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Università della Svizzera italiana

Statistical solutions for regressions-type models with big spatial data

Ghiringhelli, Chiara ; Mira, Antonietta (Dir.) ; Arbia, Giuseppe (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO011.

These last decades have witnessed an explosion of data collection and diffusion in all fields of human society. In many scientific fields researchers are becoming aware of a big data problem and of the need to manage it properly, combining the tools offered by statistics, computer, data science and informatics. This is particularly true for geo-located data, which can be collected in a...

Università della Svizzera italiana

Financial market integration and asset prices

Sandulescu, Paula Mirela ; Trojani, Fabio (Dir.) ; Gagliardini, Patrick (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO008.

My doctoral thesis examines the relationships among the degree of financial market integration and the pricing of different classes of assets. The first chapter provides a theoretical framework that uncovers in a model-free way the relationship between international stochastic discount factors (SDFs), stochastic wedges, and financial market structures. Exchange rates are in general different...

Université de Fribourg

A Bayesian ice thickness estimation model for large-scale applications

Werder, Mauro A. ; Huss, Matthias ; Paul, Frank ; Dehecq, Amaury ; Farinotti, Daniel

In: Journal of Glaciology, 2020, vol. 66, no. 255, p. 137–152

Accurate estimations of ice thickness and volume are indispensable for ice flow modelling, hydrological forecasts and sea-level rise projections. We present a new ice thickness estimation model based on a mass-conserving forward model and a Bayesian inversion scheme. The forward model calculates flux in an elevation-band flow-line model, and translates this into ice thickness and surface ice...