All'interno di ogni contesto competitivo, le persone sfruttano asimmetrie relazionali derivanti da connessioni che sono fonte di nuove informazioni e risorse. Gli individui in posizioni di intermediazione sono solitamente leader dei rispettivi gruppi. Nonostante i ricercatori abbiano esteso il concetto di capitale sociale al contesto criminale, permane una relativa mancanza di conoscenza riguardo a come i capi sfruttino il loro capitale criminale. Diversi studi hanno dimostrato che i leader di solito fungono da intermediari all'interno delle reti criminali e ciò garantisce loro un efficace equilibrio tra efficienza e sicurezza nella gestione delle attività illecite. Tuttavia, altri studi hanno dimostrato che i leader criminali spesso impiegano misure di sicurezza aggiuntive, come prendere le distanze dalle attività più rischiose come nel traffico di droga (DT) e dalle telefonate. Questo studio esamina i comportamenti dei leader criminali per identificare se e in che modo variao in base alle principali attività svolte dalle loro reti e rispetto ai canali di comunicazione utilizzati. Questo studio si basa su otto casi studio di gruppi di ‘Ndrangheta coinvolti nel DT, o altri tipici crimini legati alla mafia centrati sul controllo del territorio (COT). I risultati indicano che mentre i leader criminali favoriscono l'intermediazione e la sicurezza quando sono coinvolti nel COT, optano per la chiusura e l'efficienza quando sono coinvolti nel DT. Questi risultati gettano luce sui comportamenti dei leader criminali, che, a loro volta, aumentano le conoscenze esistenti sulla struttura interna delle reti criminali. / Within every competitive setting, people exploit relational asymmetries stemming from connections that are sources of novel information and resources. Individuals in brokering positions are ordinarily a respective groups’ leader. Whilst scholars have extended the concept of social capital to the criminal context, there remains a relative dearth of knowledge concerning precisely how leaders exploit their criminal capital. Manifold studies have shown that leaders usually act as brokers within criminal networks, which provides an effective balance between efficiency and security in the management of illicit activities. However, other studies have demonstrated that criminal leaders often employ additional security measures, including inter alia distancing themselves from riskier activities, such as drug trafficking (DT) networks and communicating via telephone. This study examines criminal leaders’ behaviors to identify whether and in what ways they vary according to the main activities performed by their networks, and with respect to the communication channels used. This study is underpinned by eight case studies of ‘Ndrangheta groups involved in DT, or other typical Mafia-related crimes centered on the control of the territory (COT). The results indicate that while criminal leaders favor brokerage and security when involved in COT, they opt for closure and efficiency when involved in DT. Ultimately, these findings cast light upon criminal leaders’ behaviors, which, in turn, enhances extant knowledge on the internal structure of criminal networks.

Within this diploma thesis were evaluated factors, affecting consumption of drinking water from water supply system. Evaluation of time series of water consumption and chosen factors was performed using tools of mathematical statistics. In the last step was performed a dependence analysis of water consumption using artificial neuron network ANN. Diploma thesis was solved in cooperation with company Vodárenská akciová společnost, PLC and Severomoravské vodovody a kanalizace Ostrava, PCL.

An optimal dividend problem with investment opportunities, taking into consideration a source of strategic risk is being considered, as well as the effect of market frictions on the decision process of the financial entities. It concerns the problem of determining an optimal control of the dividend under debt constraints and investment opportunities in an economy with business cycles. It is assumed that the company is to be allowed to accept or reject investment opportunities arriving at random times with random sizes, by changing its outstanding indebtedness, which would impact its capital structure and risk profile. This work mainly focuses on the strategic risk faced by the companies; and, in particular, it focuses on the manager's problem of setting appropriate priorities to deploy the limited resources available. This component is taken into account by introducing frictions in the capital structure modification process. The problem is formulated as a bi-dimensional singular control problem under regime switching in presence of jumps. An explicit condition is obtained in order to ensure that the value function is finite. A viscosity solution approach is used to get qualitative descriptions of the solution. Moreover, a lending scheme for a system of interconnected banks with probabilistic constraints of failure is being considered. The problem arises from the fact that financial institutions cannot possibly carry enough capital to withstand counterparty failures or systemic risk. In such situations, the central bank or the government becomes effectively the risk manager of last resort or, in extreme cases, the lender of last resort. If, on the one hand, the health of the whole financial system depends on government intervention, on the other hand, guaranteeing a high probability of salvage may result in increasing the moral hazard of the banks in the financial network. A closed form solution for an optimal control problem related to interbank lending schemes has been derived, subject to terminal probability constraints on the failure of banks which are interconnected through a financial network. The derived solution applies to real bank networks by obtaining a general solution when the aforementioned probability constraints are assumed for all the banks. We also present a direct method to compute the systemic relevance parameter for each bank within the network. Finally, a possible computation technique for the Default Risk Charge under to regulatory risk measurement processes is being considered. We focus on the Default Risk Charge measure as an effective alternative to the Incremental Risk Charge one, proposing its implementation by a quasi exhaustive-heuristic algorithm to determine the minimum capital requested to a bank facing the market risk associated to portfolios based on assets emitted by several financial agents. While most of the banks use the Monte Carlo simulation approach and the empirical quantile to estimate this risk measure, we provide new computational approaches, exhaustive or heuristic, currently becoming feasible, because of both new regulation and the high speed - low cost technology available nowadays.

