2,755 research outputs found
Borgo Castello, Gorizia
No full textProgetto di riqualificazione di Piazzale Seghizzi e del Borgo Castello di Gorizi
Brevi note sugli aspetti iconografici e sui caratteri stilistici del ciclo pittorico tardogotico con temi allegorici e cortesi
No full textAnalisi iconografica e stilistica di alcuni affreschi tardogotici scoperti recentemente nel castello di Valvasone in Friuli, con rari soggetti allegorici e cortes
Una rara collezione di posate al Castello Sforzesco di Milano e l'opera di Gianguido Sambonet
No full textTOPSCAPE PAYSAGE - Cultural heritage. Gorizia: Borgo del Castello
No full textBorgo del Castello è luogo simbolo della città di Gorizia, ricco di storia e mutazioni identitarie stratificate nel corso di epoche e dominazioni diverse, che si sono susseguite fino a generare una sempre maggiore separazione tra Borgo e città. La creazione di un nuovo scenario paesaggistico, riappacificando le identità territoriali, architettoniche e botaniche con il contesto, ha rappresentato il cuore del progetto di riqualificazione. Nato con la volontà di offrire ai cittadini e ai visitatori un’identità solida e contemporanea, che non fosse semplicemente la somma delle realtà culturali precedenti, grazie a un approccio critico offre un’innovazione vitale nel solco della continuità storica e paesaggistica
Some Essays on models in the Bond and Energy Markets
No full textThe term structure of interest rates plays a fundamental role as an indicator of economy and market trends, as well as a supporting tool for macroeconomic strategies, investment choices or hedging practices. Therefore, the availability of proper techniques to model and predict its dynamics is of crucial importance for players in the financial markets. Along this path, the dissertation initially examined the reliability of parametric and neural network models to fit and predict the term structure of interest rates in emerging markets, focusing on the Brazilian, Russian, Indian, Chines and South African (BRICS) bond markets. The focus on the BRICS is straightforward: the dynamics of their term structures make tricky the application of consolidated yield curve models. In this respect, BRICS yield curve act as stress testers. The study then examined how to apply the above cited models to energy derivatives, focusing the attention on the Natural Gas and Electricity futures, motivated by the existence of similarity. The research was carried out using ad hoc routines, such as the R package "DeRezende.Ferreira", developed by the candidate and now freely downloadable at the Comprehensive R Archive Network (CRAN) repository*, as well as by means of code written in MatLab 2021a - 2022a and Python (3.10.10) using the open-source Keras (2.4.3) library with TensorFlow (2.4.0) as backend. The dissertation consists of four chapters based on published and/or under submission materials. Chapter 1 is an excerpt of the paper • Castello, O.; Resta, M. Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques. Risks 2022
The work firstly offers a comprehensive analysis of the BRICS bond market and then investigates and compares the abilities of the parametric Five–Factor De Rezende–Ferreira model and Feed–Forward Neural Networks to fit the yield curves. Chapter 2 is again focused on the BRICS market but investigates a methodology to identify optimal time–varying parameters for parametric yield curve models. The work then investigates the ability of this method both for in–sample fitting and out–of–sample prediction. Various forecasting methods are examined: the Univariate Autoregressive process AR(1), the TBATS and the Autoregressive Integrated Moving Average (ARIMA) combined to Nonlinear Autoregressive Neural Networks (NAR–NN). Chapter 3 studies the term structure dynamics in the Natural Gas futures market. This chapter represents an extension of the paper • Castello, O., Resta, M. (2022). Modeling and Forecasting Natural Gas Futures Prices Dynamics: An Integrated Approach. In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022.
After showing that the natural gas and bond markets share similar stylized facts, we exploit these findings to examine whether techniques conventionally employed on the bonds market can be effectively used also for accurate in–sample fitting and out–of–sample forecast. We worked at first in–sample and we compared the performance of three models: the Four–Factor Dynamic Nelson–Siegel–Svensson (4F-DNSS), the Five–Factor Dynamic De Rezende–Ferreira (5F–DRF) and the B–Spline. Then, we turned the attention on forecasting, and explored the effectiveness of a hybrid methodology relying on the joint use of 4F–DNSS, 5F–DRF and B–Splines with Nonlinear Autoregressive Neural Networks (NAR–NNs). Empirical study was carried on using the Dutch Title Transfer Facility (TTF) daily futures prices in the period from January 2011 to June 2022 which included also recent market turmoil to validate the overall effectiveness of the framework.
