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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...

Università della Svizzera italiana

E2ML : Educational Environment Modeling Language

Botturi, Luca ; Colombetti, Marco (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003COM001.

This study moves from the consideration of the communication dynamics within the instructional design practice. With the introduction of electronic media, the design of educational environments in Higher Education has ceased to be a craftsmanship activity, and has acquired some features proper of mass production. This makes communication a more and more critical issue in design. The original goal...

Università della Svizzera italiana

Bayesian analysis for mixtures of autoregressive components with application to financial market volatility

Sampietro, Stefano ; Arbia, Giuseppe (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO004.

This thesis presents a Bayesian analysis of a non-linear time series model. In particular, we deal with a mixture of normal distributions whose means are linear functions of the past values of the observed variable. Since the component densities of the mixture can be viewed as the conditional distributions of different Gaussian autoregressive models, the model is referred as mixture of...

Università della Svizzera italiana

New media in education : analisi di una successione di esperienze didattiche nel corso degli anni 1990-2002 = New media in education : analysis of a succession of educational experiences over the years 1990-2002

Sala, Nicoletta ; Perret, Jean-François (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004COM002.

The scope of the research is to analyse how the information and communication technologies can modify the training and the didactic. The main idea is to think that these technologies can effort the teaching and the learning processes, helping the development of new didactic models. The scope of the thesis is to identify the different fields in which they can give a value added in the teaching...

Università della Svizzera italiana

An option pricing formula for the GARCH diffusion model

Ravanelli, Claudia ; Barone-Adesi, Giovanni (Dir.) ; Chesney, Marc (Codir.) ; Vanini, Paolo (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003ECO001.

In this thesis, we derive an analytical closed-form approximation for European option prices under the GARCH diffusion model, where the price is driven by a geometric process and the variance by an uncorrelated mean reverting geometric process. This result has several important implications. First and foremost, these conditional moments allow us to obtain an analytical closed-form approximation...

Università della Svizzera italiana

Using information visualisation to facilitate instructors in web-based distance learning

Mazza, Riccardo ; Colombetti, Marco (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004COM001.

The World Wide Web provides great opportunities for creating virtual classrooms of learners and instructors involved in distance education. Many software environments take advantage of the client-server communication on the Internet and support open and distance learning. Using environments called Course Management Systems (CMS), instructors can distribute information to students, produce content...

Università della Svizzera italiana

Modelizzazione e analisi empirica della domanda di servizi logistici e di trasporto da parte delle imprese

Bolis, Simona ; Maggi, Rico (Dir.) ; Filippini, Massimo (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO003.

Elemento centrale della presente tesi é la comprensione dei fattori che guidano le imprese nelle scelte concernenti il trasferimento dei propri prodotti nello spazio e nel tempo. La motivazione alla base del lavoro é la convinzione che la modellizzazione del trasporto merci oggi non rifletta il comportamento effettivo delle imprese in modo soddisfacente. Una seconda motivazione della...

Università della Svizzera italiana

The market for partial corporate control in Europe : the evidence about corporate raiders

Croci, Ettore ; Caprio, Lorenzo (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO002.

Corporate raiders are often associated with the 1980s takeover wave that reshaped the U.S. corporate landscape. While during the 1980s Europe remained relatively immune to this sort of investor, corporate raiders have operated actively both in Continental Europe and in the U.K. since the mid-1990s. Yet these corporate raiders are very different from the raiders that operated in the U.S. market...

Università della Svizzera italiana

Structural simulation in international trade = Simulazione strutturale nel commercio internazionale

Ramírez, Vicente ; Tonella, Giorgio (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2002 ; 2002ECO001.

This thesis explores a way of representing the structure of the international trade system and of understanding its behaviour. Its main contribution is a model, developed following computer simulation methodology, that deals with interactions and interdependencies in international trade, and consequently, with the study of patterns of trade and trading bloc formation. The simulation model allows...

Università della Svizzera italiana

Robust statistical procedures for location and scale dynamic models with applications to risk management

Mancini, Loriano ; Ronchetti, Elvezio (Dir.) ; Trojani, Fabio (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO001.

In the first part of the thesis, we study the local robustness of inference procedures of the conditional location and scale parameters in a stationary time series model. We first derive optimal bounded-influence estimators for the parameters of conditional location and scale models under a conditionally Gaussian reference model. Based on these results, optimal bounded-influence versions of the...