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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

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 ...