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High-dimensional statistics for complex data
(Universita degli studi di Salerno, 2018-05-29)
High dimensional data analysis has become a popular research topic in the
recent years, due to the emergence of various new applications in several fields
of sciences underscoring the need for analysing massive data ...
Anomalies detection in credit risk data: an approach based on the Isolation Forest
(Universita degli studi di Salerno, 2019-12-16)
As starting point the definition of Risk as the chances of having an unexpected or negative outcome has been
introduced.
After a brief introduction on most of the risk categories as Banks and regulators, the thesis ...
Statistical Learning for business decision making: from big data to informative data
(Universita degli studi di Salerno, 2023-07-16)
First, I would like to express my gratitude to my principal supervisor, Professor Michele La
Rocca, for his continuous support and invaluable guidance throughout my executive doctoral
study. It has been an immense privilege ...
A screening selection procedure for nonparametric regression and survival analysis
(Universita degli studi di Salerno, 2020-05-18)
This thesis aims at proposing a new method of solving the nonparametric and non-additive
regression problem in presence of ultra-high dimensional data. In this context, there are two
relevant aspects: variable selection ...
Statistical Procedures to Predict Economic Indicators through Political Discourse Text Analysis
(Universita degli studi di Salerno, 2022-10-12)
The aim of the thesis is to contribute to the field of textual analysis
in economics by proposing text-based indices to quantify the impact of
political debate on the economy and improve the forecast accuracy of
traditional ...