1,720,995 research outputs found
Il monastero di S. Cristina della Fondazza
No full textRaccolta di contributi che costituiscono l'edizione di scavo, con i relativi approfondimenti storico-archeologici, di un settore territoriale ubicato nel suburbio orientale di Bologna, entro cui si colloca anche un importante complesso monastico. La documentazione pubblicata copre un arco cronologico compreso tra la prima età del Ferro, il periodo romano e il tardo medioevo
La rocca imperiale di Bologna. Archeologia romana del sito, Assetto urbano, Documenti medievali
No full textAnalisi diacronica e interdisciplinare di un settore centrale della città nelle sue valenze storiche e nei suoi sviluppi urbanistici, topografici e architettonic
3rd Special issue on matrix computations and statistics
No full textPreface to special issue "Matrix Computations and Statistics" edited by the J. Barlow, L. Elden and P. Foschi of the journal Computational Statistics and Data Analysi
Option pricing with Levy-stable returns: an empirical investigation
No full textThe empirical performances of assuming a Levy-stable distribution for modeling the dynamics of assets is investigated in the context
of option pricing. The Levy-stable settings has the advantage of allowing for extreme events, which are not captured by standard
gaussian models. The performances of these models are tested by calibrating their parameters cross sections of option prices. A
comparison with Black and Scholes, Dupire’s local volatility and Heston’s stochastic volatility models is also given
Time changes and option pricing: non parametric estimation of the stochastic clock
No full textThe representation property of any semi-martingale as a Brownian motion subordinated by a possibly correlated stochastic clock is used to model the risk-neutral measure of asset prices.
A procedure for the non-parametric calibration of the density of the stochastic clock using cross section of market prices is proposed. The approach maps the set of market option prices contained in bid/ask intervals to a set of compatible probability measures. In contrast to other estimation approaches that derive only one density, the proposed method derives a set containing all the measures that are compatible with the observed option prices
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
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