1,721,003 research outputs found
Forecasting Loan Default in Europe with Machine Learning
We use a dataset of 12 million residential mortgages to investigate the loan default behavior in several European countries. We model the default occurrence as a function of borrower characteristics, loan-specific variables, and local economic conditions. We compare the performance of a set of machine learning algorithms relative to the logistic regression, finding that they perform significantly better in providing predictions. The most important variables in explaining loan default are the interest rate and the local economic characteristics. The existence of relevant geographical heterogeneity in the variable importance points at the need for regionally tailored risk-assessment policies in Europe
Sentiment analysis of economic text: A lexicon-based approach
We propose an economic lexicon (EL) specifically designed for textual applications in economics. We construct the dictionary with two important characteristics: (1) to have a wide coverage of terms used in documents discussing economic concepts, and (2) to provide a human-annotated sentiment score in the range [−1, 1]. We illustrate the use of the EL in the context of a simple sentiment measure and consider several applications in economics. The comparison to other lexicons shows that the EL is superior due to its wider coverage of domain relevant terms and its more accurate categorization of the word sentiment
Testing big data in a big crisis: Nowcasting under COVID-19
During the COVID-19 pandemic, economists have struggled to obtain reliable economic predictions, with standard models becoming outdated and their forecasting performance deteriorating rapidly. This paper presents two novelties that could be adopted by forecasting institutions in unconventional times. The first innovation is the construction of an extensive data set for macroeconomic forecasting in Europe. We collect more than a thousand time series from conventional and unconventional sources, complementing traditional macroeconomic variables with timely big data indicators and assessing their added value at nowcasting. The second novelty consists of a methodology to merge an enormous amount of non-encompassing data with a large battery of classical and more sophisticated forecasting methods in a seamlessly dynamic Bayesian framework. Specifically, we introduce an innovative “selection prior” that is used not as a way to influence model outcomes, but as a selecting device among competing models. By applying this methodology to the COVID-19 crisis, we show which variables are good predictors for nowcasting Gross Domestic Product and draw lessons for dealing with possible future crises
Going Beyond Counting First Authors in Author Co-citation Analysis
The 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
“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
Appropriate Similarity Measures for Author Cocitation Analysis
We 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
We 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
We 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
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