1,720,974 research outputs found
Learning Bermudans
No full textAmerican-type financial instruments are often priced with specific Monte Carlo techniques whose efficiency critically depends on the dimensionality of the problem and the available computational power. Our work proposes a novel approach for pricing Bermudan swaptions, well-known interest rate derivatives, using supervised learning algorithms. In particular, we link the price of a Bermudan swaption to its natural hedges, which include the underlying European swaptions, and other relevant financial quantities through supervised learning non-parametric regressions. We explore several algorithms, ranging from linear models to decision tree-based models and neural networks and compare their predictive performances. Our results indicate that all supervised learning algorithms are reliable and fast, with ridge regressor, neural networks, and gradient-boosted regression trees performing the best for the pricing problem. Furthermore, using feature importance techniques, we identify the most important driving factors of a Bermudan swaption price, confirming that the maximum underlying European swaption value is the dominant feature
Attività Natural Killer nei linfociti di sangue periferico in lavoratori esposti a differenti livelli di campi elettromagnetici a bassa frequenza (ELF)
No full textValutazione della genotossicità dei campi magnetici a frequenza estremamente bassa (ELF- MF) in lavoratori esposti per ragioni professionali
No full textWhether or not ELF-MF has genotoxic potential is a controversial issue. In the present study, we investigated the genotoxic effect using cytogenetic assays (CA - SCE - MN), in 109 workers exposed to ELF-MF. The mean value of occupational exposure in the whole group was 0.35 μT. According to the exposure level the workers were stratified in two different groups: low exposed (n. 39, TWA ≤ 0.2 μT) and higher exposed (n. 70; TWA > 0.2 μT): the groups did not significantly differ for the examined variables. Due to these results we decided to re-evaluate the effect only considering the highest exposed workers: we selected 31 workers exposed to TWA levels exceeding 1 μT, and compared vs. the low exposed subjects: again, the difference in the groups examined were not significant. At multivariate regression analysis was also applied: no correlation was observed with cytogenetic biomarkers. The results of this study does not support the hypothesis of any direct genotoxic effect of ELF-MF, at least at the environmental levels currently found in an occupational settings
Personal exposure to elf magnetic fields in various Occupational activities in Italy Book of abstracts of Ebea 2007: 8th international congress of the European Bioelectromagnetics Association
No full textPersonal exposure to elf magnetic fields in various Occupational activities in Ital
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
Effects of occupational exposure to extremely low frequency – magnetic fields on immune system
No full textAppropriate 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
- …
