1,721,035 research outputs found
Special Issue on Formal representations in model-based reasoning and abduction.
No full textThe various contributions to this special issue are written by interdisciplinary researchers. They aim at increasing knowledge about various logical aspects of model-based reasoning by illustrating some of the most recent results and achievements
BOOK REVIEW
Full text linkWalter Carnielli & Claudio Pizzi, Modalities and Multimodalities. Springer, 2008, p. 320. ISBN 978-9048137626
Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components
No full textRecent financial crises have put an increased emphasis on methods devoted to risk management. Among a plethora of risk measures proposed in literature, the Value-at-Risk (VaR) plays still today a prominent role. Despite some criticisms, the VaR measures are fundamental in order to adequately set aside risk capital. For this reason, during the last decades the literature has been interested in proposing as much as possible accurate VaR models. Recently, the quantile regression approach has been used to directly forecast the VaR measures. We embed the linear AutoRegressive Conditional Heteroscedasticity (ARCH) model with MIDAS (MI(xed)-DA(ta) Sampling) term in such a quantile regression (QR) framework. The proposed model, named Quantile ARCH-MIDAS (Q–ARCH–MIDAS), allows to benefit from the information coming from variables observed at different frequencies with respect to that of the variable of interest. Moreover, the QR context brings additional advantages, such as the robustness to the presence of outliers and the lack of distributional assumptions
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
Identifying Graphical Configurations in Technical Analysis Using Machine Learning
No full textIn this paper, we enhance Leigh’s procedure (Leigh 2002a) for identifying the bull-flag configuration within a specified timeframe. We improve the template construction method by introducing more flexibility and eliminating predefined weight choices. The optimization of parameters to maximize annualized return is achieved using a modified fireworks algorithm. Additionally, in our approach, we introduce a signal generator to enhance model robustness and account for trader risk attitudes. The approach is flexible, as it is suitable for other graphical configurations. Our proposal demonstrates superior performance compared to standard settings
Counterfactuals: reply to Claudio Pizzi
Full text linkAfter some preliminary remarks in §1, I argue in §2 that Claudio’s considerations about my treatment of Quine’s Bizet-Verdi counterfactuals do not constitute a difficulty for the structural analysis of such counterfactuals. I discuss some of his other examples and argue that counterfactuals are ambiguous both structurally and contextually. I conclude with an examination of the principle of transitivity for counterfactuals
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
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