La presente tesi studia la nozione di produttività dal punto di vista Classico. In primo luogo, si connette la distinzione tra produttività (productivity) e profittabilità (productiveness) a quella tra il lato della spesa e quello del valore aggiunto dell'economia, vista come un flusso circolare. In secondo luogo, si collegano vari schemi teorici alle strutture empiriche del sistema di contabilità nazionale. Si calcolano quindi sia degli indicatori dei cambiamenti della produttività fisica, utilizzando come unità dell'analisi i subsistemi in crescita, che delle misure del grado di capacità delle singole industrie di generare sovrappiú. Si ottengono ed utilizzano regole di aggregazione e procedure di riduzione al fine di tenere correttamente conto dell'eterogeneità dei mezzi di produzione prodotti. In tutta la tesi, i risultati analitici ottenuti sono corredati da applicazioni empiriche. In larga misura, tale lavoro empirico concerne l'economia italiana (1999-2007); tuttavia, alcuni risultati riguardano un insieme di paesi industrializzati (Germania, Francia, Italia, Giappone, GB e USA) nel decennio 1995-2005. / This is a study on the notion of productivity, viewed from a Classical perspective. First, the distinction between physical productivity and productiveness (i.e. profitability) is connected to the distinction between the expenditure side and value added side of the economy, seen as a circular flow. Second, a mapping of some theoretical frameworks into empirical structures of the System of National Accounts is advanced. Then, indicators of physical productivity changes with the (growing) subsystem as a unit of analysis are obtained, together with measures reflecting the degree of surplus generating capacity at the level of individual industries. Aggregation rules and reduction procedures are devised and applied to deal with the heterogeneous nature of produced means of production. All throughout the study, empirical applications of the analytical results are provided. For the most part, empirical work is referred to the case of Italy (1999-2007), though some results concern a set of advanced industrial economies (Germany, France, Italy, Japan, UK and the US) during the 1995-2005 decade.

Questa tesi è una raccolta di tre saggi di economia multisettoriale applicata. L'obiettivo è la progettazione di politiche economiche per il sistema educativo degli Stati Uniti. Un miglioramento delle prestazioni del sistema educativo può avere effetti positivi sullo sviluppo socio-economico del paese. Il metodo di analisi adottato è l'approccio della matrice di contabilità sociale, in inglese Social Accounting Matrix (SAM). I modelli multisettoriali basati sulla SAM estendono l'analisi input-output tradizionale ai problemi della generazione e distribuzione del reddito e della formazione della domanda finale. L'impiego di modelli multisettoriali statici e dinamici basati sulla SAM mostra che politiche per l'istruzione progettate in modo appropriato possono stimolare la produzione di capitale umano, l'attività produttiva e la formazione di reddito contribuendo, allo stesso tempo, alla stabilizzazione del deficit del governo federale degli Stati Uniti. Il primo capitolo descrive le SAM per gli Stati Uniti per gli anni 2009 e 2012 e spiega come compilare una SAM. Il secondo descrive un modello multisettoriale statico e presenta alcune politiche per l'istruzione. Il terzo descrive un modello multisettoriale dinamico e presenta alcune politiche per l'istruzione. Le politiche proposte si dimostrano adatte a contrastare crisi e recessione e possono indicare una strada verso stabilità economica e crescita. / This dissertation is a collection of three essays on applied multisectoral analysis. The aim is to design and evaluate policies for the education system of the US. Good performances in terms of education have positive externalities on the social and economic development of a country. The methodology adopted is the Social Accounting Matrix (SAM) approach, which extends traditional input-output analysis to income generation and distribution and final demand formation. Policy design and evaluation carried out through static and dynamic SAM-based multisectoral models show that well-conceived policies for education can stimulate the accumulation of human capital, production and income while contributing to the stabilization of the federal budget deficit of the US. The first chapter describes the SAMs for the US for the years 2009 and 2012 and shows how to assemble a basic SAM from readily available statistics. The second chapter discusses a static SAM-based multisectoral model and policy applications. The third chapter discusses a dynamic SAM-based multisectoral model and policy applications. The policies proposed in the second and third chapter prove to be effective in contrasting output and income downturns and can show a way for economic growth and stability.

