Climate extreme events are constantly increasing. What is the effect of these potentially catastrophic events on insurance demand in Italy, with particular reference to the economic activities? Extreme precipitation events over most of the midlatitude land masses and over wet tropical regions will very likely become mo…
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48 results for “Italy”
Italy's daily COVID-19 cases stratified by age groups.
problem Analyzing the spread and impact of COVID-19 across different age groups.
method Stratified daily data of COVID-19 cases by age classes.
result Detailed insights into how age affects COVID-19 outcomes.
Study links public concern in Italy to financial markets worldwide.
problem Understanding public concern's impact on financial markets during pandemics.
method Used Google Trends data from YouTube, News, and Search to measure public concern and correlate it with stock index returns.
result Public concern in Italy drives concerns in other countries and explains stock index returns of multiple nations.
Utilization of non-linear tools to characterize the state of development of the electricity markets in Italy and Greece. This is equivalent to testing the Efficient Market Hypothesis on these markets. The tools include a variety of complexity measures like Maximal Lyapunov and Hurst exponents and HHI index for market c…
Green startups in Italy survive longer than non-green ones.
problem Survival of innovative startups in Italy.
method Comparative analysis of green vs. non-green startups in Italy, 2009-2018.
result Green startups are more than twice as likely to survive than non-green ones.
This dataset contains the annual aggregated income taxes of all the Italian municipalities over the years 2007-2011. Data are clustered over the Italian regions and provinces. The source of the data is the Italian Ministry of Economics and Finance. The administrative variations in Italy over the quinquennium have been …
Study finds ESG investments more resilient than traditional equity indices during market turmoil.
problem Resilience of ESG investments during financial instability.
method Daily returns analysis using MGND and EGARCH-in-mean models.
result ESG investments show higher resilience compared to traditional equity indices during crises.
Using an analog of the boundary element method in engineering and science, we analyze and model unemployment rate in Austria, Italy, the Netherlands, Sweden, Switzerland, and the United States as a function of inflation and the change in labor force. Originally, the model linking unemployment to inflation and labor for…
This paper explores a real-world fundamental theme under a data science perspective. It specifically discusses whether fraud or manipulation can be observed in and from municipality income tax size distributions, through their aggregation from citizen fiscal reports. The study case pertains to official data obtained fr…
Model assesses credit risk using behavioral data from Experian and Bank of Italy.
problem Improving credit risk assessment in financial institutions.
method Statistical and machine learning techniques applied to behavioral data from Experian and Bank of Italy.
result Demonstrates transferability of the model from private to central data.
The existence theorem for mapping cylinder neighborhoods is discussed as a prototypical example of controlled topology and its applications. The first of a projected series developed from lectures at the Summer School on High-Dimensional Topology, Trieste Italy 2001
The paper contains a short review of techniques examining regional wealth inequalities based on recently published research work but is also presenting unpublished features. The data pertains to Italy (IT), over the period 2007-2011: the number of cities in regions, the number of inhabitants in cities and in regions, a…
The article describes the algorithm used to define the electricity price in day-ahead and itraday energy markets in Italy. Details of Matlab implementation of one of its simplified versions, capable of producing good results in a extremely short time, are then provided and numerical results are discussed.
We present classical and recent results on Kähler-Einstein metrics on compact complex manifolds, focusing on existence, obstructions and relations to algebraic geometric notions of stability (K-stability). These are the notes for the SMI course "Kähler-Einstein metrics" given by C.S. in Cortona (Italy), May 2017. The m…
The Power-law Tail Exponent of Income Distributionsphysics.soc-ph
In this paper we tackle the problem of estimating the power-law tail exponent of income distributions by using the Hill's estimator. A subsample semi-parametric bootstrap procedure minimising the mean squared error is used to choose the power-law cutoff value optimally. This technique is applied to personal income data…
Contraction or steady state? An analysis of credit risk management in Italy in the period 2008-2012q-fin.RM
Credit risk management in Italy is characterized, in the period June 2008 to June 2012, by frequent (frequency=0.5 cycles per year) and intense (peak amplitude: mean=39.2 billion Euros, s.e.=2.83 billion Euros) quarterly contractions and expansions around the mean (915.4 billion Euros, s.e.=3.59 billion Euros) of the n…
Study compares ARIMA, ETS, NNAR and hybrids for COVID-19 hospitalizations.
problem Forecasting the second wave of COVID-19 hospitalizations in Italy.
method ARIMA, ETS, NNAR, and hybrid models.
result Hybrid models outperform single models in capturing epidemic patterns.
