1,182 research outputs found
A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf
No full textCopulas, credit portfolios, and the broken heart syndrome
No full textDavid X. Li is professor of Finance at the Shanghai Advanced Institute of Finance (SAIF). For more than two decades, he worked at leading nancial institutions in the areas of product de- velopment, risk management, asset/liability management, and investment analytics. He was the chief risk o cer for China International Capital Corporation (CICC) Ltd, head of credit derivative research and analytics at Citigroup and Barclays Capital, and head of modeling for AIG Invest- ments.
David has a PhD degree in Statistics from the University of Waterloo, Masters degrees in Eco- nomics, Finance, and Actuarial Science, and a Bachelor’s degree in Mathematics. David is currently an Associate Editor for the North American Actuarial Journal, an adjunct professor at the University of Waterloo, a senior research fellow at Global Risk Institute in Toronto, and a senior advisor to the Risk Management Institute at the National University of Singapore. David was one of the pioneers in credit derivatives. His seminal work of using copula functions for credit port- folio modeling has been widely cited by academic research, broadly used by practitioners for credit portfolio trading, risk management and rating, and well covered by the media (Wall Street Journal, Financial Times, Nikkei, and CBC News)
Bassani e l’omosessualità
No full textIn this essay the author analyzes the presence of homosexuality, as well as its symbolic equivalents of injured or diminished virility, in Giorgio Bassani’s narrative. In this direction, the most significant texts are considered The Gold Rimmed Glasses (where the tragic hero is an homosexual), Behind the Door and The Heron, but also the figure of Alberto (and somewhat of the protagonist and narrator) in The Garden of the Finzi-Contini and of Barilari in One night in ‘43 are the subject of thematic interpretation. The author claims that homosexual identity is not investigated itself and ontologically legitimized by Bassani, but takes the value of a metaphor for exclusion, even a violent one, as the one that struck, at the same time, Jewish identity after the enactment of Racial Laws in Italy. From this point of view, the doubt on the “conformity” of his own sexuality, the fear this sexuality would meet the regime’s propaganda stereotypes, or (in Behind the Door) the liberating projection of these stereotypes on an antagonistic character and alter ego seem to inhabit the protagonists of the aforementioned novels and short stories and produce, with their diverted or evaded questions, the agony of false consciousness.In questo saggio l’autore analizza la presenza dell’omosessualità, nonché dei suoi equivalenti simbolici della virilità lesa o diminuita, nella narrativa di Giorgio Bassani. In tale direzione, i testi bassaniani più significativi vengono considerati Gli occhiali d’oro (in cui il tragico protagonista è un omosessuale), Dietro la porta e L’airone, ma anche la figura di Alberto (e, in parte, dello stesso protagonista) nel Giardino dei Finzi-Contini e quella di Barilari in Una notte del ’43 sono oggetto di interpretazione tematica. L’autore del saggio cerca di mostrare che l’identità omosessuale non è da Bassani indagata in sé e legittimata ontologicamente, ma assume un puro valore di metafora dell’esclusione, anche violenta, quella che parallelamente colpì l’identità ebraica dopo l’emanazione delle leggi razziali in Italia. Secondo questa angolazione di lettura, il dubbio sulla “conformità” della propria sessualità, il timore di un’omologazione di essa agli stereotipi della propaganda di regime o (in Dietro la Porta) la proiezione liberatoria di questi ultimi su un personaggio antagonistico / alteregoico, sembrano abitare i protagonisti dei romanzi e dei racconti succitati e produrre, coi loro interrogativi deviati o elusi, i tormenti della falsa coscienza
Bone stress injuries and fatigue fractures of the pelvis in endurance horses
No full textBackground: Bone stress injuries and fatigue fractures of the pelvis are reported in only a small number of endurance horses. Objectives: To describe bone stress injuries and fatigue fracture of the pelvis in endurance horses trained and competing on the deep sand surfaces. Study design: Retrospective case series. Methods: Medical records of horses used for endurance and diagnosed with bone stress injuries and/or fatigue fractures of the pelvis by ultrasound were reviewed. The bone stress injuries and fatigue fractures were classified as affecting the iliac wing, the iliac shaft, the tuber ischiadicum, the rest of the ischium or the pubis and subdivided into four fracture configurations: isolated iliac fracture, isolated fracture of the floor of the pelvis, isolated tuber ischiadicum fracture and multiple fractures. Descriptive statistics were performed overall and on fracture configurations for age, sex, breed, level of activity, affected limbs, previous injuries, development of the injury, seasons in the UAE, physical and dynamic findings and outcome. For each fracture configuration and the outcome, multivariable logistic regression models were developed after univariable logistic regression and collinearity analyses. Significance was set at P ≤.05. Results: Sixty endurance horses were included; 48% (95% CI: 36%-61%) had isolated iliac fracture, 17% (7%-26%) isolated fracture of the floor of the pelvis, 15% (6%-24%) isolated tuber ischiadicum fracture and 20% (10%-30%) had multiple fractures. Breed (OR, 4.42; 95%CI, 1.02-19.57) was significantly associated with isolated iliac fracture and asymmetry of bone landmarks (OR, 7.42; 95% CI, 1.47-37.45) with isolated tuber ischiadicum fracture. Degree of lameness (OR, 3.08; 95% CI, 1.07-8.9) and trotting on three tracks (OR, 8.62; 95% CI, 1.43-51.9) were significantly associated with the diagnosis of isolated fracture of the floor of the pelvis. Main limitations: Data acquired in a single country. Conclusions: Bone stress injuries and fatigue fractures of the pelvis can affect endurance horses trained and competing on deep sand. Isolated bone stress injuries and/or fatigue fractures of the ileum were the commonest followed by multiple pelvic bones involvement. The presence of lameness and trotting on three tracks suggest the presence of bone stress injuries and/or fatigue fractures of the floor of the pelvis; asymmetry of bony landmarks is more commonly detected in horses with bone stress injuries and/or fatigue fractures of the tuber ischiadicum
