1,720,963 research outputs found
Volatility extraction using the Kalman filter
Full text linkThis paper focuses on the extraction of volatility of financial returns. The volatility process is modeled as a superposition of two autoregressive processes which represent the more persistent factor and the quickly mean-reverting factor. As the volatility is not observable, the logarithm of the daily high-low range is employed as its proxy. The estimation of parameters and volatility extraction are performed using a modified version of the Kalman filter which takes into account the finite sample distribution of the proxy
A Czech Pilot for EOSC
No full textNational Catalogue of Repositories (NKR) is a cross-disciplinary tool providing a sustainable framework for the registration, discovery, and long-term management of structured, machine-readable information about data repositories in the Czech Republic. By documenting repositories’ FAIR implementation plans, metadata schemas and application profiles, and controlled vocabularies, the NKR improves metadata quality, facilitates reuse, and enables interoperability across domains. The NKR is built on Cordra, open-source software for managing digital objects, each identified by a persistent Handle identifier. Cordra is also the backbone of the EOSC Data Type Registry developed in the FAIR4EOSC project, ensuring tight alignment with EOSC Core Components. Moreover, metadata schemas and application profiles from NKR will be programmatically registered in the Metadata Schema and Crosswalk Registry developed by FAIRCORE4EOSC, enabling consistent discovery and reuse across the EOSC Federation. Currently in a pilot phase, NKR will empower Czech research communities to share and align practices, while also feeding into the EOSC EU Node to support cross-disciplinary discovery at the European scale. By making information on repositories, schemas, and vocabularies openly available and reusable, NKR demonstrates how national efforts can be integrated into the EOSC Federation, with further development planned to extend coverage and functionality
National Catalogue of Repositories and Controlled Vocabularies
No full textThis presentation introduces the National Catalogue of Repositories as a unified, structured place for information about research data repositories from the National Repository Platform and describes its architecture and components
Výsledky dotazníkového šetření Požadavky na NKR ze strany VaVaI komunity (zastoupené komunitou data stewardů)
No full textCílem dotazníkového šetření „Požadavky na Národní katalog repozitářů ze strany VaVaI komunity“ bylo shromáždit názory data stewardů na požadované funkcionality nově připravovaného Národního katalogu repozitářů (klíčová aktivita KA3 projektu CARDS). Dotazník byl k dispozici na https://survey.eosc.cz/pozadavky-NKR v období od 5.5.2025 do 18.5.2025 a byl šířen prostřednictvím discordové skupiny data stewardů o cca 320 členech. Bylo získáno 28 alespoň částečně vyplněných odpovědí. Výsledky šetření byly zapracovány do metadatového schématu pro popis repozitářů, který bude implementován v Národním katalogu repozitářů (NKR). Anonymizovaná data z tohoto průzkumu ve formátu xlsx jsou přílohou této analýzy
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
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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