Labor productivity in Turkey, Spain, Belgium, Austria, Switzerland, and New Zealand has been analyzed and modeled. These counties extend the previously analyzed set of the US, UK, Japan, France, Italy, and Canada. Modelling is based on the link between the rate of labor participation and real GDP per capita. New result…
Epidemiological model updates infection rates in China, US, Italy.
problem Evaluate policy interventions for mitigating the 2019-nCov pandemic.
method Custom SITR model with variational data assimilation for real-time updates.
result Model robust to initial conditions, infers infection numbers and parameters.
Our paper aims to model supply and demand curves of electricity day-ahead auction in a parsimonious way. Our main task is to build an appropriate algorithm to present the information about electricity prices and demands with far less parameters than the original one. We represent each curve using mesh-free interpolatio…
Italy and the Eurozone are heading in the year 2012 into a financial depression of unprecedented magnitude, with a forthcoming multitude of often contradictory public economic and financial stability emergency interventions whose ultimate endogenous and exogenous effects on public and private health spending and on the…
This article is based on a talk at the RIEMain in Contact conference in Cagliari, Italy in honor of the 78th birthday of David Blair one of the founders of modern Riemannian contact geometry. The present article is a survey of a special type of Riemannian contact structure known as Sasakian geometry. An ultimate goal o…
The abstract discusses open data resources for studying and controlling the spread of COVID-19.
problem Understanding and controlling the spread of COVID-19.
method Identification and description of open data resources and data-driven methodologies.
result Identification of variables and open data resources for analyzing COVID-19.
Labor productivity in developed countries is analyzed and modeled. Modeling is based on our previous finding that the rate of labor force participation is a unique function of GDP per capita. Therefore, labor productivity is fully determined by the rate of economic growth, and thus, is a secondary economic variable. In…
In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919 and 1920, for which the period tables provided by the Human Mortality Database …
Background. In Italy, in recent years, vaccination coverage for key immunizations as MMR has been declining to worryingly low levels. In 2017, the Italian Gov't expanded the number of mandatory immunizations introducing penalties to unvaccinated children's families. During the 2018 general elections campaign, immunizat…
Notes on Whitney towers in 4-manifolds, focusing on local surface manipulations and invariants.
problem Classifying and understanding Whitney towers in 4-manifolds.
method Local manipulations of surfaces, definitions of Whitney towers and trees, geometric Jacobi identities, classification of twisted Whitney towers.
result Classification of order n twisted Whitney towers in the 4-ball and related invariants.
These notes are based on the mini-course given in June 2004 in Cetraro, Italy, in the frame of a C.I.M.E. school. Of course, they contain much more material that I could present in the 6 hours course. The main goal is to give an idea of the general variational and dynamical nature of nice and powerful concepts and resu…
The number of Italian firms in function of the number of workers is well approximated by an inverse power law up to 15 workers but shows a clear downward deflection beyond this point, both when using old pre-1999 data and when using recent (2014) data. This phenomenon could be associated with employent protection legis…
In this lecture results on the Berezin-Toeplitz quantization of arbitrary compact quantizable Kaehler manifolds are presented. These results are obtained in joint work with M. Bordemann and E. Meinrenken. The existence of the Berezin-Toeplitz deformation quantization is also covered. Recent results obtained in joint wo…
We develop a pricing model for Sovereign Contingent Convertible bonds (S-CoCo) with payment standstills triggered by a sovereign's Credit Default Swap (CDS) spread. We model CDS spread regime switching, which is prevalent during crises, as a hidden Markov process, coupled with a mean-reverting stochastic process of spr…
Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Seriesq-fin.ST
We investigated the topological properties of stock networks through a comparison of the original stock network with the estimated stock network from the correlation matrix created by the random matrix theory (RMT). We used individual stocks traded on the market indices of Korea, Japan, Canada, the USA, Italy, and the …
New algorithm tracks COVID-19 outbreak phases.
problem Decision-making in pandemic data.
method Developed a new algorithm (BLLR) based on decision theory.
result Demonstrated ability to track different phases of the COVID-19 outbreak.
