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  <title>OAR@UM Community:</title>
  <link rel="alternate" href="https://www.um.edu.mt/library/oar/handle/123456789/1034" />
  <subtitle />
  <id>https://www.um.edu.mt/library/oar/handle/123456789/1034</id>
  <updated>2026-04-05T06:12:30Z</updated>
  <dc:date>2026-04-05T06:12:30Z</dc:date>
  <entry>
    <title>Bayesian birth-death skyline model : a case study on heterochronous Maltese SARS-Cov-2 genomic data</title>
    <link rel="alternate" href="https://www.um.edu.mt/library/oar/handle/123456789/143744" />
    <author>
      <name>Ursino, Gianluca</name>
    </author>
    <author>
      <name>Borg Inguanez, Monique</name>
    </author>
    <author>
      <name>Suda, David</name>
    </author>
    <author>
      <name>Borg, Joseph J.</name>
    </author>
    <author>
      <name>Zahra, Graziella</name>
    </author>
    <id>https://www.um.edu.mt/library/oar/handle/123456789/143744</id>
    <updated>2026-03-26T14:24:21Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Bayesian birth-death skyline model : a case study on heterochronous Maltese SARS-Cov-2 genomic data
Authors: Ursino, Gianluca; Borg Inguanez, Monique; Suda, David; Borg, Joseph J.; Zahra, Graziella
Abstract: When studying viral genome sequence data the Bayesian framework has the advantage that it can simultaneously construct phylogenetic trees and infer viral dynamics across time. This requires the specification of three models: (i) the transmission modelthe substitution model and the molecular clock model. In this study as transmission model we consider the Bayesian birth-death skyline (BDSKY) model and use the bModelTest method to define the substitution model. As a case study we consider 681 heterochronous genome sequences of COVID-19 sampled in Malta between 19/8/2020 and 5/1/2022. We consider both serial and multi-rho BDSKY models with two different molecular clock models: the strict and relaxed, and two settings for the number of intervals over which the reproductive number is considered constant (m=15 and m=30). In general the serial and the multi-rho BDSKY models gave considerably similar results yet some discrepancies were observed and these will be discussed. [excerpt]</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>Implementing PROMEHS to foster social and emotional learning, resilience, and mental health : evidence from Croatian schools</title>
    <link rel="alternate" href="https://www.um.edu.mt/library/oar/handle/123456789/142999" />
    <author>
      <name>Tatalović Vorkapić, Sanja</name>
    </author>
    <author>
      <name>Vujičić, Lidija</name>
    </author>
    <author>
      <name>Čamber Tambolaš, Akvilina</name>
    </author>
    <author>
      <name>Grazzani, Ilaria</name>
    </author>
    <author>
      <name>Cavioni, Valeria</name>
    </author>
    <author>
      <name>Cefai, Carmel</name>
    </author>
    <author>
      <name>Camilleri, Liberato</name>
    </author>
    <id>https://www.um.edu.mt/library/oar/handle/123456789/142999</id>
    <updated>2026-01-22T14:41:59Z</updated>
    <published>2026-01-01T00:00:00Z</published>
    <summary type="text">Title: Implementing PROMEHS to foster social and emotional learning, resilience, and mental health : evidence from Croatian schools
Authors: Tatalović Vorkapić, Sanja; Vujičić, Lidija; Čamber Tambolaš, Akvilina; Grazzani, Ilaria; Cavioni, Valeria; Cefai, Carmel; Camilleri, Liberato
Abstract: Background/Objectives: In light of the concerning research data on students’ mental health, it is essential to provide high-quality programs that support children and young people in strengthening their psychological well-being. To address this need, the three-year Erasmus+ KA3 international project PROMEHS: Promoting Mental Health at Schools was developed. The project involved universities and education policy representatives from seven European countries, Italy (project leader), Greece, Croatia, Latvia, Malta, Portugal, and Romania. Its core activities included the development of the PROMEHS curriculum, grounded in three key components: social and emotional learning, resilience, and the prevention of behavioral problems, alongside a rigorous evaluation of its implementation. The main research aim was to test the effect of PROMEHS on students’ and teachers’ mental health. Methods: In Croatia, the curriculum was introduced following the training of teachers (N = 76). It was implemented in kindergartens, and primary and secondary schools (N = 32), involving a total of 790 children. Using a quasi-experimental design, data were collected at two measurement points in both experimental and control groups by teachers, parents, and students. Results: The findings revealed significant improvements in children’s social and emotional competencies and resilience, accompanied by reductions in behavioural difficulties. These effects were most evident in teachers’ assessments, compared to parents’ ratings and student self-reports. Furthermore, teachers reported a significantly higher level of psychological well-being following implementation. Conclusions: Bearing in mind some study limitations, it can be concluded that this study provides evidence of the positive effects of PROMEHS in Croatian educational settings. Building on these outcomes and PROMEHS as an evidence-based program, a micro-qualification education was created to ensure the sustainability and systematic integration of the PROMEHS curriculum into Croatian kindergartens and schools.</summary>
