We review a development on a bootstrap method presented by Barrera (2008) for robust estimators which is computationally faster and more resistant to outliers than the classical bootstrap. This fast and robust bootstrap method is, under reasonable regularity conditions, asymptotically consistent.

R implementation of Tukey's Bisquare and Tukey-Beaton Bisquare functions for bootstrapping.

In this article we examine the paper published in 2017 of Timothy Peterson "Metcalfe's Law as a Model for Bitcoin's Value" and reproduce its results condidering the data from 2017-04-08 up to 2023-05-23.

Interpretatione e costruzione dei principali test econometrici per un modello lineare multivariato.

La formula di Luhn, anche conosciuta come Modulo 10, è un semplice algoritmo che consente di generare e verificare la validità di vari numeri identificativi. In questo breve articolo viene implementata in R la funzione per verificare la validità di un codice e l'analisi di un numero di partita IVA italiano.

In this article we will analyze the computation of different elements that characterize the movement of the sun during the year. The reference is the Chapter 1 and 2 of the book "Solar Engineering of Thermal Processes" Fourth Edition by John A. Duffie and William A. Beckman from University of Wisconsin-Madison, published by Wiley.

In 1982, Hargreaves and Samani (1982), presented the first temperature-based model for estimating solar insolation based on daily temperature differences. However one of the most famous method, published by Bristow and Campbell (1984), is a temperature-based empirical model that inputs the difference between daily maximum and minimum temperatures. Although this model was empirically derived and conceptually simple, it is founded on theoretical concepts for energy exchange in the surface.

In 2002 Peter Alaton published an article called *On Modelling and Pricing Weather Derivatives*, in which he present a stochastic model for the mean temperature and use it to price HDD and CDD weather derivatives

Data la mancanza di fonti facilmente richiamabili con dati storici per quanto riguarda i dati meteorologici ho deciso di creare uno scraper per tabellare tutti i dati presenti sull'archivio storico del Meteo.it.

In this article we define the mathematics behind the Geometric Brownian motion. Then in order to better understand how such a model is fitted in practice we have written some functions in R that allow to understand the mechanism behind. Finally the functions are applied to real data using a time series of Bitcoin prices from 01-07-2022.

In this work we present the main theory behind the concept of the Value at Risk and it's specific computation under the AR-GARCH model. The final part is dedicated to a practical application considering 3 portfolios.

This paper came from an university exam of Economics of Financial Market in which we perform different assets allocations on a pools of assets. Among these the Mean-Variance and Black-Littermann.

Using the data retrieved from cryptocompare that allows, among the others data, to get the Order Book from Binance. The OB is used to estimate simple Supply and Demand model in order to obtain the elasticity of the demand and the supply with respect to the price.

Framework to write an optimization function in R, with an example application on interest