1,720,957 research outputs found
Option Engine: A Grid-Enabled Software Package to Evaluate Financial Options
No full textHPC wire, Sep. 17, 2009,
http://www.hpcwire.com/features/Option-Engine-A-Grid-enabled-Software-Package-to-Evaluate-financial-Options-59669252.htm
Multifactor Risk Attribution Applied to Systemic, Climate and Geopolitical Tail Risks for the Eurozone Banking Sector
Full text linkThe aim of this work is to introduce an innovative methodology for performing risk attribution within a multifactor risk framework. We applied this analysis to the assessment of systemic, climate, and geopolitical risks relative to a representative sample of Eurozone banks between 2011 and 2022. Comparing the results to the output of a bivariate approach, we found that contemporaneous tail crises generate combined equity losses exceeding partial analysis estimates. We then attributed the combined risk to each factor and to the effect of their interaction by employing our proposed frequency-based approach. For our computations, we used multivariate GARCH, Monte Carlo simulations, and a suite of Eurozone-specific factors. Our results show that total combined risk is on average 18% higher than traditional systemic risk estimates, that climate risk more than doubled in our period of analysis, and that geopolitical risk surged to over 5% of total combined risk. Our climate risk estimate is in line with the results of the 2022 European Central Bank climate stress test, and our geopolitical risk measure shows a positive correlation with the GPRD and Threats index
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators
No full textAssuming a high education level associated with a high probability of job occupancy and greater income, comparative exercises analyzing academic performances and socioeconomic dynamics at regional, country, or supra-national scales have intensified in recent years. As far as tertiary education is concerned, a great disparity in academic performance was characteristic of OECD countries. While adults 25-34 years old were attaining tertiary degrees more frequently than adults 55-64 years old, adults 30-34 years old with at least one tertiary-educated parent were more likely to attain a tertiary degree than individuals from families whose parents have attended secondary-or at least primary-education. 'Mobility' and 'opportunities' are two dimensions of sustainable education systems that deserve further investigation when assessing disparities in academic performances as a possible source of unsustainable development and social polarizations. 'Mobility' refers to the probability of achieving tertiary education for children coming from families with a different-i.e., lower (e.g., secondary or primary)-level of education. 'Opportunities' refers to the probability for a child to attain tertiary education, regardless of the education level achieved by the parents. The present study proposes a quantitative assessment of both dimensions through an original approach and novel statistical measures ranking OECD countries. A comparison of individual rankings of 'mobility' and 'opportunities' reveals counterintuitive results in some cases. To overcome this issue, our study introduces aggregate methods combining the two measures with the aim of developing a bivariate ranking that accounts for both dimensions simultaneously and delineates a more complete evolution of academic performance divides in advanced economies
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
- …
