177,419 research outputs found
Prediction of financial downside-risk with heavy-tailed conditional distributions
No full textThe use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution illustrates their usefulness in predicting the downside risk of financial assets in the context of modeling foreign exchange-rates and demonstrates their superiority over use of normal or Student´s t GARCH models
Appropriate Similarity Measures for Author Cocitation Analysis
No full textWe 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
"Closing the R&D Gap, Evaluating the Sources of R&D Spending"
No full textBoth spending and tax policies have been implemented in the United States with the goal of stimulating private sector research and development (R&D). Karier questions whether current R&D policy, especially the research and experimentation tax credit, can contribute to closing the gap between nondefense expenditures on R&D in the United States and such expenditures in other countries, such as Japan and Germany. He also explores possible changes to our current R&D policy to make it more effective.
Katamari Kart: A serious and hilarious sub/urban game for more serendipitous, playful and friendly public art
No full textThe article presents the sub/urban game-method Katamari Kart, where people roam industrial and suburban areas collecting waste materials and progressively building a large and mobile public sculpture. This game-method departs from established concepts and practice in neighbourhood improvement as it tries to evade capital expenditure and embraces uncertainty and friction in bringing together various stakeholders, does not aim to look stylish or even be useful, decelerates daily life, promotes self-sufficiency in cultural life, and creates long-term wellbeing through play. That is, it is a degrowth approach to neighbourhood improvement. Rumen Rachev positions the Katamari Kart game-method as an expression of the ‘Kiwi way’ and discusses the role it can play in making our future neighbourhoods more serendipitous, playful and friendly, and a ref lection of the diverse people and things that reside there – all without capital expenditure or the support of the authorities. Finally, Alex Bonham, author of the book Play and the City: How to Create Places and Spaces to Help Us Thrive, discusses the Katamari Kart game-method in the context of adult play, our settler history, keeping up appearances, the Be a Tidy Kiwi campaign, play and wellbeing, and conflicting responses to frugality
Going Beyond Counting First Authors in Author Co-citation Analysis
No full textThe 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
An alternative model for multivariate stable distributions
No full textIncludes bibliographical references (leaves 52-55).As the title, "An Alternative Model for Multivariate Stable Distributions", depicts, this thesis draws from the methodology of [J36] and derives an alternative to the sub-Gaussian alpha-stable distribution as another model for multivariate stable data without using the spectral measure as a dependence structure. From our investigation, firstly, we echo that the assumption of "Gaussianity" must be rejected, as a model for, particularly, high frequency financial data based on evidence from the Johannesburg Stock Exchange (JSE). Secondly, the introduced technique adequately models bivariate return data far better than the Gaussian model. We argue that unlike the sub-Gaussian stable and the model involving a spectral measure this technique is not subject to estimation of a joint index of stability, as such it may remain a superior alternative in empirical stable distribution theory. Thirdly, we confirm that the Gaussian Value-at-Risk and Conditional Value-at-Risk measures are more optimistic and misleading while their stable counterparts are more informative and reasonable. Fourthly, our results confirm that stable distributions are more appropriate for portfolio optimization than the Gaussian framework
Letter from R. R. Zellick, Assistant Trust Officer, Anglo California National Bank of San Francisco, to Joseph R. Goodman, October 2, 1942
No full textLetter from R. R. Zellick, Assistant Trust Officer at The Anglo California National Bank of San Francisco, to Joseph R. Goodman, regarding property owned by Dave Tatsuno. Zellick mentions a dispute between current tenants and Tatsuno, and that Tatsuno has asked Goodman to help locate trustworthy tenants.Personal correspondence, organizational records, government documents, publications, and other papers created or collected by Joseph R. Goodman documenting the forced removal and incarceration of Japanese Americans during World War II, as well as organized resistance to incarceration. Included in the collection are records of the Japanese Young Men's Christian Association and the Japanese American Citizens' League in San Francisco, including papers of the Japanese YMCA's executive secretary Lincoln Kanai; Sakai family papers; Goodman's correspondence to and from Japanese American incarcerees, organizations opposing forced removal and incarceration of Japanese Americans, the War Relocation Authority, and others; publications, photographs, and ephemera from the Topaz Relocation Center, where Goodman taught high school; War Relocation Authority records and publications; and newspaper clippings, pamphlets, and reports about forced removal and incarceration created by various government, religious, and civic organizations, in California and nationwide
Dispelling the Myths Behind First-author Citation Counts
No full textWe 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
Budget projections and clinical impact of an immuno-oncology class of treatments: Experience in four EU markets
No full textBackground
Immunotherapies have revolutionized oncology, but their rapid expansion may potentially put healthcare budgets under strain. We developed an approach to reduce demand uncertainty and inform decision makers and payers of the potential health outcomes and budget impact of the anti-PD-1/PD-L1 class of immuno-oncology (IO) treatments.
