Search results for "metodi"

Portfolio diversification in the sovereign credit swap markets

2018

We develop models for portfolio diversification in the sovereign credit default swaps (CDS) markets and show that, despite literature findings that sovereign CDS spreads are affected by global factors, there is sufficient idiosyncratic risk to be diversified. However, we identify regime switching in the times series of CDS spreads and spread returns, and the optimal diversified strategies can be regime dependent. The developed models trade off the CVaR risk measure against expected return, consistently with the statistical properties of spreads. We consider three investment strategies suited for different CDS market participants: for investors with long positions, speculators that hold unco…

Pricing sovereign contingent convertible debt

2018

We develop a pricing model for Sovereign Contingent Convertible bonds (S-CoCo) with payment standstills triggered by a sovereign's Credit Default Swap (CDS) spread. We model CDS spread regime switching, which is prevalent during crises, as a hidden Markov process, coupled with a mean-reverting stochastic process of spread levels under fixed regimes, in order to obtain S-CoCo prices through simulation. The paper uses the pricing model in a Longstaff-Schwartz American option pricing framework to compute future state contingent S-CoCo prices for risk management. Dual trigger pricing is also discussed using the idiosyncratic CDS spread for the sovereign debt together with a broad market index. …

Attività motoria e sportiva in età evolutiva

2017

L’utilizzo dell’analisi delle reti nello studio della criminalità organizzata

2014

Numerical analysis of composite plates with multiple delaminations subjected to uniaxial buckling load

2006

Abstract In this paper the buckling and post-buckling behaviour of unidirectional and cross-ply composite laminated plates with multiple delaminations has been studied. Finite elements analyses have been performed, using a linear buckling model, based on the solution of the eigenvalues problem, and a non-linear one, based on an incremental-iterative method. With non-linear method large displacements have been taken into account and also contact constraints between sublaminates have been added to avoid their interpenetration. It has been found that both delamination length and position and stacking sequence of the plies influence the critical load of the plate; furthermore, linear and non-li…

Effects of protein supplementation in fitness world: A 12-week cross-over studio

2020

The aim of this project was to evaluate the effect of isolated protein supplementation in young amateur athletes. Sixteen subjects aged between 20 and 30 were recruited for this study. Before to start sports performance was assessed at T0, in all subjects, using physical performance test and evaluated body composition. Therefore, the subjects were randomly assigned in two groups (group A and B) of 8 subjects each. The group A start to intake 30 g of protein powder diluted in water after each training session (3 times a week) for six weeks (T0) whilst the group B was the placebo. After 6 weeks (T1), the measurement were repeated for all subjects and the group A became placebo and the group B…

Effects of Mediterranean Diet Combined with CrossFit Training on Trained Adults’ Performance and Body Composition

2022

CrossFit is a high-intensity training discipline increasingly practiced in recent years. Specific nutritional approaches are usually recommended to maximize performance and improve body composition in high-intensity training regimens; notwithstanding, to date there are no targeted nutritional recommendations for CrossFit athletes. The Mediterranean Diet (MD) is a diet approach with a well-designed proportion of macronutrients, using only available/seasonal food of the Mediterranean area, whose health benefits are well demonstrated. No studies have evaluated this dietary strategy among CrossFit athletes and practitioners; for this reason, we tested the effects of 8 weeks of MD on CrossFit at…

Complexity traits and synchrony of cryptocurrencies price dynamics

2021

AbstractIn this study, we characterized the dynamics and analyzed the degree of synchronization of the time series of daily closing prices and volumes in US$ of three cryptocurrencies, Bitcoin, Ethereum, and Litecoin, over the period September 1,2015–March 31, 2020. Time series were first mapped into a complex network by the horizontal visibility algorithm in order to revel the structure of their temporal characters and dynamics. Then, the synchrony of the time series was investigated to determine the possibility that the cryptocurrencies under study co-bubble simultaneously. Findings reveal similar complex structures for the three virtual currencies in terms of number and internal composit…

A taxonomic survey of lactic acid bacteria isolated from wheat (Triticum durum) kernels and non-conventional flours

2007

In order to explore the correspondence between raw material- and mature sourdough-lactic acid bacterial (LAB) communities, 59 Italian wheat (Triticum durum) grain samples, one bran and six non-conventional flour samples were analyzed through a culture-dependent approach. The highest cell count by an agar medium specific for LAB was 2.16 log CFU/g. From about 2300 presumptive LAB (Gram-positive and catalase-negative) colonies collected, a total of 356 isolates were subjected to identification by a genetic polyphasic strategy consisting of RAPD-PCR analysis, partial 16S rRNA gene sequencing, species-specific and multiplex PCRs. The isolates were recognized as 137 strains belonging to Aerococc…

Dabas materiāli kā 5 - 6 gadīgu bērnu runas attīstību veicinošs līdzeklis

2019

Bakalaura darba temats: „Dabas materiāli kā 5 - 6 gadīgu bērnu runas attīstību veicinošs līdzeklis.” Bakalaura darba autors: Diāna Tabore Zinātniskā darba vadītājs: profesore, dr. paed. Elita Volāne Mērķis: Izzināt un analizēt 5 - 6 gadīgu bērnu runas attīstības veicināšanas iespējas, izmantojot dabas materiālus. Hipotēze: 5 - 6 gadīgu bērnu runas attīstība norit sekmīgāk, ja skolotājs izmanto daudzveidīgus metodiskos paņēmienus un daudzveidīgus dabas materiālus rotaļdarbībā. Uzdevumi: 1. Analizēt literatūru par runu, tās attīstību veicinošiem faktoriem. 2. Izzināt un analizēt literatūru par 5 - 6 gadīgu bērnu attīstību īpatnībām runas attīstības aspektā. 3. Analizēt metodisko literatūru pa…