Publications by Beniamino Sartini, Micol Allegro
Alaton Model for Temperature
Code Show All Code Hide All Code Alaton Model Temperature Beniamino Sartini 6/10/2022 Main References Peter Alaton, Boualem Djehiche and David Stillberger (2010) - On modelling and pricing weather derivatives Data Source Nasa National Solar Radiation Database (NREL) Stochastic Modelling of the Mean Temperature In 2002 Peter Alaton publish...
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Bristow and Campbell Model for Solar Irradiance
Code Show All Code Hide All Code Bristow and Campbell Model for Solar Irradiance Beniamino Sartini 15/11/2022 Solar irradiance and daily temperature range From empirical models to artificial intelligence, researchers develop models to estimate solar insolation for different time frames. Simplicity, acceptance, adaptability, and low computati...
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Solar Energy (I): Deterministic components
Code Show All Code Hide All Code Deterministic Components of Solar Irradiance Beniamino Sartini 15/11/2022 Solar Energy The sun is the main source of renewable energy available on the earth. In general, we define as solar energy every form of energy directly derived from the sun, i.e. the photovoltaic one. However, the other renewable sourc...
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Cryptocompare Api in R
Notes on the arguments Single Symbol Price Example: Single Symbol Price Historical Symbol Price (OHLCV) Example: Daily Data (1) Example: Daily Data (2) Example: Hourly Data (1) Example: Minutely Data (1) Plot Candlestick Data Code Show All Code Hide All Code Cryptocompare Api in R Beniamino Sartini 03/12/2022 Notes on the arguments ...
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L'università in Italia
1. Le Immatricolazioni in Italia 2. Un modello per l’effetto Covid19 3. E’ Possibile prevedere le Immatricolazioni? 4. Le Riforme nelle Universita Italiane 5. Analisi sui Fuorisede per Regione Appendice: Test e Considerazioni Contenuti Utili 1. Le Immatricolazioni in Italia Introduzione e presentazione Se torturi i dati abbastanza, alla fin...
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Financial Portfolios Optimization in R
Code Show All Code Hide All Code Portfolios Beniamino Sartini 25/5/2021 tibble(titolo = colnames(portfolio), media = apply(portfolio, 2, mean), varianza = apply(portfolio, 2, var)) %>% arrange(desc(varianza)) titolo media varianza xrp 0.3493423 1.6208832 neo 0.3393057 1.5542363 eth 0.1926606 0.2513438 btc 0.1018654 0.0682833 tal 0.029...
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Modelli Econometrici per il DowJones
Code Show All Code Hide All Code Modelli Econometrici per il Dowjones Beniamino Sartini 25/5/2021 dowjones = read_csv("dowjones.csv") r_DJ = xts::xts(dowjones$r_DJ, order.by = dowjones$obs) plot(r_DJ) AR(8) Model for DowJones Il primo modello che specifichiamo per i rendimenti del DowJones è un modello autoregressivo di ordine 8. La speci...
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