E’ stato estesamente appurato che i mercati dell'elettricità mostrano mean-reversion e elevata volatilità dei prezzi. Questo lavoro utilizza un modello VAR-MGARCH al fine di cogliere queste caratteristiche presenti sul mercato dell'energia elettrica italiana (IPEX) e analizzare le interrelazioni esistenti tra le diverse regioni in cui il mercato è suddiviso. L’analisi è condotta sui prezzi giornalieri dal 1 ° gennaio 2006 al 31 dicembre 2008. I coefficienti stimati dalle equazioni condizionali indicano che i mercati regionali sono abbastanza integrati e i prezzi regionali dell'energia elettrica possono essere adeguatamente previsti impiegando i prezzi passati di ciascun mercato zonale. La volatilità e la cross-volatility sono significative per tutti i mercati, indicando la presenza di forti componenti ARCH e GARCH e la sostanziale inefficienza dei mercati. E’ inoltre evidente un’elevata persistenza della volatilità e della cross-volatility in tutti i mercati. I risultati indicano inoltre che gli shock rilevati, sia nella volatilità, sia nei vari mercati, persistono nel tempo e che in ogni mercato la persistenza è più marcata quando è causata da innovazioni stimate sulle stesso mercato rispetto a shock stimati su altre aree. Questa persistenza descrive la tendenza delle variazioni dei prezzi a raggrupparsi nel tempo. / It is commonly known that spot electricity markets show mean-reversion and high price volatility. This work employs a VAR-MGARCH model to capture these features in the Italian electricity market (IPEX) and analyze the interrelation existing among the different regions in which the market is divided. Daily spot prices from 1 January 2006 to 31 December 2008 are employed. The estimated coefficients from the conditional mean equations indicate that the regional markets are quite integrated and regional electricity prices could be usefully forecasted using lagged prices from either the same market or from the other areal markets. Volatility and cross-volatility spill-overs are significant for all markets, indicating the presence of strong ARCH and GARCH effects and market inefficiency. Strong persistence of volatility and cross-volatility are also evident in all local markets. The results also indicate that volatility innovations or shocks in all markets persist over time and that in every market this persistence is more marked for own-innovations or shocks than cross-innovations or shocks. This persistence captures the propensity of price changes of similar magnitude to cluster in time.

Lo studio esamina la variazione lessicale regionale in forma scritta nell’inglese standard in California. Attraverso ricerche in rete limitate a 336 siti di giornali online con sede in 270 città in California, vengono raccolti i valori di 45 variabili continue di alternanze lessicali e quindi calcolati come proporzioni. Tecniche statistiche di autocorrelazione spaziale globale e locale analizzano i valori. I risultati delle analisi, riportati in 90 mappe, confermano la distribuzione regionale delle variabili in California. Le 45 variabili lessicali sono poi esaminate con tecniche statistiche multivariate per individuare le relazioni linguistiche tra le città della California esaminate. L’analisi fattoriale, che rappresenta il 50,5% della variazione nei dati, evidenzia tre aree nella distribuzione regionale lessicale: nord/sud, urbano/rurale, e aree centrali e basso meridionali/aree alto meridionali e del nord. L’analisi dei cluster gerarchica distingue inoltre sei regioni dialettali principali in California: quella del Nord, quella di Sacramento-Santa Cruz, quella della San Francisco Bay Area, quella centrale, quella alto meridionale, e quella basso meridionale. Cinque mappe multivariate sono fornite nella tesi. La spiegazione dei risultati si basa sia su modelli di insediamento storico che su una spiegazione socio-culturale, che si riflettono nel linguaggio in California. / The study examines regional lexical variation in written Standard California English. The values​of 45 continuous lexical alternation variables are gathered through site-restricted web searches in 336 online newspaper websites based in 270 locations in California and then calculated as proportions. Statistical techniques analyze global and local spatial autocorrelation values. The results of the analysis, reported in 90 maps, confirm the regional distribution of the variables in California. The 45 lexical variables are then analyzed with multivariate techniques to identify the linguistic relations between the surveyed California cities. Factor analysis, which accounts for 50.5% of the variation in the data, highlights three areas in the regional lexical distribution: north/south, urban/rural, central and lower southern/upper southern and northern areas. The hierarchical cluster analysis also distinguishes six major dialect regions in California: the North dialect region, the Sacramento-Santa Cruz dialect region, the San Francisco Bay Area dialect region, the Central dialect region, the Upper Southerns dialect region, and the Lower Southern dialect region. Five multivariate maps are provided in the thesis. The explanation of the results is based both on historical settlement patterns and on a socio-cultural explanation, which are reflected in the language in California.

