1,721,003 research outputs found

    Calibration and advanced simulation schemes for the Wishart stochastic volatility model

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    In this article, we deal with calibration and Monte Carlo simulation of the Wishart stochastic volatility model. Despite the analytical tractability of the considered model, being of affine type, the implementation of Wishart-based stochastic volatility models poses non-trivial challenges from a numerical point of view. The goal of this article is to overcome these problems providing efficient numerical schemes for Monte Carlo simulations. Moreover, a fast and accurate calibration procedure is proposed

    Ruolo sociale e personalità sono in relazione?

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    La ricerca indaga sugli aspetti di personalita, medello Big Five. e cpme questi possano influenzare il ruolo sociale in bambini in età scolare

    Mihi cane et populo: Cicerone e l’autorappresentazione del successo oratorio. La questione del consenso popolare (Cic. Brut. 183–200)

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    Come si rappresenta il proprio successo? La tradizione poetica greca e latina conosce straordinarie immagini di consacrazioni delle virtù di poeta, elaborate con ricche e ornate costruzioni, la cui persistenza nella memoria letteraria ne assicura la vitalità. A fronte di tali esibizioni virtuosistiche, che dichiarano l’orgoglio del successo, ve ne sono altre, costruite altrettanto finemente ma dall’architettura più complessa, perché fondata su una più mediata strategia. Su una di queste, proveniente da un testo in prosa, ma da un autore quale Cicerone che ambiva non a caso anche al riconoscimento come poeta, vorrei provare a riflettere. Il passo in questione è un’ampia sequenza del Brutus (§§ 183–200), in cui l’Arpinate affronta la questione nodale del giudizio popolare, questione tutt’altro che ampiamente condivisa, ma che a suo giudizio risulta fondamentale per operare una valutazione corretta del perfetto oratore. Si tratta di una considerazione, che, come vedremo, consente a Cicerone stesso un’ulteriore ribalta alle proprie scelte stilistiche, ribadendone le indiscutibili qualità. Parlare degli altri, dunque, per parlare (anche) di sé.How do you represent your success? The Greek and Latin poetic tradition knows extraordinary images of the consecration of the poet's virtues, elaborated with rich and ornate constructions, whose persistence in the literary memory ensures their vitality. In the face of such virtuosic performances, which declare the pride of success, there are others, equally finely built but with more complex architecture, because they are based on a more mediated strategy. On one of these, coming from a prose text, but from an author such as Cicero who, not by chance, also aspired to recognition as a poet, I would like to try to reflect. The passage in question is a broad sequence from Brutus (§§ 183-200), in which Arpinate addresses the key issue of popular judgment, a question that is anything but widely shared, but which in his opinion is fundamental to make a correct assessment of the perfect speaker. This is a consideration, which, as we will see, allows Cicero himself to make a further limelight to his stylistic choices, reaffirming their indisputable qualities. Speaking of others, therefore, to speak (also) of oneself

    Orione e dintorni

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    Tradizione letteraria ed astronomica della presenza della costellazione di Orione nei fasti di Ovidi

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    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

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    “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

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    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

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    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
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