1,721,183 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe 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
Full text link“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
Full text linkWe 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
Full text linkWe 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
An intelligent approach to automatic medical model reconstruction fromserial planar CT images
No full textpublished_or_final_versionMechanical EngineeringDoctoralDoctor of Philosoph
Laguerre path-dependent volatility model
No full textThere has been much effort devoted to designing and engineering new and improved stochastic models for option pricing. Much attention in both the academia and the industry has been drawn to stochastic models that model the asset dynamics without regard to the historical path of the asset price leading up to the time when option pricing is performed.
A path-dependent volatility model is a stochastic model where the volatility dynamics are driven by the whole path of the asset price. The use of a path-dependent volatility model allows for the incorporation of the historical path of the asset price in modeling the volatility dynamics. It is perhaps intuitive that the price of an asset is driven by market factors which may not be adequately captured by financial variables measured at one instant; instead, there may be information regarding such factors that can be extracted from the historical path of the asset price. For instance, an upward sloping path in the recent history may signal a positive outlook, or even a market bloom; a downward sloping path may signify market distress; a trough or a crest in the recent times may signify a reversion of market conditions, to name a few - the apparent or hidden patterns in the historical path of asset prices may hint at how the market will continue to evolve. Therefore, the path-dependent volatility model is a natural extension of the prevailing stochastic models for option pricing.
The mainstream path-dependent volatility models take the approach of inventing path-dependent state variables that encode the path-dependent information of the historical path of asset prices and inventing a volatility function that extracts the path-dependent information from the path-dependent state variables; often the inventions are based on intuition or ad-hoc analysis.
We propose an innovative formulation of a path-dependent volatility model called the Laguerre Path-Dependent Volatility (LPDV) model. We apply series expansion to a historical price path with Laguerre polynomials, turning a path into a sequence of coefficients of the series. This sequence can be interpreted as a representation of the path, and we select a finite subset of the sequence as the path-dependent state variables with the property that they approximately represent the path. Then, we choose a volatility function that is both sufficiently flexible and theoretically connected to the Laguerre series expansion. The theoretical analysis is supported by a sound theoretical framework that we develop.
We also provide a detailed account on model calibration. We discuss comprehensively the considerations and challenges that one might face in model calibration. In addition, we propose an innovative calibration procedure that is uncommon in the literature but is suitable for the LPDV model. Finally, we conduct a numerical experiment where we test the LPDV model in a simulated controled setting. We discuss the details in various aspects of the implementation of both model calibration and option pricing. We provide example cases to study the performance of the model, paying attention to how path-dependent volatility comes into play.published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
Topics in optimal reinsurance design, risk measures, and forward performance processes
No full textIn this thesis, three important topics in actuarial science and financial mathematics are investigated, namely, optimal reinsurance design, risk measures, and forward performance processes.
For the first topic, two general problems of optimal reinsurance design are solved. The first one is the minimization of a general functional of the expectation, Value-at-Risk, and Tail Value-at-Risk of the total retained loss with the convex order preserving premium principle and the budget constraint. Karlin-Novikoff-Stoyan-Taylor (multiple) crossing conditions are applied to solve the first general problem. The second problem is the minimization of a general law-invariant coherent risk measure of the total retained loss with the law-invariant coherent premium principle and the budget constraint. Representations in terms of distortion functions, application of the mini-max theorem in the infinite dimensional space, and Neyman-Pearson argument are applied to solve the second general problem.
For the second topic, the forward entropic risk measures are investigated. Under the stochastic factor market model, by making use of the ergodic backward stochastic differential equation representation of the exponential forward investment performance process, a finite horizon backward stochastic differential equation representation of the forward entropic risk measure is obtained. By utilizing the finite horizon backward stochastic differential equation representation of the forward entropic risk measure, the large maturity behavior of the forward entropic risk measure for the risk positions that are deterministic functions of the stochastic factor processes is studied. Specifically, the forward entropic risk measure converges to a constant, which is independent of the initial value of the stochastic factor processes, with an exponential convergence rate. An example with numerical illustrations are demonstrated.
For the third topic, under the stochastic factor market model, an infinite horizon backward stochastic differential equation representation of the exponential forward investment and consumption performance process is obtained.published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
Improving the performance of lifts using artificial intelligence techniques
No full text(Uncorrected OCR)
Abstract of thesis entitled
Improving the Performance of Lifts Using Artificial Intelligence Techniques
submitted by
Wong King Sau
for the degree of Doctor of Philosophy
at the University of Hong Kong
in August 2003
An elevator group control system manages multiple elevators to serve hall
calls in a building. Most elevator group control systems need to recognize the traffic
pattern of the building and then change their control algorithms to improve the
efficiency of the elevator system. However, the traffic flow in a building is very
difficult to be classified into distinct patterns. Traffic recognition systems can
recognize certain traffic patterns, but mixed traffic patterns are difficult to be
recognized.
The aim of this study was therefore to develop improved duplex elevator
group control systems that do not need to recognize the traffic pattern. A fuzzy logic.
control unit and genetic algorithms control unit were used. A fuzzy logic control unit
integrates with the conventional duplex elevator group control system to improve
performance especially in mixed traffic patterns with intermittent heavy traffic
demand. This system will send more than one elevator to a floor with heavy demand, . according to the overall passenger traffic conditions in the building.
The genetic algorithms control unit divides the building into three zones and assigns an appropriate number of elevators to each zone. The floors covered by each zone are adjusted every five minutes. This control unit optimizes elevator group control by equalizing the number of hall calls in each zone, the total elevator door opening time in each zone, and the number of floors served by each elevator.
Both of the control units were tested by a simulator in a computer. The performance of the elevator system is given by indices such as average waiting time, wasted man-hour, and long waiting time percentage. The new performance index "wasted man-hour" indicates the total time spent by passengers in a building waiting for the lift service. Both proposed systems perform better than the conventional duplex control system.
(An abstract of 297 words.)
~
Signed _
Wong King SauabstracttocMechanical EngineeringDoctoralDoctor of Philosoph
- …
