1,720,959 research outputs found
Information measure for long-range correlated time series: Quantifying horizon dependence in financial markets
No full textMarket dynamics is quantified via the cluster entropy S(τ,n)=∑jPj(τ,n)logPj(τ,n), an information measure with Pjτ,n the probability for the clusters, defined by the intersection between the price series and its moving average with window n, to occur with duration τ. The cluster entropy S(τ,n) is estimated over a broad range of temporal horizons M, for raw and sampled highest-frequency data of US markets. A systematic dependence of S(τ,n) on M emerges in agreement with price dynamics and correlation involving short and long range horizon dependence over multiple temporal scales. A comparison with the price dynamics based on Kullback–Leibler entropy simulations with different representative agent models is also reported
Inferring multi-period optimal portfolios via detrending moving average cluster entropy
No full textDespite half a century of research, there is still no general agreement about the optimal approach to build a robust multi-period portfolio. We address this question by proposing the detrended cluster entropy approach to estimate the weights of a portfolio of high-frequency market indices. The information measure gathered from the markets produces reliable estimates of the weights at varying temporal horizons. The portfolio exhibits a high level of diversity, robustness and stability as not affected by the drawbacks of traditional mean-variance approaches
Atlas of urban scaling laws
Full text linkAccurate estimates of the urban fractal dimension Df are obtained by implementing the detrended moving average algorithm on high-resolution multi-spectral satellite images from the WorldView2 (WV2) database covering the largest European cities. Fractal dimension Df varies between 1.65 and 1.90 with high values for highly urbanised urban sectors and low ones for suburban and peripheral ones. Based on recently proposed models, the values of the fractal dimension Df are checked against the exponents βs and βi of the scaling law Y ∼ N^β, respectively for socio-economic and infrastructural variables Y, with N the population size. The exponents βs and βi are traditionally derived as if cities were zero-dimensional objects, with the relevant feature Y related to a single homogeneous population value N, thus neglecting the microscopic heterogeneity of the urban structure. Our findings go beyond this limit. High sensitive and repeatable satellite records yield robust local estimates of the urban scaling exponents. Furthermore, the work discusses how to discriminate among different scaling theories, shedding light on the debated issue of scaling phenomena contradictory perspectives and pave paths to a more systematic adoption of the complex system science methods to urban landscape analysis
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
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
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