126 research outputs found
Food Price Volatility and Asymmetries in Rural Areas of South Mediterranean Countries: A Copula-Based GARCH Model
Many discussions following the 2007/08 food price crisis have revolved around the magnitude of the negative impacts that it may have had on food security worldwide. In South-Eastern Mediterranean countries (SEMC), food security is strongly interrelated with several key economic and political issues. Many of these countries are becoming increasingly import-dependent, particularly on cereals, which are the essential raw material for human and animal food and feed. Due to both their economic system structure and consumption, the SEMC are responsible for a third of world cereals imports, whereas they account for only 5% of the world population. Given the set of constraints and this dependence on global markets, SEMC will be probably more exposed to severe swings in agricultural commodity prices in the coming years. In this view, this study examines the dependence structure among global food grain markets and Morocco and provides flexible models for dependency and the conditional volatility GARCH. A copula-based GARCH model has been carried out to estimate the marginal distributions of Morocco and world cereals commodity price changes. The results revealed that the joint co-movement between agricultural commodity price changes around the world and in Morocco, are generally considerable and there exists asymmetric tail dependence
Automatic Hyperparameters Adaptation in Support Vector Machines
We apply an automatic tuning method for the hyperparameters of a SVM classifier. The data used to train
and test the algorithm come from industrial measurements made on the products after being built up. Various
training sessions have been carried on in different learning environments and the results have been validated
through a bootstrap techníque. We discuss the obtained results and show the good adaptability of the method
K-Fold Generalization Capability Assessment for Support Vector Classifiers
The problem of how to effectively implement k-fold cross-validation for support vector machines is considered. Indeed, despite the fact that this selection criterion is widely used due to its reasonable requirements in terms of computational resources and its good ability in identifying a well performing model, it is not clear how one should employ the committee of classifiers coming from the k folds for the task of on-line classification. Three methods are here described and tested, based respectively on: averaging, random choice and majority voting. Each of these methods is tested on a wide range of data-sets for different fold settings
A copula-based approach to investigate vertical shock price transmission in the Italian hog market
Focus su Tomasi di Lampedusa
L'opera di Tomasi di Lampedusa alla luce del mito greco come antidoto all'idea ebraico-cristiana del peccato original
The macro-level determinants of user entrepreneurship in healthcare: an explorative cross-country analysis
Purpose: This article analyses the new venture creation by patient innovators in 40 countries examining the effects of the four macro-level factors on entrepreneurship, adding a fifth sector-specific (healthcare) factor. Design/methodology/approach: By applying the statistical tool of principal component analysis, we find a clustering behavior of health user entrepreneurs across countries, indicating that common macro-level conditions affect this phenomenon in a nonlinear way. Findings: Healthy user innovators are more likely to become entrepreneurs in those countries where creativity, economic opportunities and business environment are increasing from the lower level until a certain threshold. After that level, user entrepreneurship seems to be not relevant. Originality/value: We contribute to the extant literature about macro-level determinants of entrepreneurship by exploring how much such conditions impact on the decision to create new firm by user innovators
An Innovative Technique for the Aerodynamic Design of Turbine Profiles Using Artificial Intelligence (Invited)
Sviluppo di una procedura di progetto di profili aerodinamici di turbina assiale basato sull'uso di tecniche statistiche e support vector machine
Analysis Of The Nonlinearity Associated With The Free Vibration Of An Orthotropic Shell
The symbolic manipulator Mathematica is used to analyze the nonlinearity associated with the free vibration of a simply-supported orthotropic shell. This expands upon earlier analyses conducted by Rivieccio and Nayfeh on the nonlinear free vibration of an orthotropic shell. The nonlinear equation of motion is derived using the time-averaged Lagrangian analysis technique. The effects of various initial amplitudes on the nonlinear natural frequencies are evaluated. The effects of the different shell geometries on the nonlinearity are investigated. The nonlinearity is found to decrease with increasing radius of curvature, opening angle, and length. © 1996 American Society of Civil Engineers
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