Development of multivariate and network models for the analysis of Big Data: applications in economics, insurance, and social sciences

In questa tesi sviluppo metodi statistici multivariati e di rete per lo studio di sistemi complessi. In particolare, focalizzo la mia analisi sullo studio di reti complesse bipartite e le loro applicazioni a (i) l'economia, per capire l'effetto di contagio tra istituti finanziari e stati sovrani, (ii) la sorveglianza nelle assicurazioni, per individuare comportamenti fraudolenti, e (iii) le scienze sociali, per studiare l'effetto delle politiche del REF sulle eccellenze nella ricerca delle università in UK.In this thesis I develop multivariate statistical and network methods for the study of complex systems. In particular, I focus my analysis on the study of bipartite complex networks and their applications to (i) economics to understand the contagion effect between sovereign and financial institutions, (ii) insurance surveillance to uncover fraudsters and (iii) social science to study the effect of the politics of REF on research excellence of universities in the UK

Insurance Fraud Detection: A Statistically-Validated Network Approach

Fraud is a social phenomenon, and fraudsters oftencollaborate with other fraudsters, taking on differentroles. The challenge for insurance companies is toimplement claim assessment and improve frauddetection accuracy. We developed an investigativesystem based on bipartite networks, highlighting therelationships between subjects and accidents or vehi-cles and accidents. We formalize filtering rules throughprobability models and test specific methods to assessthe existence of communities in extensive networksand propose new alert metrics for suspicious struc-tures. We apply the methodology to a real database—the Italian Antifraud Integrated Archive—and compare the results to out‐of‐sample fraud scams underinvestigation by the judicial authoritie

Covariance and correlation estimators in bipartite complex systems with a double heterogeneity

Complex bipartite systems are studied in Biology, Physics, Economics, and Social Sciences, and they can suitably be described as bipartite networks. The heterogeneity of elements in those systems makes it very difficult to perform a statistical analysis of similarity starting from empirical data. Though binary Pearson's correlation coefficient has proved effective to investigate the similarity structure of some real-world bipartite networks, here we show that both the usual sample covariance and correlation coefficient are affected by a bias, which is due to the aforementioned heterogeneity. Such a bias affects real bipartite systems, and, for example, we report its effects on empirical data from two bipartite systems. Therefore, we introduce weighted estimators of covariance and correlation in bipartite complex systems with a double layer of heterogeneity. The advantage provided by the weighted estimators is that they are unbiased and, therefore, better suited to investigate the similarity structure of bipartite systems with a double layer of heterogeneity. We apply the introduced estimators to two bipartite systems, one social and the other biological. Such an analysis shows that weighted estimators better reveal emergent properties of these systems than unweighted ones

Autoimmune bullous dermatoses in cancer patients treated by immunotherapy: a literature review and Italian multicentric experience

Cutaneous immune-related adverse events are frequently associated with immune checkpoint inhibitors (ICIs) administration in cancer patients. In fact, these monoclonal antibodies bind the cytotoxic T-lymphocyte antigen-4 and programmed cell death-1/ligand 1 leading to a non-specific activation of the immune system against both tumoral cells and self-antigens. The skin is the most frequently affected organ system appearing involved especially by inflammatory manifestations such as maculopapular, lichenoid, psoriatic, and eczematous eruptions. Although less common, ICI-induced autoimmune blistering diseases have also been reported, with an estimated overall incidence of less than 5%. Bullous pemphigoid-like eruption is the predominant phenotype, while lichen planus pemphigoides, pemphigus vulgaris, and mucous membrane pemphigoid have been described anecdotally. Overall, they have a wide range of clinical presentations and often overlap with each other leading to a delayed diagnosis. Achieving adequate control of skin toxicity in these cases often requires immunosuppressive systemic therapies and/or interruption of ICI treatment, presenting a therapeutic challenge in the context of cancer management. In this study, we present a case series from Italy based on a multicenter, retrospective, observational study, which included 45 patients treated with ICIs who developed ICI-induced bullous pemphigoid. In addition, we performed a comprehensive review to identify the cases reported in the literature on ICI-induced autoimmune bullous diseases. Several theories seeking their underlying pathogenesis have been reported and this work aims to better understand what is known so far on this issue

Análisis y evaluación de la certificación socioambiental y educativa “Green School” en la educación ambiental para la sostenibilidad

