1,720,988 research outputs found
Risk measures with Generalized Secant Hyperbolic Dependence
No full textIn this paper we propose to model the dependence of multiple time series returns with a multivariate extension of the generalized secant hyperbolic distribution (GSH) using the NORTA (NORmal-to-Anything) approach and the Koehler and Symanowski copula function. The two methodologies permit to generate random vectors with marginals dis- tributed as a GSH distribution and given correlation matrix, which can be used to measure the risk of a portfolio using the Monte Carlo method
I fattori critici di successo della ristorazione ospedaliera nell’area vasta toscana ESTAV: la customer satisfaction
No full textGli studi relativi alla customer satisfaction in ambito ristorativo/medico hanno avuto inizio negli anni ’50 negli Stati Uniti e, nel tempo, la soddisfazione dell’utente è stata considerata sempre più un vero e proprio attributo della qualità dell’assistenza medica e, solo conseguentemente, del livello di soddisfazione del paziente. In Italia con la riforma Brunetta anche l’erogazione del servizio di ristorazione ospedaliera è oggetto di analisi statistico-aziendali orientate alla soddisfazione del cliente. Si tende così alla “relazionalità consapevole”, ossia al tentativo di instaurare un legame tra amministrazione e cittadino fondato su una interazione paritetica. Ne deriva la possibilità di creare un’organizzazione proattiva, cioè capace di automodificarsi in base agli input che riceve dai risultati dell’indagine dato che i pareri dell’utenza rilevati dall’indagine dovrebbero essere utilizzati come input per avviare azioni di miglioramento, volte ad adeguare gli standard di qualità dell’offerta alle aspettative dell’utenza e, più in generale, a costruire un modello basato sulla capacità di apportare interventi correttivi in base alle esigenze espresse dai pazienti. Una rilevazione di customer satisfaction può rappresentare, infatti, il mezzo più appropriato per raccogliere informazioni sia sulle aspettative dei clienti (in base ai servizi che gli vengono forniti) sia sulle percezioni dei clienti stessi (in base alle prestazioni ricevute). Per questo motivo abbiamo condotto questa indagine nei presidi ospedalieri dell’area Toscana Estav (Arezzo, Grosseto e Siena) al fine di fornire agli organi competenti delle direttrici per il miglioramento della qualità della ristorazione ospedaliera durante lo svolgimento dell’appalto e per poter monitorare nel tempo le eventuali criticità del servizio di ristorazione in base ai giudizi espressi dai pazienti
Copula Component Analysis for Dependence Modelling
No full textA copula function can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual infromation. From this statement, it is possible to state that a link between infromation and copula theories is valid. On the basis of these results, in the paper we show as it is possibleto use the independent component analysis to estimate the mutual information of a multivariate random and, then, to select the model of copula which better interprets the dependence in sample data
Modelling Multivariate Volatility Processes Using Temporal Independent Component Analysis
No full textForecasting temporal dependence in second order moments of returns is a relevant problem in many contexts of financial econometrics. It is commonly accepted that financial volatilities move together over time across assets and markets. For this reason in this paper we propose an approach based on the analysis of independent temporal components to model the multivariate volatility. We have assumed that the underlying factors or sources of the model are AR-APARCH processes with errors interpreted by the Meixner distribution. An application with two sets of real data shows the use of the model in the analysis of parallel financial series
Maximum Likelihood Estimation of the APARCH Model with Skew Generalized Distribution for the Innovation Process
No full textA method normally used in empirical financial studies to estimate the
parameters of a general autoregressive conditional heteroskedasticity model
is the quasi-maximum likelihood, which maximizes the likelihood function
assuming conditional normality, also if it can be a false assumption. When
it is possible to assume a nonnormal distribution of errors for this kind of
models, it has been shown that there is a loss of efficiency of quasi-maximum
likelihood estimators in finite samples with respect to maximum likelihood
estimators. In this paper we study, with an empirical application to the
daily returns of NASDAQ stock market index, the maximum likelihood es-
timates of the parameters of the asymmetric power ARCH model, a gener-
alization of the general autoregressive conditional heteroskedasticity model,
with skew distributions for the innovation process. The distributions con-
sidered are the Student-t, the exponential power and the generalized secant
hyperbolic distributions, with reparametrization of the densities which adds
