1,720,954 research outputs found
A Model of Investment Trend Functions: Principal Component Analysis
Full text linkThe applications of matrix method with stochastic terms were established in modeling share prices through quadratic and seasonal trend functions. In particular, the methods of rate of change were adopted to assess the value of share prices on two trend functions. From the results, Mean Squared Error (MSE) was used as a criterion for selection, based on this trend functions: the results show that the Seasonal trend function overtook Quadratic trend. More so, this study also applies Principal Component Analysis (PCA) to analyze the share prices of Access Bank, Fidelity and Merged Bank. The results show that the first principal component explains 81.5% of the variance in the data, indicating a high degree of correlation between the share prices of the three banks. The study provides insight into the relationships between the share prices of the three banks and identifies the underlying factors driving the variance in the data
ANALYSIS OF OPTION PRICING MECHANISMS IN FINANCIAL MARKETS USING THE BLACK-SCHOLES MODEL AND SNEDECOR’S F-DISTRIBUTION
Full text linkThe success of any investment largely depends on the valuation of options, which plays a pivotal role in shaping the financial strategies of investors. The Black-Scholes (B-S) equation remains a foundational mathematical tool for estimating stock option prices. This study examines the Black-Scholes model for European call options alongside Snedecor’s F-distribution to evaluate option pricing on the share prices of Fidelity and Access Banks. Closed-form solutions for call option prices were obtained for two distinct expiration dates. The variation in call option prices between these dates provides valuable insights into the market's expectations regarding future movements of the underlying securities.
Additionally, hypothesis testing was conducted and accepted for both banks, revealing statistically significant differences in the variances of call option prices across expiration dates. The analysis yielded variances of 0.8954 for Fidelity Bank and 0.9746 for Access Bank, indicating that higher variance implies greater potential for price fluctuation over time. Hence, Fidelity Bank, with the lower variance, offers better precision for informed investment decisions.
Furthermore, a theoretical proposition was formulated and validated to analyze prospective price changes and support strategic decision-making. The study also considered the means and standard deviations of projected future prices, offering practical implications for understanding investment returns within capital markets
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
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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