Search results for "Statistical"

Magnus and Fer expansions for matrix differential equations: the convergence problem

1998

Approximate solutions of matrix linear differential equations by matrix exponentials are considered. In particular, the convergence issue of Magnus and Fer expansions is treated. Upper bounds for the convergence radius in terms of the norm of the defining matrix of the system are obtained. The very few previously published bounds are improved. Bounds to the error of approximate solutions are also reported. All results are based just on algebraic manipulations of the recursive relation of the expansion generators.

Probabilistic analysis of truss structures with uncertain parameters (virtual distortion method approach)

2004

A new approach for probabilistic characterization of linear elastic redundant trusses with uncertainty on the various members subjected to deterministic loads acting on the nodes of the structure is presented. The method is based on the simple observation that variations of structural parameters are equivalent to superimposed strains on a reference structure depending on the axial forces on the elastic modulus of the original structure as well as on the uncertainty (virtual distortion method approach). Superposition principle may be applied to separate contribution to mechanical response due to external loads and parameter variations. Statically determinate trusses dealt with the proposed m…

Spectral Moments and Pre-Envelope Covariances of Nonseparable Processes

1990

A critical review of the definition of the spectral moments of a stochastic process in the nonstationary case is presented. An adequate time-domain representation of the spectral moments in the stationary case is first established, showing that the spectral moments are related to the variances of the stationary analytical pre-envelope processes. The extension to the nonstationary case is made in the time domain evaluating the covariances of the nonstationary pre-envelope showing the differences between the proposed definition and the classical one made introducing the evolutionary power.

La Statistica: uno strumento di lettura della società

2018

Condizione essenziale per la partecipazione dei cittadini alla vita della collettività è la comprensione adeguata dei fenomeni sociali ed economici ed a tal fine la statistica rappresenta uno strumento di lettura della realtà che ci coinvolge. Attraverso i numeri, la Statistica rappresenta la realtà e, trasformando quindi i numeri in conoscenza, conduce alla comprensione dei fenomeni sociali. L’abilità di comprendere e usare correttamente il dato statistico, statistical literacy, è ancora poco diffusa e questo progetto è pensato per le scuole secondarie di I grado con la finalità dell’acquisizione delle competenze necessarie a districarsi nel mondo delle informazioni .

A degradation study of XVIII century graffiti on the walls of Chiaramonte Palace (Palermo, Italy)

2009

Networks of equities in financial markets

2004

We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets.

Hierarchical Structure in Financial Markets

1998

I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting from the matrix of correlation coefficient computed between all pairs of stocks of the portfolio by considering the synchronous time evolution of the difference of the logarithm of daily stock price. The hierarchical tree of the subdominant ultrametric space associated with the graph provides information useful to investigate the number and nature of the common economic factors affecting the time evolution of logarithm of price of well defined groups of sto…

Taxonomy of stock market indices

2000

We investigate sets of financial non-redundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of returns and by using a reference currency we find a meaningful taxonomy. The detection of such a taxonomy proves that interpretable information can be stored in a set of nonsynchronously recorded time series.

Power-law relaxation in a complex system: Omori law after a financial market crash

2003

We study the relaxation dynamics of a financial market just after the occurrence of a crash by investigating the number of times the absolute value of an index return is exceeding a given threshold value. We show that the empirical observation of a power law evolution of the number of events exceeding the selected threshold (a behavior known as the Omori law in geophysics) is consistent with the simultaneous occurrence of (i) a return probability density function characterized by a power law asymptotic behavior and (ii) a power law relaxation decay of its typical scale. Our empirical observation cannot be explained within the framework of simple and widespread stochastic volatility models.

Gráficas dinámicas interactivas para estadística (26 años después)

2014

This paper briefly reviews the history of dynamic-interactive graphics for statistics, introduces an example of such graphics, and provides a few glimpses as to the current state of things and the future trends we envision. The general conclusion is that dynamic-interactive graphics for statistics are thriving more than ever as they shift from the desktop to the internet. Thus, dynamic-interactive graphics are becoming increasingly important as they: 1) provide non-experts in statistics with the means to carry out analyses on their own; and 2) teach the basic concepts of statistics to students and practitioners with low to moderate mathematics skills. Their increasing popularity makes the l…