Sulla base delle analisi transnazionali degli effetti della violenza collettiva (guerra e terrorismo) sui tassi di omicidi, la mia ricerca di dottorato contribuisce all' apertura di studi criminologici sull' omicidio verso una prospettiva integrata sulla violenza. La principale scoperta originale è che sia il terrorismo che le varie forme di guerra (ad esempio guerre etniche, civili e internazionali) sono associate in modo forte e positivo all' omicidio. Queste conclusioni si basano sul calcolo di una serie di modelli ad effetti fissi su un panel che comprende più di 100 paesi in oltre 20 anni dal 1990. I risultati danno un sostegno provvisorio alle ipotesi di "legittimazione della violenza" e "legittimazione-abituazione" formulate per quanto riguarda gli effetti transnazionali delle guerre nazionali sui tassi di omicidi, e gli effetti degli attentati terroristici e dei prolungati stati di belligeranza sui tassi di omicidi in Israele, rispettivamente. Entrambe le ipotesi suggeriscono che la violenza collettiva abbia un effetto causale positivo sull' omicidio, ma il tema è stato ampiamente trascurato nella ricerca criminologica fin dalla formulazione originale delle ipotesi più di 30 anni fa. Questo studio conclude che l’influenza causale della violenza collettiva sull'omicidio è probabile, ma non può essere dimostrata in modo definitivo entro i confini di un disegno di ricerca transnazionale. Da un punto di vista teorico, i quadri criminologici rilevanti dovrebbero essere arricchiti da due concetti distinti della scienza politica che permettono di collocare le ipotesi in un quadro più ampio di "cultura della violenza" e di "governance in aree di limitata statualità". / Based on the cross-national analyses of the effects of collective violence (warfare and terrorism) on homicide rates, my Ph.D. research contributes to the opening of criminological homicide studies towards an integrated perspective on violence. The main original finding is that both terrorism and various forms of warfare (e.g. ethnic, civil and international wars) are robustly and positively associated with homicide. These findings are based on the calculation of a series of fixed-effects models on a panel that incorporates more than 100 countries over more than 20 years since 1990. The results lend tentative support to the so-called ‘legitimation of violence’ and ‘legitimation-habituation’ hypotheses that have been formulated in regard to the cross-national effects of nation-wars on homicide rates, and to the effects of terror attacks and prolonged states of belligerence on homicide rates in Israel, respectively. Both hypotheses suggest that collective violence bears a positive causal effect on homicide, but the topic has been largely neglected in criminological research since the original formulation of the hypotheses more than 30 years ago. This study concludes that a causal influence of collective violence on homicide is likely, but cannot conclusively be proven within the confines of a cross-national research design. From a theoretical perspective, relevant criminological frameworks should be enriched with two distinct concepts from political science which allow to situate the hypotheses within a larger framework of ‘culture of violence’ and ‘governance in areas of limited statehood’.

