Academic literature on the topic 'Processi di Hawkes'

Nowadays, the owners of Small and Medium Enterprises (SMEs), especially food street vendors (PKL) faced difficulty to increase the operational scale and productivity. Besides that, the street vendors are still not able to compete, because of limited architectural design, human resources, and marketing strategies. Therefore, street-food center design, which integrated with Urban Park was needed with attention of cleanliness, comfort, neatness aspects and producing positive image. In the paper, design process street-hawker kiosk was started with exploration into traditional food restaurants and traditional food vendors using visual research. The design was based on the principles of inclusive design such as: User Centered, Equitable use but Reasonable, Simple and Intuitive Use, Low Physical Effort, and Prohibition of Usage Error.

<table border="1" cellspacing="0" cellpadding="0"><tbody><tr><td valign="top" width="369"><p>The purpose of this study was to determine: (1) Adiwiyata school culture in MAN Asahan, (2) Implementation of Adiwiyata school culture in MAN Asahan, (3) the factors that support and hinder the implementation of Adiwiyata school culture in MAN Asahan. This research uses descriptive qualitative research. The participants of this study came from MAN Asahan, namely the principal, the coordinator of the Adiwiyata team, teachers, janitors, and students. In the process of collecting data, researchers used the methods of observation, interviews, and documentation. The data analysis technique of this research uses data reduction, data presentation, data display, and verification or drawing conclusions. Meanwhile, the validity of research data was tested for credibility (internal validity), transferability (external validity), dependability (reliability), and confirmability (objectivity). The results of the study from the research can be concluded that the Adiwiyata culture carried out by MAN Asahan is by developing environmental education, maintaining the cleanliness of classrooms, buildings, gardens, ponds in the MAN Asahan environment, plant cultivation, compost management in an effort to control and overcome the environment. better. While in its implementation, the implementation of the Adiwiyata school culture itself is carried out every month and every day. In an implementation, of course, there are supporting factors and inhibiting factors. The supporting factors are the supporting Vision and Mission, supporting facilities and infrastructure, each teacher implementing an environment-based curriculum. The inhibiting factors are limited costs, lack of coordination between several related parties such as the government, hawkers, and the surrounding community. And also not yet formed the nature that is aware of the environment and responsibility. This is evidenced by the large piles of garbage in front of the madrasa whose waste comes from inside the madrasa, hawkers, and the surrounding community.</p></td></tr><tr><td valign="top" width="369"><p>Implementation of Adiwiyata School Culture, State Madrasah Aliyah</p></td></tr></tbody></table>

Street traders (PKL) has long been a serious concern central and local governments, including the city of Surakarta. The problem is not the policy level, but associated with its implementation. The expected goals of this study was to determine the depth and the coaching setup process hawkers (PKL) conducted by Government of Surakarta, especially during the leadership of Mayor Joko Widodo, can be done peacefully and to investigate fundamental differences and fostering arrangement patterns PKL with the previous leadership in Surakarta in the perspective of development communication.This research using qualitative and quantitative approach. The results showed that the effectiveness of the arrangement and development of street vendors in Surakarta, so that it can be done peacefully greatly influenced by factors communicator, message, medium, communicant and effect (Lasswell, 1948). However, among these factors is the most dominant factor communicator (leadership) and medium (interpersonal communication). Leadership style using patterns Jokowi more situational leadership. While the implementation of interpersonal communication is nguwong-ke.

The position of the Jayapura region is bordered by the State of Papua New Guinea and the Papua Strait, strategically as a route for alcohol and drug trade transactions, making it easier for street children to consume it. Unlike the phenomenon of street children in general, the typical characteristics of street children in Jayapura do not show differences in behavior with other children. Most street children are children aged <17 years. Therefore this study examines the factors that cause street children in the South Jayapura District, Jayapura City. This research uses descriptive qualitative method, with the Focus Group Discussion (FGD) data collection method in the community of street children. Based on the results of the analysis of the factors causing street children in Jayapura City, Jayapura District South, are environmental factors, economic factors and family factors. 1) Environmental factors, because the influence of peers at school and the influence of residence dominates its influence on the association of children who deliver them to be street children. 2) Family economic factors, street children who were originally looking for additional income for families by trading on the streets (hawkers, newspaper deliverymen), but along with the continuity of the routine process carried out on the streets, then they become accustomed to living as street children. 3) Family factors that dominate the cause of being street children because they do not get the attention and affection from their parents.