inverse scale factors in positive and negative orthants in order to take the
skewness into account. For comparison, we have analyzed the daily returns
also with the quasi-maximum and the semiparametric maximum likelihood
estimation procedures. We have used a quasi-Newton algorithm to optimize
the average log-likelihood functions, in which analytical derivatives of the
parameters have been obtained by MathStatica, a package of the computer
algebra system Mathematica
Design and Selection of Products Through Neural Networks and Genetic Algorithms
No full textIn the paper we address the design and selection of products in the framework of genetic algorithms and neural networks. We propose a procedure in alternative to the current methodologies and illustrate its advantages and disadvantages. The results of a real-world application are reported. Although these results refer to a specific consumer product, we believe that it is worth to continue the analysis of this methodology
Gender role stereotypes at work in humanoid robots
Full text linkResearch on gender role stereotypes activated in interactions with humanoid robots has yet to produce conclusive knowledge. To analyse how much, and in which way, gender role stereotypes used in interactions with humans are also called into play in interactions with humanoid robots, a study was conducted with 240 participants. The study was an online survey in which a scale was used for determining the appropriateness for performing four stereotypically masculine and four feminine by humans and robots. Overall, eight humanoid robots – four judged feminine and four masculine – were considered. Results showed that gender role stereotypes are activated for both genders, but men most strongly activate those pertaining to male roles. These stereotypes are also adopted in reference to humanoid robots, though robots are generally considered less suitable for performing female roles. Furthermore, an increased degree of similarity of robots to humans has a positive effect in assessing the appropriateness to perform female roles only for female robots. The same does not happen with male robots. These results suggest that male and female robots are not categorised in the same way. Robots are essentially perceived as male entities, a particularly relevant hypothesis for the gender-sensitive design of humanoid robots
She's better at this, he's better at that: gender role stereotypes in humanoid robots
No full textA study was conducted, with 240 participants, to analyze whether gender role stereotypes used in interactions with humans are also called into play in interactions with humanoid robots,. In the analysis, conducted by means of an online questionnaire, the adequacy to perform 8 roles (4 stereotypically masculine and 4 feminine) by 8 humanoid robots (4 judged as more clearly feminine and 4 masculine) was assessed.Results showed that gender role stereotypes are activated for both genders, but men most strongly activate those pertaining to male roles. These stereotypes are also adopted in reference to humanoid robots, though robots are generally considered less suitable for performing female roles. Furthermore, an increased degree of similarity of robots to humans has a positive effect in assessing the appropriateness to perform female roles only for female robots. The same does not happen with male robots. These results suggest that male and female robots are not categorized in the same way. Robots are essentially perceived as male entities, while female robots are a sort of modification of male exemplars, a particularly relevant hypothesis for gender-sensitive design of humanoid robot
It’s a long way to neutrality: an evaluation of gendered artificial faces
No full textImplementing gender-neutral virtual agents seems to be one possible solution to the problem of designing technologies which do not represent and con- vey gender stereotypes. Three tests were structured with the intention of selecting faces of male, female, or neutral gender hypothetical virtual agents. In each of these tests 30 participants assessed the gender and age of 9 hypothetical virtual agent faces by means of an online questionnaire. From the results of these tests, 3 faces were selected, one male, one female and one neutral, which were assessed through an online questionnaire (N = 83) with reference to some feminine or mas- culine characteristics of their personality. The willingness/pleasure to interact with artificial agents having those faces was also assessed. The results highlighted the difficulty in synthesizing faces that are perceived as absolutely neutral. Evaluations of the stimulus characterized by greater gender neutrality were less likely to refer to a female stereotype. The stimulus representing a gender-neutral face resulted also less accepted and liked than the male stimulus in all aspects considered and, in fewer aspects, than the female stimulus as well
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