Methods
We used partitioned survival modelling and budget impact analysis to estimate overall survival, progression-free survival, life years gained (LYG), and number of adverse events (AEs), comparing “worlds with and without” anti-PD-1/PD-L1s over five years. The cancer types initially included melanoma, first and second line non-small cell lung cancer (NSCLC), bladder, head and neck, renal cell carcinoma, and triple negative breast cancer [1]. Inputs were based on publicly available data, literature, and expert advice.
Results
The model [2] estimated budget and health impact of the anti-PD-1/PD-L1s and projected that between 2018−2022 the class [3] would have a manageable economic impact per year, compared to the current standard of care (SOC).
The first country adaptations showed that for that period Belgium would save around 11,100 additional life years and avoid 6,100 AEs. Slovenia - 1,470 LYGs and 870 AEs avoided; Austria - respectively 4,200, 3,000; Italy – 19,800, 6,800. For Austria, the class had a projected share of about 4.5 % of the cancer care budget and 0.4 % of the total 2020 healthcare budget. For Belgium, Slovenia, and Italy - respectively 15.1 % and 1.1 %, 12.6 %, 0.6 %, and 6.5 %, 0.5 %.
Conclusion
The Health Impact Projection (HIP) is a horizon scanning model designed to estimate the potential budget and health impact of the PD-(L)1 inhibitor class at a country level for the next five years. It provides valuable data to payers which they can use to support their reimbursement plans
Liftings for noncomplete probability spaces
No full textThe current state of knowledge concerning liftings for noncomplete probability spaces is discussed. This is a somewhat expanded version of the author's talk given at the 1991 Summer Conference on General Topology and Applications in Honor of Mary Ellen Rudin and Her Work.PT: S; CR: BURKE MR, IN PRESS P AM MATH S BURKE MR, 1991, ISRAEL J MATH, V73, P33 BURKE MR, 1992, ISRAEL J MATH, V79, P289 CARLSON T, THEOREM LIFTING CHRISTENSEN JPR, 1974, TOPOLOGY BOREL STRUC FREMLIN DH, 1989, HDB BOOLEAN ALGEBRAS, P877 INOESCUTULCEA A, 1966, 5TH P BERK S MATH ST, V2 IONESCUTULCEA A, 1967, CONTRIBUTIONS PROB 1, P63 IONESCUTULCEA A, 1969, TOPICS THEORY LIFTIN JECH TJ, 1978, SET THEORY JOHNSON RA, 1980, P AM MATH SOC, V80, P234 JUST W, IN PRESS T AM MATH S KUPKA J, 1983, INDIANA U MATH J, V32, P717 LOSERT V, 1983, LNM, V1080, P95 MAHARAM D, 1958, P AM MATH SOC, V9, P987 SHELAH S, 1983, ISRAEL J MATH, V45, P90 TALAGRAND M, 1982, P AM MATH SOC, V84, P379 VONNEUMANN J, 1931, CRELLES J MATH, V165, P109; NR: 18; TC: 0; J9: ANN N Y ACAD SCI; PG: 4; GA: BZ86BSource type: Electronic(1
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