The research entitled Tekad choreography by Zhola Verucha Taruna aims to find out and explain descriptively about the form of Tekad choreography, which includes the creation process. The theoretical basis used is the theory of structure, according to Suzanne K. Langer. The creation process uses the thoughts of Alma H. Hawkins and uses the approach of Sumandiyo Hadi to explain the choreographic elements. The method used in this research is Practice-Based Research.The results showed that the choreography of Tekad by Zhola Verucha Taruna was non-literal. This dance form consists of four parts. The use of everyday movements is varied with the Aikido movement of the Muso Jihiden Eishin Ryu flow, which has been developed and uses the ideas of the katana as a symbol property of determination. While the music used is music in the form of MIDI (Musical Instrument Digital Interface), and lighting is more about spatial attitudes. The process of creating this dance work uses the principle of re-interpreting the Four-Day General Attack of the City of Surakarta with elements of novelty in the form of works through seeing, feeling, and imagining, and manifesting them into form. Determination is the title of a dance work resulting from exploration, improvisation, and evaluation of ideas into a complete form to accommodate messages or contents about struggle or spirit.

Penelitian ini bertujuan untuk menjelaskan proses pelestarian panganan tradisional yang dilakukan di Pasar Kawan Lama sebagai bentuk pengembangan wisata kuliner didaerah Pantai Labu. Jenis penelitian yang dilakukan adalah penelitian kualitatif. Teknik Pengumpulan yaitu Observasi Lapangan, Indepth Interview (wawancara mendalam), serta dokumentasi lapangan. Teknik pengumpulan data yang penulis gunakan, yaitu dengan mengobservasi, mewawancarai subjek, serta mendokumentasikan semua kegiatan yang berkaitan dengan pelestarian panganan tradisional. Daerah Pasar Kamu Kawan Lama didesain seperti pasar jajanan rakyat tradisional yang menjual panganan tempo dulu. Tujuan dibentuknya Pasar Kamu Kawan Lama untuk menumbuhkan industry kreatif di daerah Kawan Lama serta masyarakat di Area Kawan Lama akan mendapatkan income generic dari peluang usaha yang saat ini dijalankan. Sehingga Pasar Kamu Kawan Lama akan melestarikan kearifan lokal dan budaya melalui wisata kuliner. Serta bagi yang berkujung di Pasar Kamu Kawan Lama akan mengajak untuk bernostalgia mengenang zaman tempo dulu melalui bentuk penyajian makanan, alunan music serta pelayanan dari pedagang yang ada di Pasar Kamu Kawan Lama. This study aims to explain the traditional food preservation process carried out at Kawan Lama Market as a form of developing culinary tourism in the Labu Beach area. The type of research conducted is qualitative research. The collection techniques are Field Observation, In-depth Interview (in-depth interview), and field documentation. The data collection technique that the author uses is by observing, interviewing the subject, and documenting all activities related to the preservation of traditional foods. The Kamu Kawan Lama Market area is designed like a traditional hawker market that sells pastries. The purpose of establishing the Kamu Kawan Lama Market is to grow the creative industry in the Kawan Lama area and the community in the Kawan Lama Area will get generic income from the business opportunities that are currently being run. So that Kamu Kawan Lama Market will preserve local wisdom and culture through culinary tourism. And for those who visit the Kamu Kawan Lama Market, we will invite you to reminisce about the past through the form of serving food, strains of music and services from traders in the Kamu Kawan Lama Market.

