1,722,879 research outputs found

    A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices

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    Models for realized covariance matrices may suffer from the curse of dimensionality as more traditional multivariate volatility models (such as GARCH and stochastic volatility). Within the class of realized covariance models, we focus on the Wishart specification introduced by C. Gourieroux, J. Jasiak, and R. Sufana [2009. The Wishart autoregressive process of multivariate stochastic volatility. Journal of Econometrics 150, no. 2: 167–81] and analyze here the forecasting performances of the parametric restrictions discussed in M. Bonato [2009. Estimating the degrees of freedom of the realized volatilityWishart autoregressive model. Manuscript available at http://ssrn.com/abstract=1357044], which are motivated by asset features such as their economic sector and book-to-market or price-to-earnings ratios, among others. Our purpose is to verify if restricted model forecasts are statistically equivalent to full-model specification, a result that would support the use of restrictions when the problem cross-sectional dimension is large

    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

    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

    A PILOT STUDY OF BRISK WALKING IN SEDENTARY CART-TREATED PATIENTS

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    Antiretroviral treatments (ART) have dramatically reduced HIV infection mortality, transforming HIV infection into a chronic disease requiring life-long treatment. Sadly, treatment is associated with a number of metabolic, cardiovascular, osteoarticular, renal and central nervous system toxicities. Moreover, Chronic HIV infection is associated with low-level inflammation and increased risk of chronic diseases and mortality. As a result, long-term treated patients may present with increased risk of cardiovascular and cerebrovascular disease, lypodystrophy, early diabetes, kidney failure, osteoporosis and cognitive impairment. These toxicities imitate age-associated comorbidities. Indeed, long-term HIV infection and ART use appear to predispose patients to premature aging and accelerate the risk of these comorbidities. In the general population the risk of cardiovascular and metabolic conditions can be reduced by lifestyle interventions, such as dietary adjustments, exercise, smoking cessation, and by pharmacological approaches. Similar general and pharmacological measures are also indicated in HIV persons and anti-hypertensive and lipid-lowering drugs are frequently used in association with ART. Among lifestyle measures, exercise, involving both aerobic and strength training, is associated with reduction of cardiovascular events in the normal population. In older persons regular physical activity has been shown to lower overall mortality, risk of coronary heart disease, colon cancer, diabetes, obesity and of developing high blood pressure; to improve mood and relief of symptoms of depression, quality of life and functioning. In addition to prevent these morbidities, physical activity is also effective in treating cardiovascular disease, high blood pressure, high cholesterol, chronic lung disease, diabetes, obesity, and osteoarthritis. There is evidence that exercise is also useful in people with HIV infection. Although studies have differed for design (controlled vs. single arm), sample size (up to 20 subjects per group), type of activity (aerobic vs. strength vs. both), training frequency (2-3 session a week), duration (weeks-few months), most have shown, with aerobic exercise, a reduction of abdominal and total body fat, total cholesterol, triglycerides, BMI, hip circumference, and increases in HDL. In contrast, strength exercise, either alone, or in association with aerobic exercise, seems to be associated with increased fat free mass and of muscle strength. The general objective was to study the effects at 12 weeks of supervised moderate aerobic exercise (walking) with/without strength training in patients with HIV infection on chronic ART. Ultimately, we aim to validate an exercise approach to propose for prevention and treatment of ART- For this reason a pilot study enrolling cART-treated, sedentary persons with metabolic complications in a 12-week protocol, consisting of three sessions per week of 60 min brisk walking with (strength walk group) or without (walk group) 30 min circuit-training, was proposes. Assessments at baseline and week 12 (W12) included body morphometrics and total body dual-energy X-ray absorptiometry; lipid and glucose blood profile; plasma level of high sensitivity C-reactive protein (hsCRP), interleukin-6 (IL-6), D-dimer, interleukin-18 (IL-18), soluble CD14 and myostatin, and CD38 and HLA-DR expression on CD4+ and CD8+ T-cells were done. Forty-nine patients were enrolled and 35 (71%) completed the program: 21 in the walk and 14 in the strength-walk group. Median adherence to the training sessions was 67%. At W12, significant improvements were observed of body mass index, waist and hip circumference, and total and LDL cholesterol, with no change differences between training groups. Overall, significant reductions were observed in hsCRP, IL-6, D-dimer, IL-18 and myostatin level, and of CD8+/CD38+/HLA-DR+ cell frequencies. HsCRP and CD8+/CD38+/HLA-DR+ frequency decreased significantly in both training groups; IL-6 and D-dimer in the walk group only and myostatin in the strength-walk group only. Brisk walking, with or without strength exercise, can improve lipid profile and inflammatory markers in chronic HIV infection

    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

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