SwePub
Sök i SwePub databas

  Extended search

Träfflista för sökning "WFRF:(Cortese Federico) srt2:(2020-2023)"

Search: WFRF:(Cortese Federico) > (2020-2023)

  • Result 1-5 of 5
Sort/group result
   
EnumerationReferenceCoverFind
1.
  • Sartelli, Massimo, et al. (author)
  • Ten golden rules for optimal antibiotic use in hospital settings: the WARNING call to action
  • 2023
  • In: WORLD JOURNAL OF EMERGENCY SURGERY. - 1749-7922. ; 18:1
  • Research review (peer-reviewed)abstract
    • Antibiotics are recognized widely for their benefits when used appropriately. However, they are often used inappropriately despite the importance of responsible use within good clinical practice. Effective antibiotic treatment is an essential component of universal healthcare, and it is a global responsibility to ensure appropriate use. Currently, pharmaceutical companies have little incentive to develop new antibiotics due to scientific, regulatory, and financial barriers, further emphasizing the importance of appropriate antibiotic use. To address this issue, the Global Alliance for Infections in Surgery established an international multidisciplinary task force of 295 experts from 115 countries with different backgrounds. The task force developed a position statement called WARNING (Worldwide Antimicrobial Resistance National/International Network Group) aimed at raising awareness of antimicrobial resistance and improving antibiotic prescribing practices worldwide. The statement outlined is 10 axioms, or "golden rules," for the appropriate use of antibiotics that all healthcare workers should consistently adhere in clinical practice.
  •  
2.
  • Cortese, Federico, et al. (author)
  • GENERALIZED INFORMATION CRITERIA FOR SPARSE STATISTICAL JUMP MODELS
  • 2023
  • In: Symposium i anvendt statistik 2023. - 9788798937036 ; , s. 68-78
  • Book chapter (peer-reviewed)abstract
    • We extend the generalized information criteria for high-dimensional penalizedmodels to sparse statistical jump models, a new class of statistically robust and computationally efficient alternatives to hidden Markov models. In a simulation study, we demonstrate that the new generalized information criteria selects the correct hyperparameters with high probability. Finally, providing an empirical application, we infer the key features that drive the return dynamics of the largest cryptocurrencies. We find that a four-state model best describes the dynamics of cryptocurrency returns. The states have natural market-based interpretations as they correspond to bull, bull-neutral, bear-neutral, and bear market regimes, respectively.
  •  
3.
  • Cortese, Federico P., et al. (author)
  • What drives cryptocurrency returns? A sparse statistical jump model approach
  • 2023
  • In: Digital Finance. - 2524-6984.
  • Journal article (peer-reviewed)abstract
    • We apply the statistical sparse jump model, a recently developed, interpretable and robust regime-switching model, to infer key features that drive the return dynamics of the largest cryptocurrencies. The algorithm jointly performs feature selection, parameter estimation, and state classification. Our large set of candidate features are based on cryptocurrency, sentiment and financial market-based time series that have been identified in the emerging literature to affect cryptocurrency returns, while others are new. In our empirical work, we demonstrate that a three-state model best describes the dynamics of cryptocurrency returns. The states have natural market-based interpretations as they correspond to bull, neutral, and bear market regimes, respectively. Using the data-driven feature selection methodology, we are able to determine which features are important and which ones are not. In particular, out of the set of candidate features, we show that first moments of returns, features representing trends and reversal signals, market activity and public attention are key drivers of crypto market dynamics.
  •  
4.
  • Cortese, Federico, et al. (author)
  • What drives cryptocurrency returns? A sparse statistical jump model approach
  • 2023
  • Conference paper (peer-reviewed)abstract
    • The statistical sparse jump model, a recently developed, robust and interpretable regime-switching model, is used to analyze the factors driving the return dynamics of the largest cryptocurrencies. This method simultaneously incorporates feature selection, parameter estimation, and state classification. A wide range of candidate features is considered, including cryptocurrency, sentiment, and financial market-based time series that are known to influence cryptocurrency returns. The empirical analysis demonstrates that a three-state model provides a good representation of the cryptocurrency return dynamics. The latent states are interpreted as a bull, neutral, and bear market regimes, respectively. Through the data-driven feature selection approach, the significant factors are identified, and insignificant ones are excluded. The results indicate that within the candidate features, the first moments of returns, features indicating trends and reversal signals, market activity, and public attention are key drivers of crypto market dynamics.
  •  
5.
  • Cortese, Federico, et al. (author)
  • What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
  • 2023
  • Conference paper (peer-reviewed)abstract
    • We consider the statistical sparse jump model, a recently developed, robust and interpretable regime switching model, to identify features that drive the return dynamics of the largest cryptocurrencies. The approach simultaneously performs feature selection, parameter estimation, and state classification. Our large number of candidate features comprises cryptocurrency, sentiment, and financial market-based time series that previously have been identified in the emerging literature as influencing cryptocurrency returns, as well as new ones. Our empirical study indicates that a three-state model offers the most accurate description of the cryptocurrency returns dynamics. These states have straightforward market-based interpretations as they correspond to bull, neutral, and bear market regimes, respectively. Using the data-driven feature selection methodology, we are able to determine which features are important and which ones are not. Our findings reveal that, among the set of candidate features, the first moments of returns, features that represent trends and reversal signals, market activity, and publicattention are key drivers of crypto market dynamics.
  •  
Skapa referenser, mejla, bekava och länka
  • Result 1-5 of 5

Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.

 
pil uppåt Close

Copy and save the link in order to return to this view