Exploring the role of covariance matrix: from finance to hierarchical forecast reconciliation

The covariance matrix is a key tool in many fields. This thesis proposes novelties in three areas. In systemic risk detection in financial market, we introduce an early warning indicator of systemic portfolio risk based on the eigenvalues of returns' factors correlation matrix. The indicator is constructed using the Marchenko-Pastur theorem and extracting factors via an autoencoder; the resulting investment strategy outperforms standard benchmarks. Second, we address the propagation of risks ...

Phase field modeling of fracture nucleation and propagation: A theoretical and computational study

This thesis presents both theoretical results - most notably, a rigorous proof that steady-state phase-field evolutions satisfy Griffith’s criterion and Gamma-convergence analyses for new higher-order and cohesive models - and practical advances in the numerical simulation of complex fracture processes. Chapter 1 provides an introduction and an historical and conceptual overview of fracture mechanics, detailing sharp-crack models, diffuse phase-field formulations and their relationship. It a...

MECHANISTIC INVESTIGATION OF GREEN CATALYSTS FOR SUSTAINABLE REACTIONS VIA OPERANDO X-RAY ABSORPTION SPECTROSCOPY AT AMBIENT PRESSURE

Questa tesi affronta lo studio di catalizzatori innovativi per processi sostenibili, con particolare attenzione a sistemi a base di nitruri di carbonio e ossidi ad alta entropia. L’approccio adottato integra la sintesi razionale dei materiali con tecniche spettroscopiche avanzate in condizioni operando e pressione ambiente, in particolare la spettroscopia di assorbimento dei raggi X soffici (soft-XAS), impiegata come sonda elemento-specifica e sensibile alla coordinazione locale e allo stato ...

Bases of permutation groups and related topics

Derangements and normal coverings

Pianificazione Urbanistica e Territoriale: Metodi e Modelli di Interpretazione degli Usi del Suolo e Relativi Impatti Ambientali

Probabilistic identities in profinite groups

On arrangements of hypersurfaces and Bloch-Kato pro-p groups

The central theme of this thesis is the study of the Bloch-Kato property among some naturally occurring classes of pro-p groups. This property, originally arising in modern Galois theory, imposes some strong conditions simultaneously on the structure of the Fp-cohomology of a pro-p group G and on the Fp-cohomology of every closed subgroup K ≤ G. In this investigation, we will focus our attention on pro-p groups obtained as the pro-p completion of the fundamental groups of certain hypersurface...

Surface and Subsurface Behavior of a Fast-Cycling Underground Gas Storage System: Insights from Integrated Monitoring and Modeling at the Cornegliano Laudense Field (Po Plain, Northern Italy)

Questo studio analizza la risposta superficiale e sotterranea del sistema di stoccaggio gas di Cornegliano Laudense, primo esempio italiano di impianto a cicli rapidi (5+2). L’integrazione di modelli geologici, dati geodetici (GNSS, InSAR), logging PNL e monitoraggio sismico ad alta sensibilità dimostra che il giacimento risponde alle variazioni pressorie con deformazioni superficiali elastiche, cicliche e pienamente reversibili, con sollevamenti fino a ~2,5 cm. I dati PNL rivelano dinamiche ...