1,723,427 research outputs found
Sharp bounds on the expected shortfall for a sum of dependent random variables
No full textUsing a connection between the rearrangement algorithm introduced in Puccetti and Rüschendorf (2012) and convex order, we show how to compute the best-possible expected shortfall for the sum of d random variables having fixed marginal distributions
Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals
No full textWe show that the rearrangement algorithm (RA) introduced in Puccetti and Rüschendorf (2012) to compute distributional bounds can be used also to compute sharp lower and upper bounds on the expected value of a supermodular function of d random variables having fixed marginal distributions. Compared to the analytical methods existing in the literature the algorithm is widely applicable, more easily obtained and gives insight into the dependence structures attaining the bounds
Lectura Dantis Lupiensis vol. 1 - 2012
No full textSi tratta della pubblicazione, provvista di breve introduzione, del ciclo di conferenze organizzate dai curatori del volume e tenutesi nel maggio 2012 a Lecce, storicamente la prima iniziativa di lecturae Dantis sotto egida universitaria nella città salentina. Contiene i contributi di Marco Leone (Lettura del canto X del "Purgatorio"), di Valerio Marucci (Lettura del canto V del "Purgatorio"), di Antonio Marzo (Lettura del canto XIII dell'"Inferno"), di Enrico Malato (Leggere Dante nel XXI secolo. Bilanci e prospettive degli studi danteschi), di Valter Leonardo Puccetti (lettura de "La dispietata mente")
Sharp bounds for sums of dependent risks
No full textSharp tail bounds for the sum of d random variables with given marginal distributions and arbitrary dependence structure have been known since Makarov (1981) and Rüschendorf (1982) for d=2 and, in some examples, for d≥3. Based on a duality result, dual bounds have been introduced in Embrechts and Puccetti (2006b). In the homogeneous case with monotone density, sharp tail bounds were recently found in Wang and Wang (2011). In this paper we establish the sharpness of the dual bounds in the homogeneous case under general conditions which include, in particular, the case of monotone densities and concave densities. We derive the corresponding optimal couplings and also give an effective method to calculate the sharp bounds
Lecture of Bioethics (3) : Puccetti "The Life of a Person"
Full text linkP(論文)The purpose of this paper is to introduce Puccetti's theory of person and life with reference to the 3rd paper "The Life of a Person" in Foundation of Bioethics, Tokai University Press, 1988. According to Puccetti, we can consider a person by two approaches: one is the exterior approach and the other is the interior approach. However, we cannot consider the life of a person by the exterior approach. Puccetti, therefore, attempts to discuss the life of a person by the interior approach. After this consideration, he claims that not only moral agents but also infants have the lifp of A nprsnndepartmental bulletin pape
Bassani e l’omosessualità
Full text linkIn 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
An algorithm to approximate the optimal expected inner product of two vectors with given marginals
No full textWe introduce a new algorithm, called the swapping algorithm, to approximate numerically the minimal and maximal expected inner product of two random vectors with given marginal distributions. As a direct application, the algorithm computes an approximation of the L2-Wasserstein distance between two multivariate measures. The algorithm is simple to implement, accurate and less computationally expensive than the algorithms generally used in the literature for this problem. The algorithm also provides a discretized image of optimal measures and can be extended to more general cost functionals
Per una linea della continuità del lessico visivo di Dante, da Vasari a Longhi, nell’era del digitale
No full textThe Rearrangement Algorithm of Puccetti and Rüschendorf: Proving the Convergence
No full textIn 2012 Puccetti and Rüschendorf [J. Comp. Appl. Math., 236 (2012)]
proposed a new algorithm to compute the upper Value-at-Risk (VaR), at a given
level of confidence, of a portfolio of risky positions, whose mutual dependence
is unknown. The algorithm was called Rearrangement, as it consists precisely in
rearranging the columns of a matrix, whose entries are quantiles of the marginal
distributions. In the following years the algorithm has performed quite well in
several practical situations, but the convergence has remained an open problem.
In the present paper we show that the rearrangement algorithm converges, once
the deterministic procedure has been precisely defined and an initial optimality
condition is satisfied
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