1,720,975 research outputs found
Essays on Exchange Rate Forecasting
Get PDFThe literature in exchange rate forecasting has met a lot of interest from the academia and practitioners, as well. Since most exchange rates entered the free floating regime, the forecasting ability of the models has been challenged. In this thesis, we explore several aspects of exchange rate forecasting. We first examine the contribution of technical indicators to exchange rate forecasting. Next, we create a new methodological approach that is a hybrid of the Iterated Model Combination and the Constrained Predictors approach, on which we also apply positivity constraints in the forecasts. Last, we focus on the realized volatility of exchange rates.
In Chapter 2, we test the forecasting ability of several theoretically motivated models along with the forecasting ability of technical indicators, an atheoretical tool that identifies patterns and produces market signals. We use monthly data ranging from January 1974 to December 2014 for six widely traded currencies. We show that both types of predictors provide valuable information about future currency movements. To efficiently summarize the information content in candidate predictors, we extract the principal components of each group of predictors. Our findings suggest that combining information from both technical indicators and macroeconomic variables significantly improves and stabilizes exchange rate forecasts versus using either type of information alone.
In Chapter 3, we focus on forecasting daily exchange rate returns of six widely traded currencies using financial predictors and combination and dimensionality reduction methods. We propose a hybrid Iterated Combination with Constrained Predictors (ICCP) approach. In addition, we examine the impact of positivity constraints on the forecasting ability of each method. Our results indicate that the proposed hybrid method outperforms the simple linear bivariate method and both the Iterated Combination and the Predictor Constrained approaches. Furthermore, positivity constraints significantly improve the forecasting ability of all methods. We provide several robustness tests by changing several specications of the forecasting experiment.
Chapter 4 provides empirical evidence in forecasting realized volatility in exchange rates. Forecasting realized volatility in exchange rates is very important for practitioners and has been vividly discussed among academics. Our target is to contribute to this dialogue by providing a comprehensive analysis of forecasting realized volatility in exchange rates. For the purposes of our analysis, we use data from January 1986 to December 2012 for four widely traded currencies, GBP, CHF, YEN, EUR and a composite one (FX Aggregate). We show that macroeconomic and financial variables provide additional information to the autoregressive term and can benefit the forecasting accuracy. We apply a large set of 38 variables, supported by the literature, which shed light on different macroeconomic aspects. We answer the question of variables selection by extracting all available information with the use of several shrinkage methods, machine learning techniques, dimensionality reduction techniques and combination forecasts. In order to resolve the problem of method selection the forecaster faces, we aggregate all methods and form an amalgamation of forecasts. We test whether outliers drive the performance of this type of naive combination. We apply different specifications of naive combination by trimming the first, second and third outlier from the top and bottom. Our findings suggest that macroeconomic variables should be accounted when forecasting realized volatility. Moreover, the amalgamation of forecasts benefits the forecasting experiment significantly, irrespective of the specification under consideration
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
From migration as a social movement to biopolitical control:an analysis of migration and border management in the eu’s south-eastern border from 2015 until 2024
Get PDFThis thesis - structured around a series of peer-reviewed articles - titled: "From Migration as a Social Movement to Biopolitical Control: An Analysis of Migration and Border Management in the EU’s South-Eastern Border from 2015 until 2024", offers a comprehensive, longitudinal anthropological investigation into the transformation of migration governance and border management in Greece and the European Union’s south-eastern frontier over nearly a decade. Drawing on hundreds of interviews and informal conversations with a wide spectrum of actors—including asylum-seekers, migrants (both irregular and documented), refugees, activists, volunteers, state officials, educators, and humanitarian workers—conducted across four countries and numerous locations, the study provides a nuanced, empirically grounded account of the evolving landscape of migration and border control since the height of the so-called “refugee crisis” in 2015.The research is anchored in sustained ethnographic engagement, which enabled to witness first-hand the dramatic shifts in migration routes, border policies, and the lived experiences of migrants. Early fieldwork in sites such as Skala Sykamnias (Lesvos) and the Idomeni camp at the Greek-North Macedonian border captured the initial surge of arrivals and the relative fluidity of movement across borders. Over time, however, the research documents the tightening of border regimes, the proliferation of pushbacks, and the increasing structural violence embedded in the Greek asylum system, resulting in heightened precarity and exclusion for those seeking protection.Central to the thesis is the development of the analytical concept of the “border-filter.” Moving beyond the prevailing metaphor of “Fortress Europe,” which frames borders as rigid and impermeable barriers, the “border-filter” conceptualizes borders as dynamic, selective, and porous systems. These systems simultaneously enable and restrict mobility according to shifting legal, political, and biopolitical criteria—including nationality, perceived vulnerability, and cultural fit. This approach foregrounds the agency of migrants, who continuously adapt to and contest these filtering mechanisms, often at great personal risk.Methodologically, the thesis combines long-term participant observation, in-depth interviews, and policy analysis, integrating insights from mobility studies, border studies, and critical security studies. The research is reflexive, acknowledging the author’s dual role as both an academic and a humanitarian worker, and is attentive to the ethical and political stakes of representing migrant experiences.Ultimately, the thesis advances the argument that borders are not static lines but active processes—sites of negotiation, contestation, and selective permeability. The “border-filter” framework illuminates how European border regimes are increasingly characterized by differentiated inclusion, where access to mobility and rights is constantly recalibrated in response to shifting political imperatives and migrant strategies. The thesis concludes by calling for a rethinking of migration management and policy-making, urging a move toward frameworks that recognize the autonomy and agency of migrants and promote equal mobility rights for all humans
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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