1,721,001 research outputs found
The Bernoulli structure of discrete distributions
Full text linkAny discrete distribution with support on {0, ..., d} can be constructed as the distribution of sums of Bernoulli variables. We prove that the class of d-dimensional Bernoulli variables X = (X1, ..., Xd) whose sums ∑di=1 Xi have the same distribution p is a convex polytope P(p) and we analytically find its extremal points. Our main result is to prove that the Hausdorff measure of the polytopes P(p), p ∈ Dd, is a continuous function l(p) over Dd and it is the density of a finite measure μs on Dd that is Hausdorff absolutely continuous. We also prove that the measure μs normalized over the simplex Dd belongs to the class of Dirichlet distributions. We observe that the symmetric binomial distribution is the mean of the Dirichlet distribution on Dd and that when d increases it converges to the mode
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing
Full text linkModel risk in credit risk
Full text linkWe provide sharp analytical upper and lower bounds for value-at-risk (VaR) and sharp bounds for expected shortfall (ES) of portfolios of any dimension subject to default risk. To do so, the main methodological contribution of the paper consists in analytically finding the convex hull generators for the class of exchangeable Bernoulli variables with given mean and for the class of exchangeable Bernoulli variables with given mean and correlation in any dimension. Using these analytical results, we first describe all possible dependence structures for default, in the class of finite sequences of exchangeable Bernoulli random variables. We then measure how model risk affects VaR and ES
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
Adenoma pleomorfo della parotide: un caso in età infantile
No full textI tumori delle ghiandole salivari costituiscolo il 3-4% dei tumori della testa-collo1 e hanno notevole interesse
classificativo per le loro varietà istopatologiche, per la sede e per le strutture vascolo-nervose adiacenti.
L’età maggiormente colpita è compresa tra i 30 e 60 anni, anche se in casi molto rari può interessare l’età pediatrica.
Negli adulti, nel 70 per cento dei casi si tratta di neoplasie di origine benigna che raramente possono degenerare in
carcinomi ghiandolari.
In età pediatrica, la percentuale è nettamente più alta e rappresenta il 50 per cento se si escludono le neoplasie
vascolari2-3, quali emangiona e linfangioma.
Sia nell’adulto sia nel bambino, la sede in cui più frequentemente si riscontra la presenza di neoformazioni rimane la
ragione parotidea, mentre in una minoranza dei casi sono interessate le ghiandole salivari minori, in particolar modo
la ghiandola sottomandibolare.
Pertanto l’aspetto istologico dell’adenoma pleomorfo è estremamente variabile, è composto sia da cellule epiteliali che
mioepiteliali con forma e rapporti variabili
Interactions between 4-thiothymidine and water-soluble cyclodextrins: Evidence for supramolecular structures in aqueous solutions
No full textSince several years the inclusion of organic compounds (guests) within the hydrophobic cavity (host) of cyclodextrins (CDs) has been the subject of many investigations. Interestingly, the formation of inclusion complexes could affect the properties of the guest molecules and, for example, the influence of the delivery system can be a method to improve/change the photochemical behavior of the guest. In particular, very recent studies have shown the protective role of CDs preventing the degradation of the encapsulated guest. Starting from this consideration, in this work, only the structure and complexation mode of the inclusion complexes involving 4-thiothymidine (S4TdR, a known photosensitizer) and five CDs, namely 2-hydroxypropyl-α-cyclodextrin (2-HP-α-CD), 2-hydroxypropyl-β-cyclodextrin (2-HP-β-CD), 2-hydroxypropyl-γ-cyclodextrin (2-HP-γ-CD), heptakis-(2,6-di-O-methyl)-β-cyclodextrin (DIMEB CD) and heptakis-(2,3,6-tri-O-methyl)-β-cyclodextrin (TRIMEB CD) were investigated by different spectroscopic techniques (UV-vis, FTIR-ATR, 1H NMR) and cyclic voltammetry analysis (CV). This work is necessary for a prospective research on the photoreactivity of S4TdR in aqueous environment and in the presence of CDs to prevent its degradation under irradiation. UV-vis, FTIR-ATR and CV measurements suggested the formation of supramolecular structures involving the employed CDs and mainly the pyrimidine ring of S4TdR. 1H NMR analyses confirmed such indication, unveiling the presence of inclusion complexes. The strongest and deepest interactions were suggested when TRIMEB and DIMEB CDs were studied. The S4TdR affinity towards CDs was also evaluated by using the Benesi-Hildebrand (B-H) equation at 25 °C employing CV and 1H NMR methods. The stoichiometry of the interaction was also inferred and it appears to be 1:1 for all examined CDs
Multivariate Lévy models: calibration and pricing
Full text linkThe goal of this paper is to investigate how the marginal and dependence structures of a variety of multivariate Lévy models affect calibration and pricing. To this aim, we study the approaches of Luciano and Semeraro (J Comput Appl Math 233:1937–1953, 2010) and Ballotta and Bonfiglioli (Eur J Financ 22:1320–1350, 2016) to construct multivariate processes. We explore several calibration methods that can be used to fine-tune the models, and that deal with the observed trade-off between marginal and correlation fit. We carry out a thorough empirical analysis to evaluate the ability of the models to fit market data, price exotic derivatives, and embed a rich dependence structure. By merging theoretical aspects with the results of the empirical test, we provide tools to make suitable decisions about the models and calibration techniques to employ in a real context
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