Chapter 4 analyzes the predictability of the electricity futures prices term structure with Artificial Neural Networks. Prices time series and futures curves are characterized by high volatility which is a direct consequence of an inelastic demand and of the non–storable nature of the underlying commodity. We analyzed the forecasting power of several neural network models, including Nonlinear Autoregressive (NAR–NNs), NAR with Exogenous Inputs (NARX–NNs), Long Short–Term Memory (LSTM–NNs) and Encoder–Decoder Long Short–Term Memory Neural Networks (ED–LSTM–NNs). We carried out an extensive study of the models predictive capabilities using both the univariate and multivariate setting. Additionally, we explored whether incorporating various exogenous components such as Carbon Emission Certificates (CO2) spot prices,
as well as Natural Gas and Coal futures prices can lead to improvements of the models performances. The data of the European Energy Exchange (EEX) power market were adopted to test the models. Chapter 4 concludes.
____________________________ * https://cran.r-project.org/web/packages/DeRezende.Ferreira/index.htm
Update of the Italian Seismic Catalog (2003-2007) Catalogo della Sismicità Italiana CSI v2.0
No full textEarthquake catalogues are the basic tools that furnish parametric data for seismic hazard evaluation, studies on evolution of seismic sequences and earthquake occurrence. The INGV seismic network
covers a large part of the italian region and it is complemented by several regional permanent network handled by other institutions. CSI results from the combination of INGV seismic bulletin with bulletins
produced by other institutions. To update CSI from previous release to version 2.0 we collected seismic bulletins sent to INGV from, at present, 12 institutions managing permanent seismic networks during
2003-2007. Procedures to convert different file formats to PHS format as input files of Hypoellipse program have been setup that also perform preliminary checks on possible errors.
To correctly merge different seismic bulletins it is mandatory to have a strict control on phase associations. To do this, additional procedures to identify earthquakes external to the interest area and wrong
associations of different earthquakes based on geographic control network associations and stations' residuals after event location have been produced.
About 35,000 eartquakes, a mean value of ~6600 earthquakes per year, with more than 600.000 P-phase arrivals and more then 250,000 S-phase arrivals have been collected and located with Hypoellipse.
To enhance final locations quality we applied a multiple location approach and then selected the best among several calculated hypocentres for each event. Location criteria are based on the use of two different
weighting schemes for stations' distance combined with several reference regional 1D velocity models.
Native Ml Magnitudes from 2003 to 2007 are retrieved and then associated to the corresponding event from INGV bulletin. When native Ml is not available, Ml based on regression law by Castello et al.
2007, is attributed.
The update of CSI catalog, also due to the strong improvement of the INGV seismic network between 2005 and present, offers a more complete image of the Italian seismicity and a new important reference
for further studies on the evolution of this region and earthquake occurrence.UnpublishedUniversità RomaTRE2T. Tettonica attivaope
Postal de Claudio Vivas a Maruja Vieira, junio 23 de 1955
No full textPostal de Claudio Vivas a Maruja Vieira, felicitándola por el reconocimiento que le fue otorgado a la autora de poemasPostcard from Claudio Vivas to Maruja Vieira, congratulating her for the recognition given to the author of poems.Publicación, fondo Maruja Vieira, carpeta 1, folio
L’Archivio Capitolare: strumento per lo studio della chiesa e della città di Cagliari
No full textQuesto libro vuole guidare il lettore alla scoperta di uno dei monumenti più importanti della Sardegna, la Cattedrale di Santa Maria a Cagliari, nel cuore del quartiere storico di Castello. Edificata nel corso del Medioevo, la chiesa visse nel Seicento una fase di profondo rinnovamento iniziata con la costruzione del Santuario dei Martiri di sotto all'area presbiteriale. L'ambiente semipogeo fu realizzato per volontà di Francisco Desquivel, arcivescovo tra il 1605 e il 1624, per custodire le reliquie dei "martiri" ritrovate a Cagliari e nel territorio diocesano durante il XVII secolo. Ancora oggi la Cattedrale di Cagliari, scrigno di fede e di tesori artistici, si connota come un prezioso palinsesto di cui sono apprezzabili le diverse fasi architettoniche e le opere di età medievale e moderna. L'opera raccoglie i saggi di Claudio Nonne, Andrea Pala, Giampaolo Salice, Rossana Martorelli, Alessandra Pasolini, Andrea Pergola dell'Università di Cagliari, Marco Muresu della Lancaster University e ha la curatela di Nicoletta Usai e Claudio Nonne
Il materiale vitreo
No full textL'articolo presenta lo studio morfologico del materiale vitreo rinvenuto nel corso degli scavi effettuati a San Pietro di Castello (Venezia) tra il 1986 e il 199
- …