This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical …
Investment tool predicts higher returns for Madrid real estate units.
problem Determining which real estate units have higher returns to investment in Madrid.
method Data collection from Idealista.com, descriptive statistics, return index, machine learning algorithms.
result Introduction of machine learning algorithms for rental real estate price prediction.
Analysis of the COVID-19 pandemic by SIR model and machine learning technics for forecastingq-bio.PE
The SIR model and machine learning predict pandemic inflection and end times.
problem Forecasting the end of the COVID-19 pandemic.
method SIR model and machine learning techniques.
result Predicted end times for various countries.
In this paper we present algorithms to diagnosis Pathological Myopia (PM) and detection of retinal structures and lesions such asOptic Disc (OD), Fovea, Atrophy and Detachment. All these tasks were performed in fundus imaging from PM patients and they are requirements to participate in the Pathologic Myopia Challenge (…
Growth rate of real GDP per capita is represented as a sum of two components -- a monotonically decreasing economic trend and fluctuations related to a specific age population change. The economic trend is modeled by an inverse function of real GDP per capita with a numerator potentially constant for the largest develo…
We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the distribution is consistent with a Pareto-power law type distribution, while the r…
New algorithms learn and interpret asymmetry-labeled DAGs for COVID-19 fear.
problem Bayesian networks' strict symmetric independence assumption limits their applicability in real-world scenarios.
method Developed novel structural learning algorithms for asymmetry-labeled DAGs.
result Efficient algorithms allow for straightforward interpretation of the underlying dependence structure.
The paper uses option theory to estimate corporate bond liquidity spreads.
problem Estimating liquidity spreads for corporate bonds.
method Option-theoretic approach considering risk-free rate volatility and credit risk.
result The model provides a robust tool for pricing illiquid bonds.
Academics and practitioners have studied over the years models for predicting firms bankruptcy, using statistical and machine-learning approaches. An earlier sign that a company has financial difficulties and may eventually bankrupt is going in \emph{default}, which, loosely speaking means that the company has been hav…
Study improves accuracy of weather data for real-time building simulations.
problem Anomalous and missing weather data affect real-time building energy simulations.
method Introduces a framework for quality control of measured weather data using anomaly detection and neural network infilling.
result Neural Networks enhance the accuracy of data imputation compared to traditional methods.
Fractal analysis is carried out on the stock market indices of seven European countries and the US. We find evidence of long range dependence in the log return series of the Mibtel (Italy) and the PX Glob (Czech Republic). Long range dependence implies that predictable patterns in the log returns do not dissipate quick…
Time-aware deep learning methods improve spatial downscaling of atmospheric pollutants.
problem Transform coarse satellite data of atmospheric pollutants into high-resolution fields.
method Super-resolution deep residual networks and UNet architectures are extended with a temporal module encoding observation time.
result Temporal modules significantly improve downscaling performance and convergence speed.
The study finds that low frequency macroeconomic variables are more important for short-term electricity price forecasting.
problem Improving short-term forecasting of daily electricity prices using macroeconomic variables.
method Developed a Bayesian reverse unrestricted MIDAS model to account for frequency mismatch.
result Inclusion of macroeconomic low frequency variables improves short-term forecasts more than using only surveys or industrial production data.
Paper uses ML to predict SME defaults with interpretability.
problem Lack of interpretability in ML models for SME default prediction.
method Model-agnostic approach using Accumulated Local Effects and Shapley values.
result eXtreme Gradient Boosting algorithm provides highest classification power with interpretability.
We investigate the joint description of the interest-rate term stuctures of Italy and an AAA-rated European country by mean of a --here proposed-- correlated CIR-like bivariate model where one of the state variables is interpreted as a benchmark risk-free rate and the other as a credit spread. The model is constructed …