1,721,393 research outputs found
Liang chao fu da shi song jin gang jing 梁 朝 傅 大 士 頌 金 剛 經.
No full textNumérisation effectuée à partir d'un document original.Préface précédée du titre : Liang chao fu da shi song xin gang jing xu 序, cette copie inachevée contient les dhāraṇī (zhen yan 眞 言) et les invocations (qi qing 啓 請). La copie s'arrête sur une phrase fautive (col. 19). Variantes et omissions par rapport à T . 2732, vol. 85, p. 1. a-b 2 et b 12-14. Assez bonne écr., quelques car. légèrement effacés par l'usure. 19 col. en tout, 7 col. par page, 26 à 28 car. par col. entièrement inscrite. Notes en petits car. sur col. dédoublées (col. 17 et 18) et sur col. simple (col. 19). Marges sup. 1,5 à 2 cm, inf. 2,2 à 2,4 cm (verso : 1,9 à 2,1 cm). Réglure
Derrida\u27s Deconstruction and the Rhetoric of Proper Genres in Leonardo and Lessing
Full text linkIn his paper, Derrida\u27s Deconstruction and the Rhetoric of Proper Genres in Leonardo and Lessing, Shun-liang Chao draws on Derrida\u27s discourse of logocentrism to illuminate the exorbitant threads of metaphysical thought in Leonardo\u27s and Lessing\u27s texts on the comparison of poetry and painting. Both Leonardo and Lessing seek to subordinate one of the two sister arts to the other by constructing, respectively, the first, fixed principle of the proper genre and by drawing rigid borders between what is proper and what is improper. Leonardo privileges painting over poetry owing to the power of visiblity; on the other hand, Lessing subordinates painting to poetry since the former frustrates vision and thus allows the free play of the imagination. In so doing, however, they both push their metaphysical arguments into an aporia and as such, that which is proper and decidable turns out to be improper and undecidable
Price reversal and heterogeneous belief
No full textWe consider that due to the average belief of investors on a stock changing from bullish (bearish) to bearish (bullish) during an entire reversal process, it is a special characteristic that investors’ beliefs are more heterogeneous during the belief-adjusted period. Therefore, high heterogeneous belief is helpful to capture accurately stock price reversals and lead to stronger short-term reversal effects. We examine the role of the investor heterogeneous belief (HB) on the standard reversal (RVS). Our empirical evidence in the Chinese stock market shows that higher HB results in lower (higher) future returns for past winners (losers); in particular, extremely low HB indicates the absence of subsequent reversal for past winners. Furthermore, we define a new reversal measure of NewRVS and show that NewRVS outperforms RVS. Our regression results confirm that: (1) NewRVS has a stronger impact on future returns than RVS; (2) low HB is related to the absence of reversal or a weak reversal; (2) high HB amplifies the reversal effect.</p
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
Climate policy uncertainty and world renewable energy index volatility forecasting
No full textSince the signing of the Paris Agreement in 2015, the global energy structure has undergone unprecedented adjustment, and renewable energy has ushered in a new period of development opportunities. From the perspective of energy stability and sustainable development, this paper uses the generalized autoregression-conditional heteroscedasticity mixed data sampling model (GARCH-MIDAS) to explore the predictive power of climate policy uncertainty (CPU) on the index volatility of renewable energy. At the same time, eight uncertainty indices, including the economic policy uncertainty index and geopolitical risk index variable, are introduced to discuss the impact on the volatility of renewable energy. Furthermore, the out-of-sample prediction accuracy of each model is tested by the out-of-sample R
OS
2, Model Confidence Set (MCS), direction-of-change (DoC) and other evaluation methods. Climate policy exhibits a superior ability to predict renewable energy volatility, offers a new perspective for the accurate prediction of renewable energy volatility, and provides a reliable guarantee for the sustainable development of the energy market and financial market.
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A new momentum measurement in the Chinese stock market
No full textLiterature shows that the traditional momentum effect is absent in China, and our evidence also confirms this. However, considering the information of short-term investors' consistent beliefs in price movements, we can capture a significant momentum effect. The short-term information horizon for reflecting the investor belief is relative to the longer information horizon of asset past performance in capturing basic momentum. By constructing an indicator of CB to reflect investors' short-term consistent belief in price movements, we develop a new momentum indicator, CBMOM, as the product of short-term CB and long-run past returns. Based on the data from January 2000 to December 2020 in China, our results show that CBMOM has an advantage of capturing the momentum effect over the past-return measure. In particular, the momentum strategy based on CBMOM with the one-month CB and the one-year past return has the strongest profit. Furthermore, we examine the nonlinear impact of the synergy between CB and the one-year past return on stock returns. Specifically, the one-year past return has a greater positive impact as the cross-sectional CB level increases, but the significance is strong only for the highest-level CB
Strategy-based decision making of a soccer robot system using a real-time self-organizing fuzzy decision tree
No full textIn a soccer robot game, the environment is highly competitive and dynamic. In order to work in the dynamically changing
environment, the decision-making system ofa soccer robot system should have the features of-exibility and on-line adaptation.
This paper proposed a strategy-based decision-making system for a soccer robot system. The decision system is based on
the proposed self-organizing fuzzy decision tree (SOFDT). Due to event-driven strategies, the proposed decision-making
system has the advantage of-exibility. The proposed SOFDT possesses simple, apparent, and fast generation=reasoning
processes. The resultant system is a self-organizing strategy-based decision-making system. According to decision results,
SOFDT can on-line modify its parameters and structure for achieving better adaptability and improvement. The performance
ofthe proposed systems was veri3ed by applying them to the simulation and experiment of3-to-3 robot soccer games. The
results are satisfactory
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