1,721,007 research outputs found
Concordance of individual risk and stop-loss order for portfolio of dependent risks
No full textQuaderno n. 87 del Dipartimento di Matematica Applicat
Relazioni di rete e identità europea nella società civile italiana. Considerazioni conclusive.
No full text
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
A method to compute the transition probability density associated to a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term
No full textWe consider an n-dimensional square root process and we obtain a formula involving series expansions for the associated transition probability density. The process mentioned previously can be used to model forward rates, future prices, forward prices and, as a consequence, can be used to price derivatives on these underlyings. The formula that we propose for the transition probability density has been obtained using appropriately a perturbative expansion in the correlation coefficients of the square root process, the Fourier transform and the method of characteristics to solve first-order hyperbolic partial differential equations. The computational effort needed to evaluate this formula is polynomial with respect to the dimension n of the space spanned by the square root process when the order where all the series involved in the transition probability density formula are truncated is fixed. This strategy gives an accuracy that some numerical tests show approximately constant for a wide range of values of n. Some examples of prices of financial derivatives whose evaluation involves integrals in two, twenty and one hundred dimensions (i.e. n = 2, 20, 100), that is derivatives on two, twenty and one hundred assets, where accurate results can be obtained are shown. An experiment shows that the formula derived here for the transition probability density is well suited for parallel computing. This feature makes the formula computationally very attractive to price derivatives of the LIBOR market such as caplets or swaptions since the use of parallel computing and the formula makes it possible to evaluate derivatives on several tens of underlyings in negligible times. The website http://www.econ.univpm.it/recchioni/finance/w1 contains an interactive tool that helps with the understanding of this paper and a portable software library that makes it possible to the user to exploit the formula derived in this paper to evaluate the transition probability densities of its own models and the prices of the associated financial derivatives. (c) 2007 Elsevier Ltd. All rights reserved
Spectral and stochastic properties of the f-Laplacian, solutions of PDE's at infinity and geometric applications
No full textThe aim of this paper is to suggest a new viewpoint to study qualitative properties
of solutions of semilinear elliptic PDE's defined outside a compact set. The relevant tools
come from spectral theory and from a combination of stochastic properties of the relevant
differential operators. Possible links between spectral and stochastic properties are
analyzed in detail
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
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