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Università della Svizzera italiana

A robust bayesian approach to portfolio selection

Passarin, Katia ; Ronchetti, Elvezio (Dir.) ; Trojani, Fabio (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2004.

This thesis aims at studying the local robustness properties of Bayesian posterior summaries and deriving a robust procedure to estimate Bayesian Mean-Variance weights in a portfolio selection problem. In the first part, we study the local robustness of Bayesian estimators. In particular, we build a framework wherein any Bayesian quantity can be seen as a posterior functional. In this way it...

Università della Svizzera italiana

L'evoluzione dei generi televisivi nei principali paesi europei ed extraeuropei = The evolution of television genres in the principal european and non-european countries

Granelli, Susanna ; Saxer, Ulrich (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2002 ; 2002COM001.

This research examines the temporal evolution of television broadcasting genres, focusing on a comparative analysis of these in the major European and non-European countries, with special attention to Italy. One of the principal objectives of the research is to highlight the similarities and differences between such genres, and to map out their future developments. An ulterior objective is to...

Università della Svizzera italiana

Constrained nonparametric dependence with application in finance

Gagliardini, Patrick ; Barone-Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003ECO002.

The developments of financial theory in the last decades have shown that one of the most fundamental topics in Finance is the specification of dependence between different risk variables. Empirical evidence on financial time series (such as returns, interest rates, or exchange rates) as well as recent developments in risk management (such as the analysis of dependence between default risks of...

Università della Svizzera italiana

Nuove prospettive di marketing urbano : costruire strategie in rete = New perspectives of urban marketing : building network strategies

Chiapparino, Claudio ; Fiocca, Renato (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004COM003.

New perspectives of urban marketing suggest to build network strategies to improve cities attractiveness. Isolated quantitative researches cannot represent the multidimensional urban value. So this research, applied to the case of the Lugano area, use a basic qualitative factor of the urban value: stakeholders perception analysis in order to evaluate strengths and weakness, opportunities and...

Università della Svizzera italiana

Reading literacy texts in hypermedial applications : a semiotic-hermeneutic approach to new media for literary studies = Leggere testi letterari in applicazioni ipermediali : un approccio semiotico-ermeneutico ai nuovi media per gli studi letterari.

Mazzali-Lurati, Sabrina ; Schulz, Peter (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003COM004.

Ranging between humanities and technological studies, this dissertation aims at clarifying what happens when literary texts we are used to read in a “book form” are transposed in hypertexts and hypermedia, namely which are the effects of this transposition on the act of reading the literary text. The work is based on an interdisciplinary approach, comprising a semiotic-hermeneutic perspective...

Università della Svizzera italiana

Hedging and risk measurement for option portfolios

Fierli, Francesco ; Barone-Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO005.

In the first part of this work we address the problem of parameter misspecification in a generic class of stochastic volatility models. We extend the approach proposed by Avellaneda, Levy and Paràs (1995) (hereafter ALP) by moving from a framework with uncertain volatility to the uncertainty on volatility process parameters. We assume that parameter values of the stochastic volatility model are...

Università della Svizzera italiana

L’umorismo in pubblicità : Una valutazione dell’impatto dell’umorismo nella pubblicità a scopo sociale. = Humour in advertising : impact of humour on the social advertising

Pedrini, Pier Paolo ; Fiocca, Renato (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2005 ; 2005COM001.

This thesis aims to discover the motivations leading a company to communicate through humour. Humour is seen as a language in order to understand where, how and when it is usefully used. After an historical and philosophical introduction (Chapter 2), whose purpose is to show the most important schools of thought which developed over the centuries (and sometimes also overlapped) to explain the...

Università della Svizzera italiana

Mastering the requirements analysis for communication-intensive websites = Gestione dell'analisi dei requisiti per la comunicazione su web

Bolchini, Davide ; Paolini, Paolo (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2003.

Web application development still needs to employ effective methods to accommodate some distinctive aspects of the requirements analysis process: capturing high-level communication goals, considering several user profiles and stakeholders, defining hypermedia-specific requirements (concerning navigation, content, information structure and presentation aspects), and reusing requirements for an...

Università della Svizzera italiana

Interaction and communication among autonomous agents in multiagent systems

Fornara, Nicoletta ; Colombetti, Marco (Dir.) ; Gambardella, Luca Maria (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003COM002.

The main goal of this doctoral thesis is to investigate a fundamental topic of research within the Multiagent Systems paradigm: the problem of defining open, heterogeneous, and dynamic interaction frameworks. That is to realize interaction systems where multiple agents can enter and leave dynamically and where no assumptions are made on the internal structure of the interacting agents. Such topic...