1,720,970 research outputs found

    On the Esscher Transforms and Other Equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps

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    We compute and then discuss the Esscher martingale transform for exponential processes, the Esscher martingale transform for linear processes, the minimal martingale measure, the class of structure preserving martingale measures, and the minimum entropy martingale measure for stochastic volatility models of the Ornstein–Uhlenbeck type as introduced by Barndorff-Nielsen and Shephard. We show that in the model with leverage, with jumps both in the volatility and in the returns, all those measures are different, whereas in the model without leverage, with jumps in the volatility only and a continuous return process, several measures coincide, some simplifications can be made and the results are more explicit. We illustrate our results with parametric examples used in the literature

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    The 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

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    “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

    Structural and mechanistic studies of arylalkylhydrazine inhibition of human monoamine oxidases A and B.

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    The structure and mechanism of human monoamine oxidase B (MAO B) inhibition by hydrazines are investigated and compared with data on human monoamine oxidase A (MAO A). The inhibition properties of phenylethylhydrazine, benzylhydrazine, and phenylhydrazine are compared for both enzymes. Benzylhydrazine is bound more tightly to MAO B than to MAO A, and phenylhydrazine is bound weakly by either enzyme. Phenylethylhydrazine stoichiometrically reduces the covalent FAD moieties of MAO A and of MAO B. Molecular oxygen is required for the inhibition reactions, and the level of O2 consumption for phenylethylhydrazine is 6-7-fold higher with either MAO A or MAO B than for the corresponding reactions with benzylhydrazine or phenylhydrazine. Mass spectral analysis of either inhibited enzyme shows the major product is a single covalent addition of the hydrazine arylalkyl group, although lower levels of dialkylated species are detected. Absorption and mass spectral data of the inhibited enzymes show that the FAD is the major site of alkylation. The three-dimensional (2.3 A) structures of phenylethylhydrazine- and benzylhydrazine-inhibited MAO B show that alkylation occurs at the N(5) position on the re face of the covalent flavin with loss of the hydrazyl nitrogens. A mechanistic scheme is proposed to account for these data, which involves enzyme-catalyzed conversion of the hydrazine to the diazene. From literature data on the reactivities of diazenes, O2 then reacts with the bound diazene to form an alkyl radical, N2 and superoxide anion. The bound arylalkyl radical reacts with the N(5) of the flavin, while the dissociated diazene reacts nonspecifically with the enzyme through arylalkylradicals

    Appropriate Similarity Measures for Author Cocitation Analysis

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    We 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

    Demonstration of Isoleucine 199 as a Structural Determinant for the Selective Inhibition of Human Monoamine Oxidase B by Specific Reversible Inhibitors

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    Several reversible inhibitors selective for human monoamine oxidase B (MAO B) that do not inhibit MAO A have been described in the literature. The following compounds: 8-(3-chlorostyryl)caffeine, 1,4-diphenyl-2-butene, and trans,trans-farnesol are shown to inhibit competitively human, horse, rat, and mouse MAO B with K(i) values in the low micromolar range but are without effect on either bovine or sheep MAO B or human MAO A. In contrast, the reversible competitive inhibitor isatin binds to all known MAO B and MAO A with similar affinities. Sequence alignments and the crystal structures of human MAO B in complex with 1,4-diphenyl-2-butene or with trans,trans-farnesol provide molecular insights into these specificities. These inhibitors span the substrate and entrance cavities with the side chain of Ile-199 rotated out of its normal conformation suggesting that Ile-199 is gating the substrate cavity. Ile-199 is conserved in all known MAO B sequences except bovine MAO B, which has Phe in this position (the sequence of sheep MAO B is unknown). Phe is conserved in the analogous position in MAO A sequences. The human MAO B I199F mutant protein of MAO B binds to isatin (K(i) = 3 microM) but not to the three inhibitors listed above. The crystal structure of this mutant demonstrates that the side chain of Phe-199 interferes with the binding of those compounds. This suggests that the Ile-199 "gate" is a determinant for the specificity of these MAO B inhibitors and provides a molecular basis for the development of MAO B-specific reversible inhibitors without interference with MAO A function in neurotransmitter metabolism

    Dispelling the Myths Behind First-author Citation Counts

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    We 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

    Author Index

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    koamabayili/VECTRON-author-checklist: VECTRON author checklist

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    We 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
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