1,720,998 research outputs found
Comparing unconstrained parametrization methods for return covariance matrix prediction
Full text linkForecasting covariance matrices is a difficult task in many research fields since the predicted matrices should be at least positive semidefinite. This problem can be overcome by including constraints in the predictive model or through a parametrization of the matrices to be predicted. In this paper, we focus on the latter approach in a financial application and analyse four parametrizations of the covariance matrices of asset returns. The aim of the manuscript is to understand if the parametrizations of the covariance matrices exhibit differences in terms of predictive accuracy. To this end, we critically analyse their predictive performance through both a Monte Carlo simulation and an empirical application with daily and weekly realized covariance matrices of stock assets. Our findings highlight that the Cholesky decomposition and the parametrization recently introduced by Archakov and Hansen are the overall best-performing methods in terms of forecasting accuracy
A time varying parameter regression model to investigate the relationship between intensive care occupancies and confirmed COVID-19 deaths in European NUTS-2 Regions
No full textAnalysing spatiotemporal patterns of Covid-19 confirmed deaths at the NUTS-2 regional level
Full text linkDuring the ongoing Covid-19 pandemic, understanding the spatiotemporal patterns of the virus is crucial for policymakers to intervene promptly. The relevance of spatial proximity in the spread of the pandemic necessitates adequate tools, and noisy data must be properly treated. This study proposes obtaining clusters of European regions using smoothed curves of daily deaths from March 2020-March 2022. A functional representation of the curves
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
SPECIAL OPTICAL FIBRES EMBEDDED IN NI SUPERALLOY DEVICES AS MONITORING SYSTEMS
No full textThe most interesting metallic materials for high temperature applications are Nickel base superalloys and intermetallics. The possibility for implementing "health monitoring"for devices made of such materials represents a very attractive challenge. Such devices, operating up to temperatures of about 1000 °C include turbine blades
both statorand rotor blades, jet engine components,
hypersonic aircraft structural parts
etc.. An embedded optical fiber should constitute a sensing element for systems which are able to detect possible damages. In this preliminary work a casting technique for embedding sapphire fibers into a Ni alloy and several methods to assure the fiber survival during the embedding process have been tested. Analyses ofthe fiber/matrix interface and light-transmission testshave been performed on the embedded fibers
with promising results
A proposal for using embedded sensors for health monitoring in thermal protection systems
No full textAppropriate 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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