<p><em>Dance is like a living organism that is maintained by a pattern of continuous change. The changing from the beginning and ending of its sequencescreate an internal rhythm, structure, space design, and power-breaking as its characteristic in every creations. That creations emerge as a manifestation of the expression of the soul through motion events. The choreography of creative dance comes from imagination and intuition produced to provide aesthetic stimulus that will always be in the audience's memories.This research is qualitative research with Action Research method.Action research is an initial step in the form of a research design that describes, interprets and explains a social situation at the same time by making changes or interventions for the purpose of improvement or participation.This research contributesto practical problem solving for an urgent problematic situation in the development of dance creation methods of INLA International Bicao Team.The five phases of the creative process offered by researchers are the Alma Hawkins Creation Method which consists of; Sensing, Feeling, Imaging, Transforming, and Forming. These five phases are expected to be able to answer the problem of dance creation process in Creativity activities of INLA International Bi Cao Team which is related to the construction of the work of production and the technique of contemporary nuances.</em></p><p>Tari seperti organisme hidup yang dipertahankan oleh suatu pola perubahan yang berkeseinambungan. Rentetan awal dan akhir dari perubahan ini menciptakan ritme internal, struktur, desain ruang, dan curahan tenaga yang khas pada setiap karya yang muncul sebagai perwujudan ekspresi jiwa melalui peristiwa-peristiwa gerak.Koreografi tari yang kreatif hadir dari imajinasi dan intuisi yang diproduksi untuk memberikan stimulus estetika yang akan selalu berada dimemori sang penikmat. Jenis penelitian yang digunakan dalam penelitian ini adalah penelitan kualitatif dengan metode Action Research. Penelitian tindakan sebagai langkah awal berbentuk rancangan penelitian yang mendeskripsikan, menginterpretasi dan menjelaskan suatu situasi sosial pada waktu yang bersamaan dengan melakukan perubahan atau intervensi dengan tujuan perbaikan atau partisipasi. Dalam hal ini, memberikan andil pada pemecahan masalah praktis dalam situasi problematik yang mendesak dalam pengembangkan metode penciptaan tari di tubuh tari Tim INLA Internasional Bicao. Lima fase dari proses kreatif yang ditawarkan oleh peneliti adalahMetode Penciptaan Alma Hawkins yang terdiri dari ; Sensing, Feeling, Imaging, Transforming, dan Forming yang diharapkan mampu menjawab permasalahan proses penciptaan tari di dalam kegiatan kreativitasTim INLA Internasional Bi Caoyang berkaitan dengan konstruksi produksi karya dan teknik kepenarian dalam nuansa-kontemporer.</p>

JI Dance Works is a new choreography work that departs with the basic motion of horses on the Pencak Silat as well as the phenomenon of binary opposition in life in which two things both have the meaning of balance in his achievements. The problem that will be discussed in this research is how the concept of binary opposition and Pencak Silat in the creation and how to form the dance works. To outline the creation problem using the concept of Alma M. Hawkins strengthened by the creation of contemporary dance according to Matheus Wasi Bantolo and the cultivation of Pencak Silat moves to dance according to Mathias Supriyanto. This writing and assessment use practice based research method with qualitative basis of interpertative destriptif, with participant action research process. The process of creation in JI dance Works is based on Observation, improvisation, composition and evaluation techniques. JI Dance works in a pair of choreography with a fighting theme As the concept of binary opposition in the life and the design of the basic motion of horses in the Pencak Silat as a source of the idea of creation and combined with the concept of binary opposition as inspiration by taking the essence of balance of both things t Telecast. The motion developed through the basic motion of horses, styles, and also the Kembangan (art of fighting) is found in the PSHT Pencak Silat College. Developing the basic motion of Pencak Silat into the dance by searching for similarities, from the shape of horses to Pencak Silat with the shape of the climb on the dance that was given the science of choreography such as levelgiving, volume, and the creation of the atmosphere in the dish Combined with the possibility of dance music and the Nglambari. Keywords: kuda-kuda Pencak Silat, JI dance, binary opposition.

