1,721,610 research outputs found
Pricing Weather Derivatives
Get PDFThis article presents a general method for pricing weather derivatives. Specification tests find that a temperature series for Fresno, CA follows a mean-reverting Brownian motion process with discrete jumps and autoregressive conditional heteroscedastic errors. Based on this process, we define an equilibrium pricing model for cooling degree day weather options. Comparing option prices estimated with three methods: a traditional burn-rate approach, a Black-Scholes-Merton approximation, and an equilibrium Monte Carlo simulation reveals significant differences. Equilibrium prices are preferred on theoretical grounds, so are used to demonstrate the usefulness of weather derivatives as risk management tools for California specialty crop growers. Copyright 2004, Oxford University Press.
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
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
Stochastic Collocation with CFD robustness concepts for multi-dimensional stochastic space: Application to a transonic airfoil
No full textComputational simulations have developed to a phase where the inherent physical variability prevalent in computational models exerts a larger effect on the predictive results than the deterministic numerical errors. To aim for more accurate and realistic simulations of the physical systems, it is imperative to include the input uncertainties into the computational models and investigate their effects on the outputs of interest. In the field of Computational Fluid Dynamics (CFD), which features high non-linearity and complexity, the non-intrusive Stochastic Collocation method (SC) gains great popularity by the virtue of easy implementation and high convergence rate of its spectral basis. The main idea of SC is to constructs a surrogate response surface in the stochastic space by globally interpolating the sampling values obtained from the deterministic simulations. Therefore, like any other spectral method, it shows limitations in capturing local parametric steep gradient or discontinuity in the stochastic space. Besides, the convergence rate is deteriorated due to the Gibbs oscillations. These spurious oscillations, which amount to unphysical realizations, could result in falsely enlarged full confidence interval, e.g., the pressure distribution along the upper surface of a transonic airfoil. To provide more robust stochastic analysis, the Gibbs oscillations in the stochastic space need to be eliminated. To this end, the robustness concepts from the CFD community, Local Extremum Conserving (LEC), Monotonicity Preserving (MP) and Essentially Non-Oscillatory (ENO), are reformulated for the multi-dimensional stochastic space and incorporated into the Stochastic Collocation method. The proposed method is termed Stochastic Collocation with Essentially Non-Oscillatory (SC-ENO) robustness. Different from the traditional Stochastic Collocation method, the SC-ENO method first resolves the locations of the discontinuity in the stochastic space by enforcing the robust limiter to the surrogate response surface. Then the whole stochastic space is partitioned into disjoint smooth sub-domains bounded by the discontinuities. All the deterministic sampling points are classified into each smooth sub-domain. Finally, the model surrogate in each smooth element is constructed by interpolating the sampling points of the same class. The proposed discontinuity detection method is implemented for the -dimensional space and extended to the multi-dimensional space by the so-called dimension-by-dimension approach. Hence, the deterministic multi-dimensional sampling points are structured and formed by the tensor product of -dimensional nodes. As for the surrogate construction, the performance multivariate interpolation methods, \textit{i.e.}, Sauer-Xu Lagrange interpolation and the least interpolation, are compared in terms of the robustness and the accuracy. The least interpolation method is better than Sauer-Xu algorithm but it lacks robustness for certain distribution of the sampling points. To remedy this, a element-wise interpolation method matching the proposed discontinuity detection method is developed. One remarkable feature of the proposed SC-ENO method is being completely non-parametric. It is essentially a post-processing of the input sample realizations. When the deterministic sampling points are structured, it has been proved that SC-ENO is able to choose automatically either a piecewise or a global polynomial approximation based on the smoothness of the target solutions in each dimension of the stochastic space. Therefore, the robustness of the surrogate model is ensured while the efficiency of Stochastic Collocation method is maintained. The accuracy and convergence property of the proposed SC-ENO method is investigated for some numerical test functions with jump discontinuities. Although there is no obvious improvement of the convergence rate, especially for the statistical quantities, the issue of the Gibbs oscillations is solved. To see how SC-ENO performs for real problems with jump discontinuities or steep gradient in the stochastic space, it is applied to the shock tube problem with uncertainties in initial conditions and the transonic viscous flow over the RAE 2822 airfoil with uncertainties in inflow conditions. In both of these test cases, the accuracy, efficiency and robustness of the SC-ENO method are illustrated. It is shown that there are no unphysical overshoots in the full confidence intervals of the interested quantities with sufficient deterministic sampling points. Meanwhile, the performance of another approach dealing with the stochastic discontinuities, Subcell Resolution (SR), is investigated for these two test cases. It is concluded that the SC-ENO method is more suitable for the viscous flow problems whereas the SR approach performs better for the inviscid case. Using the same set of the deterministic sampling values, the results of some interested quantities of smooth nature are presented, where the spectral convergence property is obtained. Since the SC-ENO method works on the tensor product sampling points, it is prone to the curse of dimensionality for high-dimensional stochastic spaces. To reduce the computational resources, the proposed approach is combined with the sparse grid approach of both isotropic type and dimension-adaptive type. However, the numerical experiments shows that the robustness property of the SC-ENO is lost for the sparse grid case. A more efficient and robust scheme suitable for high-dimensional space is a future research topic.AerodynamicsAerospace Engineerin
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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