1,723,033 research outputs found
Antonio Mattera
No full textVideo interview with Antonio Mattera as part of the Italian Cinema Audiences projec
Anni Ottanta: quando tutto cominciò - Numero monografico di "Cinema e Storia. Rivista di studi interdisciplinari"
No full textShrinkage estimation with reinforcement learning of large variance matrices for portfolio selection
No full textA large amount of assets characterizes high-dimensional portfolio selection problems compared to temporal observation. In such a high-dimensional framework, the asset allocation is unfeasible because the covariance matrix obtained with the usual sample estimators cannot be inverted. This paper proposes a new shrinkage estimator based on reinforcement learning for large covariance matrices that is optimal in the context of portfolio selection. The resulting estimator is entirely data-driven since the optimal shrinkage intensity is given by optimizing neural network weights. This paper presents two different architectures: a standard fully connected network for a classical Policy Gradient Agent (PGA) and a Gated Recurrent Unit for a Recurrent Policy Gradient Agent (RPGA). To show the validity of the proposal, an application to asset allocation with Industry portfolios is provided. The results indicate that the RPGA-based approach in shrinkage estimation provides the best performance in out-of-sample comparison
Azanian Love Song
No full textDonato Francesco Mattera has been celebrated as a journalist, editor, writer and poet. He is also acknowledged as one of the foremost activists in the struggle for a democratic South Africa, and helped to found both the Union of Black Journalists, the African Writer's Association and the Congress of South African Writers. Born in 1935 in Western Native Township (now Westbury) across the road from Sophiatown, Mattera can lay claim to an intriguingly diverse lineage: his paternal grandfather was Italian, and he has Tswana, Khoi-Khoi and Xhosa blood in his veins
Alternative distribution based GARCH models for Bitcoin volatility estimation
No full textKatsiampa (2017) shows that, among different GARCH models, the optimal conditional heteroskedasticity model regarding the goodness-of-fit to Bitcoin price data is the AR-Component GARCH (AR-CGARCH) model. However, in that paper the author does not take into account for statistical proprieties of Bitcoin’s return distribution, and even showing both skewness and non-normality of the data, we consider a standardized normal distribution for all studied GARCH models. This paper represents an improvement of the previous literature about GARCH model for Bitcoin. In particular, this paper examines different distributional assumptions about innovations distribution for some GARCH models, showing that it is possible to obtain better estimates through the AR(1)-APARCH(1,1) model assuming that innovations follow a t-student distribution
All’alba della Repubblica: i progetti di riforma sociale negli anni Quaranta e la “Commissione D’Aragona”,
No full textUna delle sfide poste alla fondazione della repubblica fu relativa al modello di legislazione sociale da adottare. Il dibattito ruotava intorno a un dilemma: sviluppare riforme correttive del sistema esistente (assicurativo e organizzato per categorie professionali)? Oppure procedere a riforme strutturali verso il modello "universalistico", sull'esempio di Gran Bretagna e Svezia? Al termine di un processo lungo e complesso, fu scelta la prima opzione, ponendo le basi del modello di welfare dell'intera storia repubblicana Quali i motivi? Obiettivo del saggio è di proporre una risposta a questa domanda. Il saggio si sviluppa su differenti livelli. In primo luogo mette in evidenza le interazioni tra le dinamiche di vertice (le riflessioni teoriche, le decisioni dei partiti, le dinamiche burocratiche) con le istanze sociali dal basso. Inoltre, cerca di mostrare il processo decisionale che, in un complesso intreccio di spinte contrastanti, condusse al risultato finale. A tal fine - ed è il terzo livello di analisi - il saggio è stato costruito prevalentemente con fonti di archivio, spesso inedite: in ACS, il Gabinetto della Presidenza del Consiglio, l'Archivio del Ministero del Lavoro e della Previdenza Sociale e l'Archivio del Ministero dell'interno, presso la Fondazione Turati (FT) le carte private di Lodovico D'Aragona (Ministro e poi Presidente dell'apposita commissione per la Riforma della Previdenza sociale), presso la Fondazione Nenni (FN), le carte del leader socialista Pietro Nenni
On Africana/Islamica existential thought: Don Mattera and the question of transcendence
Full text linkAlthough a figure of many interests, Don Mattera remains one of the least studied figures in South African scholarship. This study combines two primary concerns. The first revolves around an imperative for a comprehensive study of Don Mattera. Linked to the first concern is the second, which is the challenge to find a method and a theoretical approach to read Mattera. In addition to being a poet of note, writer and journalist, Mattera is also known as a resilient activist and one of the critical voices in the Black Consciousness Movement of South Africa. Yet, the little that is written on him is either limited to his role in youth gangs, even though he eschewed the life of gangsterism as far back as the mid-1950s, or studied within the context of black South African writing in English. Hence, he is relegated to what is termed 'literature of protest’. There is to date hardly any substantive writing on Mattera and his attachment to Islam despite the fact that he encountered Islam in the 1970s and considers his conversion (to Islam) one of the most significant milestones in his life. The interest expressed in Don Mattera in this study, therefore, is not limited to Mattera the poet and writer only; it also looks at Mattera as a black Muslim subject. The decision to read Mattera in this extended sense presented a theoretical challenge and informed the second concern and problem addressed in this study. Given Mattera’s complexity and range of interests, the question of which method and theoretical approach is ideal for a comprehensive reading of him remained a challenge. In the end, after considering several disciplinary and methodological options, black/Africana existential thought and philosophy as a method and theoretical anchor was selected. This is because black/Africana existential thought and philosophy understood as 'an intertextually embedded discursive practice’ facilitates a comprehensive reading and study on Don Mattera. Informed by a critical engagement with the data of this study, which consists of Mattera’s poetry, fiction and public discourse where Mattera is read alongside Malcolm X, the perceived proclivity of black/Africana existential thought (and philosophy) to privilege a hermeneutic of struggle proved inadequate. The hypothesis presented in this study is that inasmuch as Mattera has been read through the lenses of struggle and protest, such a reading, and by inference, hermeneutic, fosters epistemic closure. For not only does it fail to earnestly consider categories such as Islam as a critical discursive concern within black/Africana existential thought and philosophy, it also, entrenches fossilised notions of black subjectivity and sense of self and being. As a reversal to the hermeneutic of struggle, this dissertation posits an alternative reading in a hermeneutic of transcendence. A hermeneutic of transcendence is attentive to Mattera’s complex sense of self, identity and subjectivity that extends beyond his literary output. Transcendence as used in this study connotes a double meaning that captures both the Sartrean sense of intersubjective transcendence, as well as Levinasian sense of transcendence as a gesture towards the beyond and metaphysical. I argue that a hermeneutic of transcendence provides a better reading of Don Mattera than the hermeneutic of struggle and protest
A weighted approach for spatio-temporal clustering of COVID-19 spread in Italy
No full textThe SARS-Cov-2 has spread differently over space and time worldwide. By monitoring the contagion’s time evolution, the November 3 2020 the Italian government introduced differentiated regime of restrictions among its regions. This experiment demonstrated that public health policies can be effectively designed by means of clustering. This paper proposes a fuzzy clustering model where spatial and temporal dimensions of the disease spread are optimally weighted. The resulting model is applied with the aim of identifying groups of Italian regions with similar contagion spread. We found that two groups of regions sharing similar patterns of COVID-19 spread over both space and time exist. Appropriate public health policies can be designed on the basis of this evidence
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