1,720,963 research outputs found
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
Lie symmetries of the black-scholes equation
No full textURL: http://sjam.selcuk.edu.tr/sjam/article/view/270In this paper symmetry expansions for Black-Scholes equation are studied. Differently then the other studies in the literature for Black-Scholes equation, we expanded the equation into a parametric form by adding a coefficient a. By using this expansion the dimension of the solution spaces is increased by one and symmetry reduction will be done with the deterministic equations in the new increased solution spaces
Elementer grup analizi yöntemleri kullanılarak Black-Scholes denkleminin çözümü üzerine
No full textBlack-scholes kısmi diferansiyel denkleminin karakteristik yapısının geri parabolik denklem olması nedeniyle implicit yöntemlerin çözüm için iyi sonuç verdiği gözlenmiştir. Bu yaklaşımlar ışığında önceki araştırmalarda Black-Scholes denkleminin Difüzyon (ısı) denklemine dönüştürüldükten sonra sonlu farklarla çözümünün hızlı ve hata payının daha düşük olduğu incelenmiştir. Bu çalışmalarda kullanılan yöntemlerin doğurduğu farklı sonuçlar nedeniyle oluşan sorunlar araştırmacıları farklı yöntemler kullanarak bu problem için yeni çözümler aramaya yöneltmiştir. Bu çalışmada, çözüm yöntemleri farklı açılardan incelenen Black-Scholes kısmi diferansiyel denklemi Elementer Grup Analizi yöntemleri kullanılarak adi diferansiyel denkleme indirgenmiş ve indirgenen bu denklemlerin çözümleri hesaplanmıştır. Lie simetrilerinin bulunmasına yönelik geliştirilen bilgisayar programları, çalışmamızda kronolojik bir sırada incelenmiş ve Mathematica programı için geliştirilen Mathlie programı ayrıntılı bir şekilde anlatılmıştır
Opsiyon problemlerinin kısmi defiransiyel denklemlerle modellenmesi ve nümerik çözümleri üzerine
No full textBu tezde Türkiyeʼde yeni kullanilmaya baslanan risk yönetimi tekniklerinden Vadeli islemler, forward, future ve swap islemleri ana hatlariyla , opsiyon problemleri ise ayrintili olarak tanitilmistir. Genel hatlariyla Opsiyonlar, Opsiyon sözlesmelerinin Degeri ve Fiyatlandirilmasina ait Black-Scholes Opsiyon Degerlenmesi Modeli üzerinde durulmustur. Amerikan Opsiyon Probleminin Nümerik Çözümü üzerine gelistirilen klasik yöntemler incelenmis olup, gelistirilmis olan metotlar kronolojik bir sirada verilmis ve çözümlere ait sonuçlar karsilastirilmis, bununla birlikte çözüme ait en iyi yöntem belirlenmeye çalisilmistir. Tezin son bölümünde ise gelistirilmis olan yöntemlere ait bilgisayar programlarinin sonuçlari karsilastirilmis ve program kodlari tezin sonuna eklenmistir
A comparative study of black-scholes equation
No full textURL: http://sjam.selcuk.edu.tr/sjam/article/view/226In this paper, we analyzed Options and Black Scholes Models for the valuing and pricing of commodities. In particular, we examined the numerical solution techniques of American Option Problems. For the comparison of the results pertaining to different methods, we used classical methods utilizing chronological order. Then we compared the results of these methods and tried to determine the most efficient method
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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