insights. This dual approach enhances resilience, operational efficiency, and trust, paving the way for smarter and more flexible industrial environments.

Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis et al.

Stock market forecasting is a lucrative field of interest with promising profits but not without its difficulties and for some people could be even causes of failure. Financial markets by their nature are complex, non-linear and chaotic, which implies that accurately predicting the prices of assets that are part of it becomes very complicated. In this paper we propose a stock trading system having as main core the feed-forward deep neural networks (DNN) to predict the price for the next 30 days of open market, of the shares issued by Abercrombie & Fitch Co. (ANF) in the stock market of the New York Stock Exchange (NYSE). The system we have elaborated calculates the most effective technical indicator, applying it to the predictions computed by the DNNs, for generating trades. The results showed an increase in values such as Expectancy Ratio of 2.112% of profitable trades with Sharpe, Sortino, and Calmar Ratios of 2.194, 3.340, and 12.403 respectively. As a verification, we adopted a backtracking simulation module in our system, which maps trades to actual test data consisting of the last 30 days of open market on the ANF asset. Overall, the results were promising bringing a total profit factor of 3.2% in just one month from a very modest budget of $100. This was possible because the system reduced the number of trades by choosing the most effective and efficient trades, saving on commissions and slippage costs.

Pedro Cabalar, Stefania Costantini, Giovanni De Gasperis et al.

Multi-Context Systems (MCS) model in Computational Logic distributed systems composed of heterogeneous sources, or "contexts", interacting via special rules called "bridge rules". In this paper, we consider how to enhance flexibility and generality in bridge-rules definition and application. In particular, we introduce and discuss some formal extensions of MCSs useful for a practical use in dynamic environments, and we try to provide guidelines for implementations