The expected objectives in this study, namely; 1). Produce a Teaching Chart of Arts and Crafts with Local Content (Batak) as the Implementation of K13 for Middle Schools in Medan City in the form of an ISBN issued to publishers who have been registered as members of the Indonesian Publishers Association, namely FBS UNIMED PRESS, 2). Revealing the validation, practicality, and effectiveness of Teaching Materials for Arts and Crafts with Local Content (Batak) as a K13 Implementation for Middle Schools in Medan City, in this case the value of module validation is at 93.75% achievement is in the very valid category, the value of module practicality by students being at the level of achievement of 92.78% can be categorized as very practical, this shows that it is able to increase user interest in the learning process, and for student activities it is included in the active category because it is in the percentage of 79.37%, and 3). Produce a scientific publication in the International Proceedings carried out by LPPM Universitas Negeri Medan and scientific publications in the Sinta-4 National Accredited journal, namely Gorga: Journal of Fine Arts, Faculty of Language and Arts, Universitas Negeri Medan. It is hoped that the next researchers will develop character-based modules (soft skills) that are more focused on the attitude of increasing interest and learning outcomes in the Micro Learning process, Wood Carving Crafts, and other Subjects for Students of the Department of Fine Arts, Faculty of Language and Arts, Universitas Negeri Medan.Keywords: development, teaching materials, K13, Medan.AbstrakAdapun tujuan yang diharapkan dalam penelitian ini, yaitu; 1). Menghasilkan Bagan Ajar Seni Rupa dan Kerajinan Bermuatan Lokal (Batak) sebagai Implementasi K13 untuk Sekolah Menengah di Kota Medan dalam bentuk ber-ISBN yang diterbitkan pada penerbit yang sudah tercatat sebagai anggota Ikatan Penerbit Indonesia yaitu FBS UNIMED PRESS, 2). Mengungkap validasi, praktikalitas, dan efektivitas Bahan Ajar Seni Rupa dan Kerajinan bermuatan Lokal (Batak) sebagai Implementasi K13 untuk Sekolah Menengah di Kota Medan, dalam hal ini nilai validasi modul berada pada pencapaian 93.75% berada pada kategori sangat valid, nilai praktikalitas modul oleh mahasiswa berada pada tingkat pencapaian 92.78% dapat dikategorikan sangat praktis hal ini menunjukkan bahwa mampu untuk meningkatkan minat pengguna dalam proses pembelajaran, dan untuk aktivitas mahasiswa masuk ke dalam kategori aktif karena berada pada persentase 79.37%, dan 3). Menghasilkan sebuah publikasi ilmiah dalam Prosiding Internasional yang dilaksanakan oleh LPPM Universitas Negeri Medan dan publikasi ilmiah pada jurnal ter-Akreditasi Nasional Sinta-4 yaitu Gorga : Jurnal Seni Rupa Fakultas Bahasa dan Seni Universitas Negeri Medan. Diharapkan peneliti-peneliti berikutnya untuk mengembangkn modul berbasis karakter (soft skill) yang lebih ditekankan kepada attitude peningkatan minat dan hasil belajar dalam proses Pembelajaran Micro, Kriya Ukir Kayu, dan Mata Kuliah lainnya bagi Mahasiswa Jurusan Seni Rupa Fakultas Bahasa dan Seni Universitas Negeri Medan.Kata Kunci: pengembangan, bahan ajar, K13, Medan. Authors:Gamal Kartono : Universitas Negeri Medan Sugito : Universitas Negeri Medan Adek Cerah Kurnia Azis : Universitas Negeri Medan References:Andriansyah. (2017). 