    <dc:date>2026-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>Hawkes-Heston models and their application to high frequency financial data</title>
    <link rel="alternate" href="https://www.um.edu.mt/library/oar/handle/123456789/141258" />
    <author>
      <name />
    </author>
    <id>https://www.um.edu.mt/library/oar/handle/123456789/141258</id>
    <updated>2025-11-13T11:12:37Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Hawkes-Heston models and their application to high frequency financial data
Abstract: This dissertation investigates the modelling of financial time series through the integration of two well-established frameworks: the Hawkes process and the Heston stochastic volatility model. The resulting Hawkes-Heston diffusion model captures both the continuous evolution of asset prices and the discrete, self-exciting nature of jumps, offering a more flexible structure for analysing high-frequency financial data. Using Tesla Inc. as a case study—due to its pronounced volatility and eventdriven price behaviour this work applies multiple variations of the Hawkes-Heston model, where jumps may appear in the price process, the volatility process, or both. The parameters of each model are estimated using high-frequency intraday data, with jumps detected and removed using the non-parametric L-estimator. Simulations based on the fitted models are used to compute risk measures such as Value at Risk (VaR) and Expected Shortfall (ES), allowing for performance comparisons across the model variations. For benchmark comparisons, VaR and ES results based on an estimated Heston model are also considered. The results provide insights into the dynamic interplay between continuous volatility and discrete jumps and demonstrate the practical utility of Hawkes-driven diffusions in financial risk modelling. It also is concluded that Hawkes-driven diffusions provide similar measures of risk while, surprisingly, Heston model-based risk measures are more conservative due overcompensation in the diffusion term.
Description: B.Sc. (Hons)(Melit.)</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>Students’ socio-emotional skills and academic outcomes after the PROMEHS program : a longitudinal study in two European countries</title>
    <link rel="alternate" href="https://www.um.edu.mt/library/oar/handle/123456789/141163" />
    <author>
      <name>Martinsone, Baiba</name>
    </author>
    <author>
      <name>Simões, Celeste</name>
    </author>
    <author>
      <name>Camilleri, Liberato</name>
    </author>
    <author>
      <name>Conte, Elisabetta</name>
    </author>
    <author>
      <name>Lebre, Paula</name>
    </author>
    <id>https://www.um.edu.mt/library/oar/handle/123456789/141163</id>
    <updated>2025-11-12T09:03:54Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Students’ socio-emotional skills and academic outcomes after the PROMEHS program : a longitudinal study in two European countries
Authors: Martinsone, Baiba; Simões, Celeste; Camilleri, Liberato; Conte, Elisabetta; Lebre, Paula
Abstract: Previous research shows that better socio-emotional skills are associated with students’ behavioral adjustment and positive learning outcomes; however, the protective role of socio-emotional skills regarding academic learning during global crises has not been studied sufficiently. This research aims to evaluate longitudinal changes in students’ socio-emotional skills and learning outcomes during the implementation of a universal prevention program Promoting Mental Health at Schools (PROMEHS). The research coincided with lockdown due to the COVID-19 pandemic, therefore allowing an assessment of the protective role of socio-emotional learning even in the face of adverse circumstances. In total, 3166 students (aged 7–17 years) from Latvia and Portugal participated in the research, and a survey of their respective teachers was used to collect data. The SSIS-SEL teacher form and a three-item learning outcomes measure addressing academic motivation, engagement, and performance were applied in the study. It was found that growth in socio-emotional skills has a positive effect on academic outcomes, while a decline in socio-emotional learning has a detrimental effect on academic outcomes. This applies to both experimental and control groups, both genders, all educational levels, and both countries. Additionally, the increase in socio-emotional skills predicted better academic outcomes in upper secondary schools than in primary and lower secondary schools.</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
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