1,721,111 research outputs found
Bifactorial Pricing Models: Light and Shadows in Correlation Role
No full textIn modern option pricing theory many attempts have been accomplished in order to release some of the traditional assumptions of the Black and Scholes [5]
model. Distinguished in this field are models allowing for stochastic interest rates, as suggested for the first time by Merton [20]. Afterwards, many stochastic interest
rate models to evaluate the price of hybrid securities have been proposed in literature. Most of these are equilibrium pricing models whose parameters are estimated
by means of statistical procedure, requiring a considerable computational burden. The recent financial crisis and the resulting instability of relevant time series may sensibly reduce the reliability of estimated parameters necessary to such models and, consequently, the calibration of the models. In this paper we discuss an original numerical
procedure that can efficiently be adopted to the aim of pricing and the question of the correlation contribution in pricing framework. The procedure accounts
for two sources of risk (the stock price and the spot interest rate) and, by means of an empirical evaluation tries to asses the relative contribution of the correlation component.
The final target is to evaluate the “optimal” computation burden in pricing framework, given scarce dataset We show that the procedure proposed is a valuable
compromise between computational burden and calibration efficiency, mainly because it overcomes difficulties and arbitrary choices in the estimation of the parameters
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
Scale urbane: strutture, simboli e paesaggi di valorizzazione territoriale e turistica
No full textIl capitolo è sviluppato come segue: nel primo paragrafo viene passato in rassegna il valore sociale e simbolico attribuito alle scale nelle diverse culture e tradizioni, sia in ambito laico sia religioso, al fine di fornire una lettura sociologica di tali elementi. Nel successivo ci concentriamo sulle scale che arredano i contesti urbani, con l’obiettivo di dare evidenza al loro valore culturale e alla loro funzione di attrattori turistici, resa possibile anche grazie al contributo dell’arte e dell’architettura. Al fine di offrire una panoramica maggiormente completa ed esaustiva di quanto sostenuto, il lavoro si focalizza sulle tre maggiori metropoli italiane: Napoli, Roma e Milano. Passiamo in rassegna le caratteristiche principali del loro patrimonio “verticale”, con una serie di considerazioni critiche sulla presenza delle scale in queste città. Un focus specifico è dedicato poi alle esperienze turistiche rese possibili dalle scale, dal mediaturismo al trekking urbano, attività sempre più frequenti, praticate sia da cittadini sia da visitatori, che vedono nelle scale uno spazio di elezione per coniugare l’attività fisica con la fruizione del territorio. La nostra prospettiva tenterà di mettere in evidenza la natura dello spazio sociale che la scala urbana assume all’interno delle città, marcando il suo contributo alla narrazione della città e, in particolar modo, alla valorizzazione turistica. Il testo si conclude con alcune riflessioni volte ad individuare strategie orientate alla valorizzazione delle scale, in chiave sostenibile
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
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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