4 Tradisi Unik ini Hanya Bisa Kamu Temukan di Sumatera Utara. https://www.brilio.net/jalan-jalan/4-tradisi-unik-ini-hanya-bisa-kamu-temukan-di-sumatera-utara--170103b.html (diakses tanggal 15 Mei 2020).Arief, S. Sadiman, dkk. (1986). Seri Pustaka Teknologi Pendidikan No.6 Media Pendidikan. Pengertian, Pengembangan, dan Pemanfaatannya. Jakarta: CV Rajawali.Art, Hawkins. (2019). Letters from Art: Art Hawkins Standing Tall in the Shadow of Aldo Leopold. North Central Wisconsin: Orange Hat Publishing.Conrad, Phillip Kottak. (2000). Cultural Anthropology. Pennsylvania State University: McGraw-Hill.Dirjen Kurikulum. (1987). Surat Keputusan Menteri Pendidikan dan Kebudayaan Republik Indonesia dengan Nomor 0412/U/1987 tanggal 11 Juli 1987. https://www.google.com/search?client=avast-a-1&q=Dirjen+Kurikulum.+(1987).+Surat+Keputusan+Menteri+Pendidikan+dan+Kebudayaan+Republik+Indonesia+dengan+Nomor+0412%2FU%2F1987+tanggal+11+Juli+1987.&oq=Dirjen+Kurikulum.+(1987).+Surat+Keputusan+Menteri++Pendidikan+dan+Kebudayaan+Republik++Indonesia+dengan+Nomor+0412%2FU%2F1987+tanggal+11+Juli+1987.&aqs=avast..69i57.1385j0j15&ie=UTF-8 (diakses tanggal 25 Juni 2021).Depdiknas. (2008). Kurikulum Tingkat Satuan Pendidikan. Jakarta: Dikmenum Depdiknas.Haromain, Imam., Dkk. (2009). Pedoman dan Implementasi Pengembangan Kurikulum Tingkat Satuan Pendidikan MTs. Jawa Timur: Mapemda Kantor Wilayah.Kontan. (2020). Kerajinan. https://www.kontan.co.id/topik/kerajinan (diakses tanggal 14 Mei 2020).Mery, La. (1975). Komposisi Tari, Elemen-elemen Dasar: Diterjemahkan dari Buku Dance Composition: The Basic Elements oleh Soedarsono. Jakarta: Akademi Seni Tari Indonesia.Mahzuni, Dade., Mumuh, M., Z., & Ayu, S. (2017). Pengembangan Kerajinan Tangan Berbasis Kearifan Budaya di Pakenjeng Kabupaten Garut. Dharmakarya : Jurnal Aplikasi Ipteks untuk Masyarakat, (06)2, 101-105. https://doi.org/10.24198/dharmakarya.v6i2.14867.Muhajirin. ( _____ ). Dasar-Dasar Kerajinan. http://staffnew.uny.ac.id/upload/132102200/pendidikan/DASAR-DASAR+KERAJINAN.pdf (diakses anggal 14 Mei 2020).Muslih, Masnur. (2011). KTSP Pembelajaran Berbasis Kompetensi dan Kontekstual. Jakarta: Bumi Aksara.Paramita, N. C., Azmi, A., & Azis, A. C. K. (2020). Upaya Meningkatkan Hasil Belajar Menggambar Bentuk Buah Teknik Krayon. Journal of Education, Humaniora and Social Sciences (JEHSS), 3(1), 171-177. https://doi.org/10.34007/jehss.v3i1.245.Thiagarajan, Sivasailam, dkk. (1974). Instructional Development for Training Teachers of Exceptional Children. Washinton DC: National Center for Improvement Educational System.Wikipedia. (2020). Suku Batak. https://id.wikipedia.org/wiki/Suku_Batak (diakses tanggal 14 Mei 2020).