The Vine Philosopher
No full textRoger Cooke received his PhD (1974) from Yale University in Mathematics and Philosophy. From 1975-2005 he worked in the Netherlands, rst as assistant professor in Logic and Philosophy of Science at the University of Amsterdam, and later as professor of Applied Decision Theory in the Department of Mathematics at the Delft University of Technology. In 2005 he moved back to the USA as senior fellow at Resources for the Future. In 2006-2008 he supervised the development of non-parametric continuous-discrete Bayesian Belief Nets for the Dutch Ministry of Transport. Subsequent development was under contract with Shell, AIRBUS, and the National Institute for Aerospace. In 2008 he was elected fellow of the Society for Risk Analysis. In 2010 he was named lead author in the fth assessment of the Intergovernmental Panel on Climate Change for the chapter on Risk and Uncertainty. In 2011 he received the Lifetime Distinguished Achievement Award from the Society for Risk Analysis. He currently works on uncertainty quanti cation in con- ceptual design for AIRBUS and on value of information of Earth Observation Missions for NASA Langley
Flow patterns of an air-water mixture at the exit of a micro T-junction
No full textAn experimental investigation of typical flow patterns in adiabatic gas-liquid mixture (air-water) generated in a micro T-junction varying the superficial velocity of the fluids is presented. The micro T-junction is made as intersection of two glass microchannels with a rectangular cross-section having a width of 300 mu m and a height of 256 mu m. The air-water mixture is obtained by means of an injection of air in perpendicular direction with respect to a straight stream of water. The air flow is broken in slugs having geometrical characteristics depending on the superficial velocity ratio imposed. Changing the air and water superficial velocity from 0.005 m/s up to a maximum value of 0.15 m/s, different kinds of intermittent slugs have been observed. In this way, a flow pattern map has been generated in order to reword the main characteristics of the intermittent slug flow generated after the T-junction as a function of the superficial air-water velocity ratio. In order to build the flow pattern map, 256 experimental runs characterized by different values of superficial velocity have been made. Different kinds of Taylor bubble flows have been observed during this experimental campaign: for a fixed low value of the air flow rate, by increasing the water flow rate it has been evidenced how the formation of the bubbles becomes faster and the length of the single bubble becomes shorter. A detailed discussion of the impact of the superficial air to water velocity ratio on the observed flow patterns is given
The Invalsi Benchmarks: measuring Linguistic and Mathematical understanding of Large Language Models in Italian
No full textWhile Italian is a high-resource language, there are few Italian-native benchmarks to evaluate generative Large Language Models (LLMs) in this language. This work presents three new benchmarks: Invalsi MATE to evaluate models performance on mathematical understanding in Italian, Invalsi ITA to evaluate language under standing in Italian and Olimpiadi MATE for more complex mathematical understanding. The first two benchmarks are based on the Invalsi tests, which are administered to students of age between 6 and 18 within the Italian school system and have been validated by several experts in teaching and pedagogy, the third one comes from the Italian highschool math Olympics. We evaluate 10 powerful language models on these benchmarks and we find that they are bound by 71% accuracy on Invalsi MATE, achieved by Llama 3.1 70b instruct and by 88% on Invalsi ITA. For both Invalsi MATE and Invalsi ITA we compare LLMs with the average performance of Italian students to show that Llama 3.1 is the only one to outperform them on Invalsi MATE while most models do so on Invalsi ITA, we then show that Olimpiadi MATE is more challenging than Invalsi MATE and the highest accuracy, achieved by Llama 3.1 405b instruct accuracy is 45%
Die Copulae fanden mich ... Interview mit Paul Embrechts
No full textPaul Embrechts ist Professor für Mathematik an der ETH Zürich, spezialisiert auf Versicherungsmathematik und Quantitatives Risk Management. Während seiner akademischen Karriere forschte und lehrte er unter anderem an den Universitäten Leuven, Limburg und London (Imperial College). Paul Embrechts nimmt Gastprofessuren an verschiedenen Universitäten wahr, darunter der Scuola Normale in Pisa (Cattedra Galileiana), der London School of Economics (Centennial Professor of Finance), der Universität Wien, Paris (Panthéon-Sorbonne), der National University of Singapur und der Kyoto University. Er war im Jahr 2014 Gast am Oxford-Man Institute der Universität Oxford und hat Ehrendoktorwürden der University of Waterloo, Heriot-Watt University Edinburgh, und der Université Catholique de Louvain. Er ist gewähltes Mitglied des Instituts für mathematische Statistik und der American Statistical Association, Ehrenmitglied des Instituts und der Fakultät für Aktuare, Versicherungsmathematiker- SAA, Mitglied Honoris Causa der belgischen Institute of Actuaries und ist in der Redaktion zahlreicher wissenschaftlicher Journals
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