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Risk management e value at risk: l'influenza del profilo dell'investitore nell'operatività di consulenza 

Sica, Nicola (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 ...
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High-dimensional statistics for complex data 

Pacella, Massimo (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 ...
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Inferenza non parametrica nel contesto di dati dipendenti: polinomi vocali e verosimiglianza empirica 

Monda, Anna (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 ...
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Anomalies detection in credit risk data: an approach based on the Isolation Forest 

Forte, Fabio (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 ...
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A screening selection procedure for nonparametric regression and survival analysis 

Milito, Sara (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 ...
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AuthorForte, Fabio (1)Milito, Sara (1)Monda, Anna (1)Pacella, Massimo (1)Sica, Nicola (1)Subject
SECS-S/01 STATISTICA (5)
Credi risk (1)High-dimensional data (1)Infrenza dati indipendenti (1)Isolation forest (1)Machine learning techniques (1)Mifid (1)Rischio di credito (1)Rischio di mercato (1)Screening selection (1)... View MoreDate Issued2013 (1)2017 (1)2018 (1)2019 (1)2020 (1)Has File(s)Yes (5)
EleA themes by Ugsiba