Kurikulum merdeka belajar telah diberlakukan sejak awal tahun 2022 dalam mendukung learning loss recovery pasca pandemi covid-19. Pelatihan guru dapat menjadi salah satu upaya mewujudkan merdeka belajar berupa pelatihan dalam mempersiapkan platform pembelajaran digital yang mudah diakses dan memfasilitasi guru dan siswa dalam menggali learning and innovation skill serta information, media and technology skill sesuai dengan 21st century student outcomes. Proses yang dapat dilakukan agar Merdeka Belajar dapat diimplementasikan adalah dengan menciptakan guru-guru yang siap menggunakan dan mengembangkan platform digital melalui kegiatan pelatihan. Kegiatan pengabdian masyarakat ini bertujuan untuk melatih peserta dalam menggunakan laman ILS Go-Lab guna menunjang pengembangan platform digital pembelajaran sains. Peserta yang mengikuti kegiatan adalah praktisi pendidik dan guru se- Kota Banjarmasin dan Kabupaten Banjar, serta dosen, alumni dan mahasiswa UIN Antasari Banjarmasin. Go-lab hadir dengan fasilitas tanpa batas dalam pengembangan platform digital, khususnya pada pembelajaran praktikum di laboratorium. Fasilitas yang ditawarkan berupa virtual laboratory terintegrasi dengan laman Inquiry Learning Spaces. Pelatihan ini menggunakan metode pemberdayaan masyarakat oleh Van De Ban dan Hawkins yang memiliki tahapan; a) to do for extension worker; b) to do to people; c) to do for people; d) to do with people; dan e) to do by the people. Pelaksanaan pelatihan dilakukan pada bulan Juni 2022 dan diawali dengan kegiatan penyuluhan yang dilanjutkan dengan pelatihan dan sebelum diakhiri, kegiatan diisi dengan pendampingan. Output dari kegiatan ini adalah platform digital pembelajaran pada ILS Go-Lab yang terintegrasi dengan virtual laboratory pada rumpun fisika, biologi dan kimia. Kegiatan ini mendapat hasil pengembangan laman ILS Go-Lab yang sudah dapat digunakan di kelas serta laboratorium.The independent learning curriculum has been implemented since the beginning of 2022 to support learning loss recovery after the Covid-19 pandemic. Teacher training can be one of the efforts to realize independent learning in the form of training in preparing a digital learning platform that is easily accessible and facilitates teachers and students in exploring learning and innovation skills as well as information, media and technology skills following 21st-century student outcomes. The process that can be carried out to implement Freedom Learning is to create teachers who are ready to use and develop digital platforms through training activities. This community service activity aims to train participants in using the ILS Go-Lab website to support the development of digital science learning platforms. Participants who participated in the activity were educators and teachers from all over Banjarmasin City and Banjar Regency, lecturers, alums and students of UIN Antasari Banjarmasin. Go-lab has unlimited facilities for developing digital platforms, especially in practicum learning in the laboratory. The facilities offered are in the form of a virtual laboratory integrated with the Inquiry Learning Spaces page. This training uses the community empowerment method by Van De Ban and Hawkins, which has stages; a) to do for extension workers; b) to do to people; c) to do for people; d) to do with people, and e) to do by the people. The training will be held in June 2022 and will begin with outreach activities followed by training, and before ending, the activities will be filled with mentoring. The output of this activity is a digital learning platform at ILS Go-Lab, which is integrated with virtual laboratories in the physics, biology and chemistry clusters. This activity resulted in the development of an ILS Go-Lab page which can already be used in classes and laboratories.

