1,720,978 research outputs found
Stock Shocks Modelling and Forecasting
No full textStock shocks are abrupt changes in a stock price time series. Major shocks, such as the 1929 Big Crash and, more recently, the subprime mortgage crisis, have greatly influenced the world economy in the last centuries. Nevertheless, shocks of minor intensity are frequent events that often go unnoticed but whose prediction can significantly help an investor to protect their investments. In this paper, we provide a formal definition of stock shocks and use limit order-book data to implement an algorithm to forecast stock shocks. The proposed algorithm is built upon a formal mathematical model approximating stock prices and return distributions with fat-tailed Lévy-stable models. A preliminary study of different machine-learning approaches allowed us to design an algorithm based on Random Forest, hierarchical clustering, and Bayesian optimization that outperforms other machine-learning methods that exhibit tunable and higher Precision and Recall values
Marker-Controlled Watershed-Based Segmentation of Multiresolution Remote Sensing Images
No full textA new technique for the segmentation of single- and multiresolution (MR) remote sensing images is proposed. To guarantee the preservation of details at fine scales, edge-based watershed is used, with automatically generated markers that help in limiting oversegmentation. For MR images, the panchromatic and multispectral components are processed independently, extracting both the edge maps and the morphological and spectral markers that are eventually fused at the highest resolution, thus avoiding any information loss induced by pansharpening. Numerical results on object layer extraction and simple classification tasks prove the proposed techniques to provide accurate segmentation maps, which preserve fine details and, contrary to state-of-the-art products, can single out objects equally well at very different scales
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
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe 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
Low-cost smartphone-based speed surveying methods in proximity to traffic calming devices
Full text linkThe study is aimed at investigating the effectiveness of two smartphone applications for surveying speeds of moving objects. These applications are used for urban speed measurements. Once the most reliable application was selected among the available ones, its outputs were calibrated by using the speed from the GPS system mounted on the test vehicle as a benchmark. Thereafter, an experimental test was conducted for monitoring the influence of a raised crossing on the vehicle speed in the urban environment, by using the selected smartphone application
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