Cerca
Items 1-6 di 6
Risk management e value at risk: l'influenza del profilo dell'investitore nell'operatività di consulenza
(Universita degli studi di Salerno, 2017-04-04)
Basel accords define the capital requirements for banks. There are three types
of risk on which is based the calculation of this requirement: operational risk,
i.e. the risk of losses related to potential inefficiencies ...
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 ...
Inferenza non parametrica nel contesto di dati dipendenti: polinomi vocali e verosimiglianza empirica
(Universita degli studi di Salerno, 2013-03-18)
Il presente lavoro si inserisce nel contesto delle più recenti ricerche sugli strumenti
di analisi non parametrica ed in particolare analizza l'utilizzo dei Polinomi Locali e della
Verosimiglianza Empirica, nel caso di ...
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 ...
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 ...