La investigación se encuadra en el marco de la educación ambiental para la sostenibilidad, con el objetivo de identificar los elementos que contribuyen a mejorar el comportamiento ambiental de una comunidad educativa. En particular, la investigación abordó el análisis y la evaluación de la certificación socioambiental y educativa "Green School". Una certificación que abarca el ámbito socioambiental y educativo y otorga un papel importante a la educación ambiental para la sostenibilidad. Los lugares privilegiados donde podemos difundir la sostenibilidad son principalmente las instituciones educativas, incluyendo las universidades y los centros de investigación, donde el profesorado y los profesionales de la educación tienen un papel fundamental. La investigación aborda el caso italiano “Green School” que introduce un sistema de certificación medioambiental para clasificar el comportamiento socioambiental de un centro educativo. Este sistema de certificación es una interesante iniciativa educativa en el campo del desarrollo sostenible que pretende mejorar el rendimiento social y medioambiental de la comunidad educativa. La pregunta que se pretende responder es: ¿Existen modelos de gestión u organización que puedan influir en la mejora del desempeño socioambiental de una red de centros educativos o de un sistema territorial? El objetivo general de la investigación es responder a esta necesidad. Se trata, pues, de evaluar si el caso “Green School” puede representar un modelo de referencia para otras instituciones educativas, con el fin de posibilitar el desarrollo de políticas que puedan ser funcionales para la mejora global de su desempeño socioambiental. Esta tesis se desarrolla en el contexto socioambiental con el objetivo de definir una propuesta de "modelo de desarrollo sostenible" que logre mejorar el desempeño socioambiental de un contexto educativo. La Asamblea General de las Naciones Unidas adoptó la Agenda 2030 para el Desarrollo Sostenible, en la que se exponen las direcciones de las actividades para los próximos años. Esta investigación, se inscribe en este escenario y pretende, dentro de su ámbito, suponer una pequeña contribución a la consecución de estos importantes objetivos. El concepto de "Certificación Medioambiental", en torno al cual se desarrolla el estudio, es un fenómeno ya experimentado, especialmente en el sector industrial. Existen varios casos de modelos de "Sistema de Gestión Medioambiental" cuya aplicación puede certificarse. Los principales modelos se han descrito en la tesis. El modelo Green School, en esencia, se inspira en uno de estos modelos de gestión ambiental y propone la certificación como herramienta para evaluar el cumplimiento de requisitos específicos aplicados en una organización, como puede ser un centro educativo. Los objetivos específicos, por su parte, responden a dos preguntas diferentes. En primer lugar, la pregunta es si el proyecto “Green School” tiene una influencia positiva en cada centro y en toda la red de centros participantes. A esta pregunta responde el primer objetivo específico, que pretende medir el rendimiento socioambiental del sistema “Green School”, para evaluar si este rendimiento mejora realmente con el tiempo como resultado de la aplicación del modelo. El otro objetivo, por su parte, pretende identificar y evaluar los aspectos y acciones socioambientales con mayor impacto en la mejora del desempeño social y ambiental de la comunidad educativa. Y este segundo objetivo, pretende ser una respuesta a la pregunta de si el sistema de certificación medioambiental "Green School" puede ayudar a centrar los esfuerzos de un centro educativo sólo en los aspectos socioambientales más importantes. Este segundo objetivo persigue evitar perder tiempo y recursos en prácticas y acciones poco significativas en términos de eficiencia.The research is framed within the framework of environmental education for sustainability, with the aim of identifying the elements that contribute to improving the environmental behaviour of an educational community. In particular, the research addressed the analysis and evaluation of the socio-environmental and educational certification "Green School". A certification that encompasses the socio-environmental and educational sphere and gives an important role to environmental education for sustainability. The privileged places where we can disseminate sustainability are mainly educational institutions, including universities and research centres, where teachers and education professionals have a fundamental role. The research addresses the Italian "Green School" case which introduces an environmental certification system to classify the socio-environmental performance of an educational institution. This certification system is an interesting educational initiative in the field of sustainable development that aims to improve the social and environmental performance of the educational community. The question to be answered is: Are there management or organisational models that can influence the improvement of the socio-environmental performance of a network of schools or a territorial system? The general objective of the research is to respond to this need. It is therefore a question of assessing whether the "Green School" case can represent a reference model for other educational institutions, in order to enable the development of policies that can be functional for the overall improvement of their socio-environmental performance. This thesis is developed in the socio-environmental context with the aim of defining a proposal for a "sustainable development model" that can improve the socio-environmental performance of an educational context. The United Nations General Assembly adopted the 2030 Agenda for Sustainable Development, which sets out the directions of activities for the coming years. This research is part of this scenario and aims, within its scope, to make a small contribution to the achievement of these important goals. The concept of "Environmental Certification", around which the study is developed, is an already experienced phenomenon, especially in the industrial sector. There are several cases of "Environmental Management System" models whose application can be certified. The main models have been described in the thesis. The Green School model, in essence, is inspired by one of these environmental management models and proposes certification as a tool to assess compliance with specific requirements applied in an organisation, such as an educational centre. The specific objectives, on the other hand, answer two different questions. Firstly, the question is whether the Green School project has a positive influence on each school and on the whole network of participating schools. This question is answered by the first specific objective, which aims to measure the socio-environmental performance of the Green School system, in order to assess whether this performance actually improves over time as a result of the implementation of the model. The other objective, on the other hand, aims to identify and evaluate the socio-environmental aspects and actions with the greatest impact on improving the social and environmental performance of the educational community. And this second objective is intended as an answer to the question of whether the "Green School" environmental certification system can help to focus the efforts of a school only on the most important socio-environmental aspects. This second objective aims to avoid wasting time and resources on practices and actions that are not very significant in terms of efficiency