Search results for "Processes"
showing 10 items of 3831 documents
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes
2007
In this paper we describe portfolio selection models using Lévy processes. The contribution consists in comparing some portfolio selection strategies under different distributional assumptions. We first implement portfolio models under the hypothesis the log-returns follow a particular process with independent and stationary increments. Then we compare the ex-post final wealth of optimal portfolio selection models with subordinated Lévy processes when limited short sales and transaction costs are allowed.
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.
Un racconto allo specchio. la costruzione del mito mafioso attraverso le sue immagini
2009
Using now the cultural models, now those of organizational and structural theories, the Cosa Nostra studies risk sometimes to achieve results spoiled by approximation and partiality. If we want to deepen the research on the impact that the media representation of the mafia produces within the criminal context or in the social construction of the phenomenon, it is essential to use tools able to frame the issue in its complexity. With this background, the paper reviews some relevant cases which clearly show how information, literature, cinematography help to give shape and strength to criminal organization: from the journalistic investigations on the "Provenzano case”, to the television seria…
Clandestini a Lampedusa:isolati, segregati, invisibili
2006
Social construction processes of migrant, often clandestine migrant, among the inhabitants of Lampedusa, have recorded, in the last years, a gradual moving from a prevaling sympathetic optics combined with human solidarity forms – even if not without defensive processes and forms of racism and xenophobia – to more and more clear dynamics of exclusion, often joint with intolerant, cynical and indifferent attitudes. The social representation of the stranger isn’t, however, either unvarying or coherent. Infact, the collected interviews give evidence for continuous oscillations between the wish to understand – that increases when there is an interaction with the strangers – and the need to defe…
Ice deformed in compression and simple shear: control of temperature and initial fabric
2012
AbstractLayered and polycrystalline ice was experimentally deformed in general shear involving axial compression (strain magnitude 0.5-17%) and simple shear (strain magnitude γ = 0.1-1.4). As the temperature is increased from -20°C to -2°C, there is at least a twofold enhancement in octahedral shear strain rate, which coincides with the onset of extensive dynamic recrystallization and a change in grain-size distribution at -15°C. Between -150C and -10°C the c-axis preferred orientation rapidly evolves with the initiation of two-maxima fabrics in shear zones. From -10°C to -2°C there is progressive evolution of a final c-axis pattern that is asymmetric with respect to the direction of shorte…
Transition from thin- to thick-skinned tectonics and consequences for nappe formation: Numerical simulations and applications to the Helvetic nappe s…
2015
Abstract We use two-dimensional numerical simulations to study the deformation style and the formation of nappes during the shortening of basement–cover systems with half-grabens. We perform simulations with only linear and power-law viscous rheology, and also thermo-mechanical simulations with viscoelastoplastic rheology and temperature-dependent viscosities. The accumulated, area-averaged strain is calculated for the sediments, es, and for the basement, eb, to quantify the deformation style. The results show that the transition from thin-skinned dominated (es/eb > 1) to thick-skinned dominated (es/eb ≤ 1) deformation is controlled by two effective viscosity ratios: the ratio of viscosity …
Tonalite sill emplacement at an oblique plate boundary: northeastern margin of the Bohemian Massif
1997
Abstract A tonalitic sill has been examined at the Variscan transpressive boundary of the Lugian and Silesian plates at the NE margin of the Bohemian Massif. A structural, petrological and geochronological study reveals that it was emplaced syn-tectonically with major ductile shearing in lower crustal rocks. Magmatic and pre-rheological critical melt percentage (RCMP) fabrics are concordant with the hanging wall structures but discordant with those of the footwall. The AMS study shows the predominance of flattening strain at the margins and plane strain fabrics in the core. Numerical modelling of AMS fabrics is in good agreement with the hypothesis of magma flow and deformation in oblique t…
High-order regularization in lattice-Boltzmann equations
2017
A lattice-Boltzmann equation (LBE) is the discrete counterpart of a continuous kinetic model. It can be derived using a Hermite polynomial expansion for the velocity distribution function. Since LBEs are characterized by discrete, finite representations of the microscopic velocity space, the expansion must be truncated and the appropriate order of truncation depends on the hydrodynamic problem under investigation. Here we consider a particular truncation where the non-equilibrium distribution is expanded on a par with the equilibrium distribution, except that the diffusive parts of high-order nonequilibrium moments are filtered, i.e., only the corresponding advective parts are retained afte…
Recurrent Mesolithic–Neolithic occupation at Sise (western Latvia) and shoreline displacement in the Baltic Sea Basin
2016
A major assemblage of Mesolithic and Neolithic wooden artefacts has been recovered from the bed of the River Užava at Sise, in the coastal belt of western Latvia. New archaeological investigation has also produced wooden remains and other evidence of occupation on the riverbank. On the basis of multi-proxy environmental data and radiocarbon dating, this article offers a first attempt to place the human activity in a palaeolandscape context. The earliest evidence of human presence is provided by wooden artefacts dated to c. 10,500–9700 cal. BP, during the Ancylus Lake transgression. These remains are thought to reflect fishing activities in the shallows of the Ventspils Bay, which existed d…
Shortage of Sediments in the Maspalomas Dune Field (Gran Canaria, Canary Islands) Deduced from Analysis of Aerial Photographs, Foraminiferal Content,…
2007
Abstract The Maspalomas dune field and adjacent beaches are the most extensive coastal sedimentary environment on the island of Gran Canaria. This area is very important from both a natural and an economic perspective. The analysis of aerial photographs and satellite images from recent decades does not show important shoreline changes for the El Ingles and Maspalomas beaches, which can be considered, consequently, in a state of equilibrium. However, the Maspalomas dune field presents several modifications, such as aeolian corridors associated with beach kiosks, a significant reduction in thickness of the aeolian deposits, and an increase of deflation areas in the underlying substratum. All …