1,721,000 research outputs found
Nested Archimedean Copulas Meet R: The nacopula Package
Get PDFThe package nacopula provides procedures for constructing nested Archimedean copulas in any dimensions and with any kind of nesting structure, generating vectors of random variates from the constructed objects, computing function values and probabilities of falling into hypercubes, as well as evaluation of characteristics such as Kendall's tau and the tail-dependence coefficients. As by-products, algorithms for various distributions, including exponentially tilted stable and Sibuya distributions, are implemented. Detailed examples are given.
Scientific Presentations with L A T E X
No full textAbstract In this article, we show how scientific presentations can be created based on the KOMA -Script document class scrartcl. The main advantage of the suggested approach is that the presentation slides allow for easy copyand-paste of content from other L A T E X documents such as research papers or handouts. Therefore, presentations slides are quickly generated, without the author having to learn how to use other L A T E X presentation packages. Additionally, in contrast to the rather overused templates of the more common presentation packages, the slides can be individually created and thus tailored to the topic of the presentation
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe 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
Assessing ChatGPT’s Proficiency in Quantitative Risk Management
No full textThe purpose and novelty of this article is to investigate the extent to which artificial intelligence chatbot ChatGPT can grasp concepts from quantitative risk management. To this end, we enter a scholarly discussion with ChatGPT in the form of questions and answers, and analyze the responses. The questions are classics from undergraduate and graduate courses on quantitative risk management, and address risk in general, risk measures, time series, extremes and dependence. As a result, the non-technical aspects of risk (such as explanations of various types of financial risk, the driving factors underlying the financial crisis of 2007 to 2009, or a basic introduction to the Basel Framework) are well understood by ChatGPT. More technical aspects (such as mathematical facts), however, are often inaccurate or wrong, partly in rather subtle ways not obvious without expert knowledge, which we point out. The article concludes by providing guidance on the types of applications for which consulting ChatGPT can be useful in order to enhance one’s own knowledge of quantitative risk management (e.g., using ChatGPT as an educational tool to test one’s own understanding of an already grasped concept, or using ChatGPT as a practical tool for identifying risks just not on one’s own radar), and points out those applications for which the current version of ChatGPT should not be invoked (e.g., for learning mathematical concepts, or for learning entirely new concepts for which one has no basis of comparison to assess ChatGPT’s capabilities)
Variations on the Author
Get PDF“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
Get PDFWe 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
Get PDFWe 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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