La description détaillée des systèmes désordonnés et vitreux représente un défi central en physique statistique et de la matière condensée, puisqu'à ce jour il n'existe pas de théorie unique et établie permettant de comprendre ces systèmes, pourtant omniprésents.Ce travail de recherche est lié en particulier à l'étude des matériaux vitreux à basse température. Plus précisément, si l'on considère des systèmes formés par un ensemble de particules athermiques avec des interactions répulsives de portée finie, en augmentant la densité, on peut observer une transition dite d'encombrement ("jamming"). Celle-ci consiste en un blocage des degrés de liberté accompagné par une augmentation spectaculaire de la rigidité du matériau.Nous étudierons ce problème à l’aide d’une analogie formelle entre des modèles de sphères et le perceptron, un modèle théorique qui développe une transition d'encombrement et des phénomènes de frustration typiques des systèmes désordonnés.En tant que modèle en champ moyen, il permet d'obtenir des résultats analytiques précis et généralisables à des systèmes à haute dimension.L'enjeu majeur de cette étude est de reconstruire le spectre des modes de vibration et toutes les propriétés pertinentes d'une phase spécifique (correspondant au régime dit des sphères dures).Dans ce cadre, nous dériverons le potentiel effectif en fonction des paramètres d'ordre du modèle et nous montrerons qu'il est dominé à proximité du point de jamming par une interaction logarithmique non triviale, qui clarifiera le lien entre les forces de contact et les distances moyennes entre les particules, dans la région critique et au-delà.Comprendre pleinement la transition d'encombrement et les propriétés du perceptron nous permettra de faire des progrès dans plusieurs domaines reliés. En premier lieu, cela peut conduire à une théorie complète des systèmes amorphes, à la fois en dimension infinie et en dimension finie.De plus, le modèle du perceptron semble avoir un lien étroit avec des problèmes dits de Von Neumann. En effet, les systèmes biologiques et écologiques développent souvent des propriétés liées à une condition pseudo-critique en mettant en oeuvre des mécanismes d'optimisation de ressource-consommation.Est-il possible d'identifier un régime caractérisé par une brisure de symétrie? Quel serait le spectre de fluctuations d'énergie dans ces systèmes?Ce ne sont que quelques-unes des questions auxquelles nous essayerons de répondre dans cette thèse.Cependant, l'approximation de champ moyen peut parfois fournir des informationsincorrectes ou trompeuses, en particulier dans l'étude de certaines transitions de phase et la détermination des dimensions critiques inférieure et supérieure.Afin d'avoir une vue d'ensemble et pouvoir manipuler correctement des systèmes en dimension finie, dans la suite de la thèse nous discuterons comment obtenir un développement perturbatif systématique, applicable à tout modèle, à condition que ce dernier soit défini sur un réseau ou un graphe biparti.Notre motivation est en particulier liée à la possibilité d'étudier certaines transitions de phase du second ordre qui existent sur le réseau de Bethe - c'est-à-dire un réseau en arbre sans boucles dont chaque noeud a une connectivité fixe - mais qui sont qualitativement différentes ou absentes dans le modèle entièrement connecté correspondant. / The detailed description of disordered and glassy systems represents an open problem in statistical physics and condensed matter. As yet, there is no single, well-established theory allowing to understand such systems. The research presented in this thesis is related in particular to the study of glassy materials in the low-temperature regime. More precisely, considering systems formed by athermal particles subject to repulsive short-range interactions, upon progressively increasing the density, a so-called jamming transition can be detected. It entails a freezing of the degrees of freedom and hence a huge increase of the material rigidity.We shall study this problem in view of a formal analogy between sphere models and the perceptron, a theoretical model undergoing a jamming transition and frustration phenomena typical of disordered systems. Being a mean-field model, it allows to obtain exact analytical results, which are generalizable to more complex high-dimensional settings.The main aim is to reconstruct the vibrational spectrum and all the relevant properties of a specific phase of the perceptron, corresponding to the hard-sphere regime.In this framework, we will derive the effective potential as a function of the gaps between and forces among the particles, and we will show that it is dominated by a non-trivial logarithmic interaction near the jamming point. This interaction in turn will clarify the relations existing between the relevant variables of the system, in the critical jamming region and beyond.Understanding the jamming transition and the perceptron properties will allow us to make progress in several related fields. First, this study could lay part of the groundwork towards a complete theory of amorphous systems, in both infinite and finite dimensions. Furthermore, the perceptron model seems to a have a close connection with the so-called Von Neumann problems. Indeed, biological and ecological systems often develop pseudo-critical properties and give rise to general mechanisms of resource-consumption optimisation.Is the identification of a broken symmetry regime possible? What would it yield in terms of the spectrum of the energy fluctuations?These are just a few questions we shall attempt to answer in this context.However, the mean-field approximation can sometimes provide wrong or misleading information, especially in studying certain phase transitions and determining the exact lower and upper critical dimensions. To have a broad perspective and correctly deal with finite-dimensional systems, in the second part of the thesis we will discuss obtaining a systematic perturbative expansion which can be applied to any model, as long as defined on a lattice or a bipartite graph.Our motivation is in particular due to the possibility of studying relevant second-order phase transitions which exist on the Bethe lattice — a lattice with a locally tree-like structure and fixed connectivity for each node — but which are qualitatively different or absent in the corresponding fully-connected version.