Search results for "Models"
showing 10 items of 8211 documents
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.
Statistically Validated Networks for evaluating coherence in topic models
2022
Probabilistic topic models have become one of the most widespread machine learning technique for textual analysis purpose. In this framework, Latent Dirichlet Allocation (LDA) gained more and more popularity as a text modelling technique. The idea is that documents are represented as random mixtures over latent topics, where a distribution over words characterizes each topic. Unfortunately, topic models do not guarantee the interpretability of their outputs. The topics learned from the model may be characterized by a set of irrelevant or unchained words, being useless for the interpretation. In the framework of topic quality evaluation, the pairwise semantic cohesion among the top-N most pr…
Marked Hawkes processes for Twitter data
2022
In this paper, we propose to model retweet event sequences using a marked Hawkes process, which is a self-exciting point process where the occurrence of previous events in time increases the probability of further events. The aim is to analyse Twitter data combining temporal point processes theory and textual analysis. Since each retweet event carries a set of properties, we mark the process by different characteristics drawn from the textual analysis, finding that the tone of the description of the Twitter user is a good predictor of the number of retweets in a single cascade.
Jessie Bernard. Paradossi dei matrimoni felici e della maternità incondizionata
2022
Questo volume introduce per la prima volta in Italia il pensiero di Jessie Bernard, la cui produzione scientifica sui temi del genere e del femminile – dal matrimonio alla maternità, dalla segregazione alla mobilità professionale – ha fornito un importante contribuito alla rivoluzione femminista, proponendo un’analisi articolata del “sistema coniugale americano” e dei condizionamenti operanti sulle famiglie bianche e su quelle di colore in tema di maternità. Il pensiero di Jessie Bernard non si situa in una lotta ideologica, ma nell’esperienza di una studiosa che ha “scalato le montagne” dell’irrisione coniugale, della sufficienza accademica e del sospetto femminista. Una riflessività – que…
Effect of pH on biological phosphorus uptake.
2006
An anaerobic aerobic laboratory scale sequencing batch reactor (SBR) was operated to study the effect of pH on enhanced biological phosphorus removal. Seven steady states were achieved under different operating conditions. In all of them, a slight variation in the pH value was observed during anaerobic phase. However, pH rose significantly during aerobic phase. The increase observed was due to phosphorus uptake and carbon dioxide stripping. When pH was higher than 8.2-8.25 the phosphorus uptake rate clearly decreased. The capability of Activated Sludge Model No. 2d (ASM2d) and Biological Nutrient Removal Model No. 1 (BNRM1) to simulate experimental results was evaluated. Both models success…
THE EFFECT OF ALTERNATIVE PREY ON THE DYNAMICS OF IMPERFECT BATESIAN AND MÜLLERIAN MIMICRIES
2004
Both Batesian and Müllerian mimicries are considered classical evidence of natural selection where predation pressure has, at times, created a striking similarity between unrelated prey species. Batesian mimicry, in which palatable mimics resemble unpalatable aposematic species, is parasitic and only beneficial to the mimics. By contrast, in classical Müllerian mimicry the cost of predators' avoidance learning is shared between similar unpalatable co-mimics, and therefore mimicry benefits all parties. Recent studies using mathematical modeling have questioned the dynamics of Müllerian mimicry, suggesting that fitness benefits should be calculated in a way similar to Batesian mimicry; that i…
Prey community structure affects how predators select for Müllerian mimicry
2012
Müllerian mimicry describes the close resemblance between aposematic prey species; it is thought to be beneficial because sharing a warning signal decreases the mortality caused by sampling by inexperienced predators learning to avoid the signal. It has been hypothesized that selection for mimicry is strongest in multi-species prey communities where predators are more prone to misidentify the prey than in simple communities. In this study, wild great tits ( Parus major ) foraged from either simple (few prey appearances) or complex (several prey appearances) artificial prey communities where a specific model prey was always present. Owing to slower learning, the model did suffer higher mort…
Shake-table testing of a stone masonry building aggregate: overview of blind prediction study
2023
Bulletin of earthquake engineering (2023). doi:10.1007/s10518-022-01582-x special issue: "Adjacent Interacting Masonry Structures"
MAST solution of irrotational flow problems in 2D domains with strongly unstructured triangular meshes
2010
A new methodology for the solution of irrotational 2D flow problems in domains with strongly unstructured meshes is presented. A fractional time step procedure is applied to the original governing equations, solving consecutively a convective prediction system and a diffusive corrective system. The non linear components of the problem are concentrated in the prediction step, while the correction step leads to the solution of a linear system, of the order of the number of computational cells. A MArching in Space and Time (MAST) approach is applied for the solution of the convective prediction step. The major advantages of the model, as well as its ability to maintain the solution monotonicit…
Quantification and visualization of finite strain in 3D viscous numerical models of folding and overthrusting
2020
Abstract Finite strain analysis and three-dimensional (3D) numerical modeling are important methods to understand the deformation history of rocks. Here, we analyze finite strain in 3D numerical simulations of power-law viscous folding and overthrusting. Simulations with different and laterally varying detachment geometries cause a lateral transition from folding (for thicker detachments) to overthrusting. We compute the 3D finite strain tensor, the principal strain values and their orientations. We compute the Nadai strain, e S , and the Lode’s ratio, ν , representing the strain symmetry (constriction or flattening). We apply Hsu diagrams to visualize strain distribution in e S - ν space, …