1,720,985 research outputs found
Boundary Elements and other mesh reduction methods for Finance, Economics, Probability and Statistics
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Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB® Code)
No full textThis paper aims to illustrate how SABO (Semi-Analytical method for Barrier Option pricing) is easily applicable for pricing floating strike Asian barrier options with a continuous geometric average. Recently, this method has been applied in the Black–Scholes framework to European vanilla barrier options with constant and time-dependent parameters or barriers and to geometric Asian barrier options with a fixed strike price. The greater efficiency of SABO with respect to classical finite difference methods is clearly evident in numerical simulations. For the first time, a user-friendly MATLAB® code is made available here
Multidimensional Scaling in Cluster Analysis: examples in Science and Mathematics Education
No full textSeveral researches in STEM education research highlight the advantages of an inte- grated approach to these disciplines that relates knowledge and know-how, design and implementation, theoretical and practical problems [5, 4, 6]. In some researches, the effectiveness of these approaches on students conceptual understanding and motivation and has been studied through the use of quantitative analysis tools such as cluster analysis
(CLA) [1, 7]. Through CLA it is possible to characterize students analyzing the strategies they deploy to tackle, for example, questionnaires built so as to investigate the lines of reasoning implemented by them when they are proposed with problematic situations. In particular, it is possible to characterize the students in terms of a limited number, m, of typical ways of answering the questionnaire questions [2]. Each student is therefore identified by a binary vector (each component can be 1 or 0) with m dimensions. Cluster Analysis techniques allow students to be grouped into homogeneous groups based on com- mon characteristics and the representation of these groups is ideally referred to an m-sized space. However, for reasons of simplicity and clarity, it is often preferred to perform the representation of groups in three or two dimensional spaces. One of the techniques used for this purpose is Multidimensional Scaling [3] (MDS). It allows the researcher to move from the m-sized space to a space with a smaller number of dimensions that is a function of the initial m-dimensional representation, preserving the global distances between the group elements. However, the application of the MDS methodologies depends strongly on the typology of the initial data and a non-thorough knowledge of the mathematical details at their base can lead to obtaining results that are not reliable and / or of little significance. In this paper we will study a MDS methodology based on Principal Component Analysis, with particular reference to a set of binary data, highlighting how the results obtained through this methodology can be reliable and significant for the researcher in education
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
RESTRICTION MATRICES FOR EXPLOITING SYMMETRY IN 3D WAVE PROPAGATION ANALYSIS BY ENERGETIC BEM
No full textA lot of physical and engineering problems often deal with structures which have
various geometrical symmetries. If the discretization of such problems is suitably adapted to respect
symmetry properties, one can save computational costs and memory storage reducing the
original problem to a family of smaller ones and obtaining the global solution from the superposition
of the partial results. Here, we apply a technique for taking into account equivariance
properties in the numerical treatment of space-time BIEs related to 3D wave propagation problems
which are invariant under a finite group G of congruences of R3. This technique is based
upon suitable restriction matrices strictly related to a system of unitary, irreducible, pairwise
not-equivalent matrix representations of G. These restriction matrices will be applied in the
framework of 3D energetic Galerkin boundary element method (BEM), where the discretization
matrices have a block lower triangular Toeplitz structure, and the diagonal block, to be
inverted at each time step, is typically dense. Numerical results will be shown to demonstrate
the effectiveness of the proposed technique
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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