Jacopo Di Iorio1, Francesca Chiaromonte2,3, Marzia A Cremona2,4. 1. Department of Mathematics, MOX - Modeling and Scientific Computing, Politecnico di Milano, Milan 20133, Italy. 2. Department of Statistics, The Pennsylvania State University, University Park, PA 16802, USA. 3. Institute of Economics and EMbeDS-Economics and Management in the Era of Data Science, Sant'Anna School of Advanced Studies, Pisa 56127, Italy. 4. Department of Operations and Decision Systems, Université Laval, Quebec City, Québec G1V0A6, Canada.