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Portfolio selection using behavioral models
Nell'ambito dei problemi di scelta in condizioni di rischio introduciamo un nuovo modello comportamentale e implementiamo un'analisi empirica basata sul confronto con il classico approccio della Teoria del Prospetto. L'applicazione di questi modelli è validata nella selezione di portafoglio attraverso tre modelli di portafoglio tradizionali utilizzati come riferimento (portafoglio a varianza minima, portafoglio a deviazione mediana assoluta e portafoglio equamente ponderato). L'obiettivo di questo lavoro di ricerca è quello di incorporare la percezione del rischio degli investitori nelle scelte dei portafogli ottimali. Proponiamo un'analisi out-of-sample di quattro indici azionari per dimostrare la superiorità dei modelli comportamentali di selezione di portafoglio rispetto a quelli tradizionali. DOI: 10.13134/979-12-5977-249-7
A risk-gain-sparsity optimization approach
Uno dei principi fondamentali dei modelli di selezione del portafoglio è la minimizzazione del rischio attraverso la diversificazione degli investimenti. Tuttavia, i benefici della diversificazione si riducono in presenza di un'elevata correlazione tra gli asset. È noto che la diversificazione attraverso l'uso di portafogli più ampi non è il modo migliore per ottenere un miglioramento della performance fuori campione. Inoltre, l'inclusione di un numero elevato di posizioni nel portafoglio aumenta i costi di gestione e di transazione. Mentre i modelli classici di selezione del portafoglio si concentrano sulla minimizzazione del rischio e sulla massimizzazione del rendimento, lo scopo di questo lavoro è quello di includere un terzo obiettivo: la norma-1. Ciò consente di selezionare portafogli sparsi, cioè con un numero limitato di attività, che sono più facili da gestire e consentono di ottenere buoni risultati in termini di rischio-rendimento. La nostra analisi empirica si basa su un dataset di riferimento disponibile pubblicamente e spesso utilizzato in letteratura. DOI: 10.13134/979-12-5977-332-6
Fractional Volterra Integral Equations: A Neural Network Approach
Il Calcolo Frazionario ha recentemente guadagnato un crescente interesse nella letteratura economica e finanziaria. Per quanto riguarda i modelli economici, quelli di crescita sono stati modellati utilizzando una rappresentazione tramite derivate frazionarie. Questo tipo di equazioni non consente soluzioni in forma chiusa e quindi è necessario ricorrere a metodi numerici appropriati per ottenere approssimazioni accurate delle soluzioni. Per questo motivo, in questo contributo, proponiamo un approccio basato sulle cosiddette Physics Informed Neural Network per risolvere le equazioni integrali di Volterra di ordine frazionario. Alcuni esperimenti numerici mostrano l’accuratezza dell’algoritmo suggerito.
A Companion to Greeks Across the Ancient World
An innovative, up-to-date treatment of ancient Greek mobility and migration from 1000 BCE to 30 BCE A Companion to Greeks Across the Ancient World explores the mobility and migration of Greeks who left their homelands in the ten centuries between the Early Iron Age and the Hellenistic period. While most academic literature centers on the Greeks of the Aegean basin area, this unique volume provides a systematic examination of the history of the other half of the ancient Greek world. Contributions from leading scholars and historians discuss where migrants settled, their new communities, and their connections and interactions with both Aegean Greeks and non-Greeks. Divided into three parts, th...
A Companion to Ancient Greek and Roman Music
A COMPANION TO ANCIENT GREEK AND ROMAN MUSIC A comprehensive guide to music in Classical Antiquity and beyond Drawing on the latest research on the topic, A Companion to Ancient Greek and Roman Music provides a detailed overview of the most important issues raised by the study of ancient Greek and Roman music. An international panel of contributors, including leading experts as well as emerging voices in the field, examine the ancient 'Art of the Muses' from a wide range of methodological, theoretical, and practical perspectives. Written in an engaging and accessible style, this book explores the pervasive presence of the performing arts in ancient Greek and Roman culture—ranging from musi...
Dosso's Fate
Dosso Dossi has long been considered one of Renaissance Italy's most intriguing artists. Although a wealth of documents chronicles his life, he remains, in many ways, an enigma, and his art continues to be as elusive as it is compelling. In Dosso's Fate, leading scholars from a wide range of disciplines examine the social, intellectual, and historical contexts of his art, focusing on the development of new genres of painting, questions of style and chronology, the influence of courtly culture, and the work of his collaborators, as well as his visual and literary sources and his painting technique. The result is an important and original contribution not only to literature on Dosso Dossi but also to the study of cultural history in early modern Italy.
Touching for Knowing
The dominance of vision is so strong in sighted people that touch is sometimes considered as a minor perceptual modality. However, touch is a powerful tool which contributes significantly to our knowledge of space and objects. Its intensive use by blind persons allows them to reach the same levels of knowledge and cognition as their sighted peers.In this book, specialized researchers present the recent state of knowledge about the cognitive functioning of touch. After an analysis of the neurophysiology and neuropsychology of touch, exploratory manual behaviors, intramodal haptic (tactual-kinesthetic) abilities and cross-modal visual-tactual coordination are examined in infants, children and adults, and in non-human primates. These studies concern both sighted and blind persons in order to know whether early visual deprivation modifies the modes of processing space and objects. The last section is devoted to the technical devices favoring the school and social integration of the young blind: Braille reading, use of raised maps and drawings, sensory substitution displays, and new technologies of communication adapted for the blind. (Series B)
Science and Technology for the Conservation of Cultural Heritage
From 2nd to 5th October 2012 an International Congress on Science and Technology for the conservation of Cultural Heritage was held in Santiago de Compostela, Spain, organized by the Universidade of Santiago de Compostela on behalf of TechnoHeritage Network. The congress was attended by some 160 participants from 10 countries, which presented a total of 145 contributions among plenary lectures, oral, and poster communications. The congress was dedicated to eight topics, namely (1) Environmental assessment and monitoring (pollution, climate change, natural events, etc.) of Cultural Heritage; (2) Agents and mechanisms of deterioration of Cultural Heritage (physical, chemical, biological), incl...
Survival In Auschwitz
A work by the Italian-Jewish writer, Primo Levi. It describes his arrest as a member of the Italian anti-fascist resistance during the Second World War, and his incarceration in the Auschwitz concentration camp from February 1944 until the camp was liberated on 27 January 1945.
Studies on Negation
Negation ist eine universelle Eigenschaft der menschlichen Sprache. Als primäre Disziplin der Logik tritt Negation in typologisch unterschiedlichsten Erscheinungsformen auf und spielt eine große Rolle für die Syntax-Semantik-Schnittstelle. Mit diesem Band soll die umfassende Forschungsliteratur zur Negation durch eine Reihe von aktuellen Studien ergänzt werden. Alle Beiträge beziehen sich auf Fragen oder Kontroversen, die sich mit der Syntax, Semantik und Variation negativer Elemente befassen, und gehen von der Annahme aus, dass ein grundlegendes Verständnis der verschiedenen Realisierungen der Negation zentral für unser Grammatikverständnis ist. Die hier veröffentlichten Beiträge ...
