1,721,024 research outputs found
Time-Fractional Derivatives in Relaxation Processes: A Tutorial Survey
Full text link2000 Mathematics Subject Classification: 26A33, 33E12, 33C60, 44A10,
45K05, 74D05,The aim of this tutorial survey is to revisit the basic theory of relaxation
processes governed by linear differential equations of fractional order. The
fractional derivatives are intended both in the Rieamann-Liouville sense
and in the Caputo sense. After giving a necessary outline of the classica
theory of linear viscoelasticity, we contrast these two types of fractiona
derivatives in their ability to take into account initial conditions in the
constitutive equations of fractional order. We also provide historical notes
on the origins of the Caputo derivative and on the use of fractional calculus
in viscoelasticity
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
Fractional calculus and continuous-time finance
No full textIn this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the L\'evy scaling form, follow as particular cases of the theory. The theory fully takes into account the non-Markovian and non-local character of financial time series. Predictions on the long-time behaviour of the waiting-time probability density are presented. Finally, a general scaling form is given, based on the solution of the fractional diffusion equation
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
Anomalous waiting times in high-frequency financial data
No full textIn high-frequency financial data not only returns, but also waiting times
between consecutive trades are random variables. Therefore, it is possible
to apply continuous-time random walks (CTRWs) as phenomenological
models of the high-frequency price dynamics. An empirical analysis
performed on the 30 DJIA stocks shows that the waiting-time survival
probability for high-frequency data is non-exponential. This fact imposes
constraints on agent-based models of financial markets
- …