In questa tesi consideriamo tre diversi problemi finanziari la cui soluzione è correlata alla media aritmetica di alcuni processi stocastici “mean-reverting”, la cui distribuzione è sconosciuta, impedendo calcoli espliciti ed esatti. Proponiamo approssimazioni basate sui momenti ed esaminiamo le applicazioni nell’ambito del pricing di derivati esotici, rischio di credito e simulazione Monte Carlo e dimostriamo che questo tipo di soluzione può essere molto utile in quanto in grado di ridurre il costo computazionale rispetto a metodi numerici alternativi, che sono usati come benchmark in questo lavoro. Il primo capitolo di questa tesi è dedicato a fornire un background teorico sulle approssimazioni basate sui momenti, inclusi alcuni fatti di base sul cosiddetto moment-problem, tecniche di approssimazioni comuni, insieme a una revisione della letteratura sull'uso dei momenti in finanza e illustrazioni numeriche. Nel secondo capitolo, proponiamo formule di approssimazione precise basate sui momenti per il prezzo delle opzioni asiatiche nel caso in cui il prezzo del sottostante sia un processo stocastico mean-reverting (con salti). Nel terzo capitolo introduciamo una metodologia efficiente, basata su moment matching, per la calibrazione dell'intensità di default, che è modellata attraverso un processo esponenziale di Ornstein-Uhlenbeck e applichiamo questo risultato al calcolo del Credit Value Adjustment (CVA) in presenza di Wrong Way Risk, nell’ambito di derivati sui tassi di interesse. Nel quarto capitolo, consideriamo il problema della simulazione dei modelli di volatilità stocastica. In letteratura sono stati proposti schemi di simulazione esatta per vari modelli, ma sono inefficienti dal punto di vista computazionale a causa della loro dipendenza dall'integrale del processo della varianza, che si presume generalmente sia mean reverting e la cui distribuzione è sconosciuta. In questo caso, mostriamo come calcolare i momenti di tale distribuzione sconosciuta e sviluppiamo una nuova metodologia di simulazione che risulta essere molto più veloce, dal punto di vista computazionale, rispetto agli schemi esatti, per un livello di precisione simile. Il capitolo finale è diverso dagli altri poiché i momenti trovano solo un'applicazione marginale. Consideriamo un modello “double exponential jump-diffusion” in cui l'intensità dei salti è un processo stocastico di tipo Hawkes. Questo tipo di dinamica è stata introdotta in letteratura al fine di modellare il fenomeno del “jump clustering”, ampiamente osservato nei mercati finanziari e delle materie prime. Deriviamo la funzione caratteristica dell'integrale dei log-rendimenti e troviamo formula per il pricing di opzioni asiatiche geometriche sotto tale modello.
In this thesis we consider three different financial problems whose solution is related to the arithmetic average of some mean reverting stochastic process, whose distribution is unknown, precluding explicit and exact computations. We propose moment based approximations and examine applications in exotic derivatives pricing, credit risk and Monte Carlo simulation and show that this kind of solution can be very useful as able to reduce the computational cost with respect to alternative numerical methods, which are used as benchmark throughout this work. The first chapter of this thesis is devoted to provide some theoretical background on moment based approximations, including some basic facts on the so-called \textit{moment problem}, common approximations techniques, together with a literature review on the usage of moments in finance and numerical illustrations. In the second chapter, we propose accurate moment based approximation formulas for the price of Asian options in the case where the underlying's price is a mean reverting (with jumps) stochastic process. In the third chapter we introduce an efficient methodology, based on moment matching, for the calibration of the default intensity, which is modeled through an exponential Ornstein-Uhlenbeck process and apply this result to the calculation of Credit Value Adjustment (CVA) in presence of wrong way risk for interest rates derivatives. In the fourth chapter, we consider the problem of simulating stochastic volatility models. Exact simulation schemes have been proposed in literature for various models, but are computationally inefficient due to their dependence on the integral of the variance process, which is generally assumed to be mean reverting and whose distribution is unknown. In this case, we show how to compute the moments of such unknown distribution and develop a new simulation methodology which turns out to be much faster, from a computational point of view, than exact schemes, for a similar level of accuracy. The final chapter is different from the others as moments find only marginal application. We consider a double exponential jump diffusion model where the jump intensity is a stochastic process of Hawkes type. This kind of dynamics has been introduced in literature in order to model jump clustering phenomenon, widely observed in financial and commodity markets. We derive the characteristic function of the integral of log-returns and price geometric Asian options under such model.

