Search results for "ExPEC"
showing 10 items of 585 documents
Indicators and measures for the assessment of university students’ careers
2011
In the Italian University System the problem of student failure and of delaying the degree is causing increasing concern both for universities and for stakeholders. In this paper we compare the teaching performances of the italian universities, and individual cohort data of three Faculties of the University of Palermo, to extract some information useful to policy makers.
Distance Measures for Portfolio Selection
2017
The classical Markowitz approach to the portfolio selection problem (PSP) consists of selecting the portfolio that minimises the return variance for a given level of expected return. By solving the problem for different values of this expected return we obtain the Pareto efficient frontier, which is composed of non-dominated portfolios. The final user has to discriminate amongst these points by resorting to an external criterion in order to decide which portfolio to invest in. We propose to define an external portfolio that corresponds to a desired criterion, and to assess its distance from the Markowitz frontier in market allowing for short-sellings or not. We show that this distance is ab…
Discrete Time Portfolio Selection with Lévy Processes
2007
This paper analyzes discrete time portfolio selection models with Lévy processes. We first implement portfolio models under the hypotheses the vector of log-returns follow or a multivariate Variance Gamma model or a Multivariate Normal Inverse Gaussian model or a Brownian Motion. In particular, we propose an ex-ante and an ex-post empirical comparisons by the point of view of different investors. Thus, we compare portfolio strategies considering different term structure scenarios and different distributional assumptions when unlimited short sales are allowed.
Opinioni degli studenti e norme anticovid
2021
In this chapter, the results of a research on young people's opinions and attitudes towards anticovid rules are presented. The respondents were asked to answer the following question: "What is your opinion about f the measures taken by the government to combat the spread of the coronavirus?" The answers were subjected to a double analysis.
Spectrum cartography using adaptive radial basis functions: Experimental validation
2017
In this paper, we experimentally validate the functionality of a developed algorithm for spectrum cartography using adaptive Gaussian radial basis functions (RBF). The RBF are strategically centered around representative centroid locations in a machine learning context. We assume no prior knowledge about neither the power spectral densities (PSD) of the transmitters nor their locations. Instead, the received signal power at each location is estimated as a linear combination of different RBFs. The weights of the RBFs, their Gaussian decaying parameters and locations are jointly optimized using expectation maximization with a least squares loss function and a quadratic regularizer. The perfor…
Optimisation des requêtes de similarité dans les espaces métriques répondant aux besoins des usagers
2012
The complexity of data stored in large databases has increased at very fast paces. Hence, operations more elaborated than traditional queries are essential in order to extract all required information from the database. Therefore, the interest of the database community in similarity search has increased significantly. Two of the well-known types of similarity search are the Range (Rq) and the k-Nearest Neighbor (kNNq) queries, which, as any of the traditional ones, can be sped up by indexing structures of the Database Management System (DBMS). Another way of speeding up queries is to perform query optimization. In this process, metrics about data are collected and employed to adjust the par…
A Generalisation of the Mean-Variance Analysis
2009
In this paper we consider a decision maker whose utility function has a kink at the reference point with different functions below and above this reference point. We also suppose that the decision maker generally distorts the objective probabilities. First we show that the expected utility function of this decision maker can be approximated by a function of mean and partial moments of distribution. This ‘mean-partial moments’ utility generalises not only mean-variance utility of Tobin and Markowitz, but also mean-semivariance utility of Markowitz. Then, in the spirit of Arrow and Pratt, we derive an expression for a risk premium when risk is small. Our analysis shows that a decision maker i…
Processes of Personality Development in Adulthood: The TESSERA Framework.
2016
The current article presents a theoretical framework of the short- and long-term processes underlying personality development throughout adulthood. The newly developed TESSERA framework posits that long-term personality development occurs due to repeated short-term, situational processes. These short-term processes can be generalized as recursive sequence of Triggering situations, Expectancy, States/State expressions, and Reactions (TESSERA). Reflective and associative processes on TESSERA sequences can lead to personality development (i.e., continuity and lasting changes in explicit and implicit personality characteristics and behavioral patterns). We illustrate how the TESSERA framework f…
Cannabis Use and Social Anxiety in Adolescence: The Role of Facilitation Expectancies
2015
Cannabis use is frequently related to social anxiety in young adulthood, but the nature of this relationship is unclear. Moreover, much research has been conducted on the role of cannabis effects expectancies and their relationship to social anxiety among young adults, but less is known about adolescence. The study examined the relationship between social anxiety, cannabis use patterns, and cannabis effects expectancies among a nonclinical sample of 1,305 adolescents (51% female). Non-users reported higher social anxiety scores than non-problematic and risky users. Compared to users, non-users had more negative expectancies. Risky and problematic users showed higher social and sexual facili…
Measuring expectation for an affordance gap on a smartphone user interface and its usage among older adults
2020
The smartphone has become a ubiquitous mobile communication tool that plays a crucial role in the daily lives for Malaysian older adults. However, it is not easy for older adults to learn new interaction modes and adopt the smartphone user interface. In this paper, we aim to examine the affordances of a smartphone user interface and its usage by older adults through the lens of Norman’s execution/evaluation action cycle (EEAC) framework. A mobile-user interaction study was administered with four tasks. A paired sample t-test was conducted to analyze the affordance gap between different levels of expectation. The results revealed that three tasks (making phone calls, adding contacts, and usi…