1,721,019 research outputs found
An Analysis of Option Pricing Model Prediction Power: Comparison with Z Score
No full text本篇論文主要比較選擇權評價法(Option pricing model)與信用評分法(Z-score)對財務危機的預測力。研究資料根據1990 年至2002 年美國公開發行上市公司。為了檢視對網路泡沫財務危機的預測力，觀察值樣本分成不同時點與不同類型分別檢驗。從檢定力曲線(Power curve)，發現選擇權評價法(Option pricing model)預測力在網路泡沫前與網路泡沫後均顯著優於信用評分法(Z-score)。群內分析法(Intra-cohort analysis)則無明顯差異。This paper examines the prediction power between Z-score (Z) and Option pricing model (Distance to Default, DD) over 1990 to 2002 by US listed company data. In order to figure out the internet bubble effect, the firm-year observation values are divided by different time period and two types of companies. In intra-cohort analysis, we can not find strong evidence to support which model is
better. In power curve analysis, we discover that Option Pricing Model performs better than Z-score for all firms in the whole period, before and after the internet-bubble. For internet-related, electronic and telecommunication firms,Option Pricing Model still dominates in any period.I.Introduction…………………………………………………………1
II. Samples and Variables Description …………………………4
1. The sample ……………………………………………………4
2. Financial crisis firms…………………………………… 4
3. Calculation of Distance to Default (DD) …………….4
4. Calculation of Z-score ……………………………………8
III. Methodology………………………………………………………9
1. Intra-cohort analysis ……………………………………9
2. Power Curve analysis ……………………………………10
IV. Empirical Results………………………………………………12
1. Descriptive Statistics……………………………………12
2. Empirical results by Intra-cohort analysis…………14
3. Power Curve analysis ……………………………………36
V. Conclusion ………………………………………………………40
Reference………………………………………………………………41
Appendix ………………………………………………………………4
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
Handling missing values in risk prediction modeling: a comparative simulation study on parametric and machine learning multiple imputations
No full textThesis (Master's)--University of Washington, 2023Risk prediction is a critical tool in preventive medicine, enabling precision prevention for diseases. Electronic health record (EHR) data offers a rich source for constructing risk models, capturing detailed clinical information from patient cohorts. However, missing data poses a prevalent challenge in EHR analysis, and multiple imputation (MI) is a popular strategy for handling missing data. In this thesis, we employed simulations to compare different MI methods (parametric MI, MI using Random Forest, MI using Gradient Boosting Machines and MI using Principal Component Analysis) within the context of risk prediction modeling. Our investigation focused on evaluating predictive performance, encompassing measures of predictive accuracy and precision, for risk prediction models developed and assessed in datasets processed with various MI strategies. Furthermore, we explored two facets: (1) the impacts of including or omitting the outcome variable during MI, and (2) the impacts of model misspecification of higher-order effects during MI. We also used breast surveillance mammogram examination data from breast cancer survivors in the Breast Cancer Surveillance Consortium (BCSC) as the input for part of the bootstrapping and data illustration complementary to the simulation study. Our results revealed that the adoption of machine learning-based imputation methods did not lead to superior model performance compared to traditional parametric imputation. We recommend against including the outcome variable in the imputation model for the test set since it may raise concerns of over-optimistic predictive performance. Although it is not the focus of this thesis, we also recommend beingcautious of using Random Forest as the risk prediction model for similar prediction modeling settings
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
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