Il terrorismo di stampo jihadista rappresenta una minaccia per la società e una sfida per gli scienziati interessati a comprenderne la complessità. Questa complessità richiede costantemente nuovi sviluppi in termini di ricerca sul terrorismo. Migliorare la conoscenza empirica rispetto a tale fenomeno può potenzialmente contribuire a sviluppare applicazioni concrete e, in ultima istanza, a prevenire danni all’uomo. In considerazione di tali aspetti, questa tesi presenta un nuovo quadro metodologico che integra scienza delle reti, modelli stocastici e apprendimento profondo per far luce sul terrorismo jihadista sia a livello esplicativo che predittivo. In particolare, questo lavoro compara e analizza le organizzazioni jihadiste più attive a livello mondiale (ovvero lo Stato Islamico, i Talebani, Al Qaeda, Boko Haram e Al Shabaab) per studiarne i pattern comportamentali e predirne le future azioni. Attraverso un impianto teorico che si poggia sulla concentrazione spaziale del crimine e sulle prospettive strategiche del comportamento terroristico, questa tesi persegue tre obiettivi collegati utilizzando altrettante tecniche ibride. In primo luogo, verrà esplorata la complessità operativa delle organizzazioni jihadiste attraverso l’analisi di matrici stocastiche di transizione e verrà presentato un nuovo coefficiente, denominato “Normalized Transition Similarity”, che misura la somiglianza fra paia di gruppi in termini di dinamiche operative. In secondo luogo, i processi stocastici di Hawkes aiuteranno a testare la presenza di meccanismi di dipendenza temporale all’interno delle più comuni sotto-sequenze strategiche di ciascun gruppo. Infine, il framework integrerà la meta-reti complesse e l’apprendimento profondo per classificare e prevedere i target a maggiore rischio di essere colpiti dalle organizzazioni jihadiste durante i loro futuri attacchi. Per quanto riguarda i risultati, le matrici stocastiche di transizione mostrano che i gruppi terroristici possiedono un ricco e complesso repertorio di combinazioni in termini di armi e obiettivi. Inoltre, i processi di Hawkes indicano la presenza di diffusa self-excitability nelle sequenze di eventi. Infine, i modelli predittivi che sfruttano la flessibilità delle serie temporali derivanti da grafi dinamici e le reti neurali Long Short-Term Memory forniscono risultati promettenti rispetto ai target più a rischio. Nel complesso, questo lavoro ambisce a dimostrare come connessioni astratte e nascoste fra eventi possano essere fondamentali nel rivelare le meccaniche del comportamento jihadista e come processi memory-like (ovvero molteplici comportamenti ricorrenti, interconnessi e non randomici) possano risultare estremamente utili nel comprendere le modalità attraverso cui tali organizzazioni operano.
Jihadist terrorism represents a global threat for societies and a challenge for scientists interested in understanding its complexity. This complexity continuously calls for developments in terrorism research. Enhancing the empirical knowledge on the phenomenon can potentially contribute to developing concrete real-world applications and, ultimately, to the prevention of societal damages. In light of these aspects, this work presents a novel methodological framework that integrates network science, mathematical modeling, and deep learning to shed light on jihadism, both at the explanatory and predictive levels. Specifically, this dissertation will compare and analyze the world's most active jihadist terrorist organizations (i.e. The Islamic State, the Taliban, Al Qaeda, Boko Haram, and Al Shabaab) to investigate their behavioral patterns and forecast their future actions. Building upon a theoretical framework that relies on the spatial concentration of terrorist violence and the strategic perspective of terrorist behavior, this dissertation will pursue three linked tasks, employing as many hybrid techniques. Firstly, explore the operational complexity of jihadist organizations using stochastic transition matrices and present Normalized Transition Similarity, a novel coefficient of pairwise similarity in terms of strategic behavior. Secondly, investigate the presence of time-dependent dynamics in attack sequences using Hawkes point processes. Thirdly, integrate complex meta-networks and deep learning to rank and forecast most probable future targets attacked by the jihadist groups. Concerning the results, stochastic transition matrices show that terrorist groups possess a complex repertoire of combinations in the use of weapons and targets. Furthermore, Hawkes models indicate the diffused presence of self-excitability in attack sequences. Finally, forecasting models that exploit the flexibility of graph-derived time series and Long Short-Term Memory networks provide promising results in terms of correct predictions of most likely terrorist targets. Overall, this research seeks to reveal how hidden abstract connections between events can be exploited to unveil jihadist mechanics and how memory-like processes (i.e. multiple non-random parallel and interconnected recurrent behaviors) might illuminate the way in which these groups act.