1,721,030 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
The 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
“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
We 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
We 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
We 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
Plasticity in networks of spiking neurons in interaction
Dans cette thèse nous étudions un phénomène susceptible d’être responsable de notre capacité de mémoire: la plasticité synaptique. C’est le changement des liens entre les neurones au cours du temps. Ce phénomène est stochastique: c’est le résultat d’une suite de divers et nombreux mécanismes chimiques. Le but de la thèse est de proposer un modèle de plasticité pour des neurones à décharge en interaction. La principale difficulté consiste à trouver un modèle qui satisfait les conditions suivantes: ce modèle doit être à la fois cohérent avec les résultats biologiques dans le domaine et assez simple pour être étudié mathématiquement et simulé avec un grand nombre de neurones.Dans un premier temps, à partir d’un modèle assez simple de plasticité, on étudie l’apprentissage de signaux extérieurs par un réseau de neurones ainsi que le temps d’oubli de ce signal lorsque le réseau est soumis à d’autres signaux (bruit). L’analyse mathématique nous permet de contrôler la probabilité d’une mauvaise évaluation du signal. On en déduit un minorant du temps de mémoire du signal en fonction des paramètres.Ensuite, nous proposons un modèle basé sur des règles stochastiques de plasticité fonction du temps d’occurrence des décharges électriques neurales (STDP en anglais). Ce modèle est décrit par un Processus de Markov Déterministe par Morceaux (PDMP en anglais). On étudie le comportement en temps long d’un tel réseau de neurones grâce à une analyse lent-rapide. En particulier, on trouve des conditions suffisantes pour lesquelles le processus associé aux poids synaptiques est ergodique.Enfin, nous faisons le lien entre deux niveaux de modélisation: l’approche microscopique et celle macroscopique. À partir des dynamiques présentées d’un point de vu microscopique (modèle du neurone et son interaction avec les autres neurones), on détermine une dynamique limite qui représente l’évolution d’un neurone typique et de ses poids synaptiques entrant: c’est l’analyse champ moyen du modèle. On condense ainsi l’information sur la dynamique des poids et celle des neurones dans une seule équation, celle d’un neurone typique.In this thesis, we study a phenomenon that may be responsible for our memory capacity: the synaptic plasticity. It modifies the links between neurons over time. This phenomenon is stochastic: it is the result of a series of diverse and numerous chemical processes. The aim of the thesis is to propose a model of plasticity for interacting spiking neurons. The main difficulty is to find a model that satisfies the following conditions: it must be both consistent with the biological results of the field and simple enough to be studied mathematically and simulated with a large number of neurons.In a first step, from a rather simple model of plasticity, we study the learning of external signals by a neural network as well as the forgetting time of this signal when the network is subjected to other signals (noise). The mathematical analysis allows us to control the probability to misevaluate the signal. From this, we deduce explicit bounds on the time during which a given signal is kept in memory.Next, we propose a model based on stochastic rules of plasticity as a function of the occurrence time of the neural electrical discharges (Spike Timing Dependent Plasticity, STDP). This model is described by a Piecewise Deterministic Markov Process (PDMP). The long time behaviour of such a neural network is studied using a slow-fast analysis. In particular, sufficient conditions are established under which the process associated with synaptic weights is ergodic. Finally, we make the link between two levels of modelling: the microscopic and the macroscopic approaches. Starting from the dynamics presented at a microscopic level (neuron model and its interaction with other neurons), we derive an asymptotic dynamics which represents the evolution of a typical neuron and its incoming synaptic weights: this is the mean field analysis of the model. We thus condense the information on the dynamics of the weights and that of the neurons into a single equation, that of a typical neuron
Theoretical study of technical analysis indicators
L'objectif de ma thèse est d'étudier mathématiquement un indicateur de rupture de volatilité très utilisé par les praticiens en salle de marché. L'indicateur bandes de Bollinger appartient à la famille des méthodes dites d'analyse technique et donc repose exclusivement sur l'historique récente du cours considéré et un principe déduit des observations passées des marchés, indépendamment de tout modèle mathématique. Mon travail consiste à étudier les performances de cet indicateur dans un univers qui serait gouverné par des équations différentielles stochastiques (Black -Scholes) dont le coefficient de diffusion change sa valeur à un temps aléatoire inconnu et inobservable, pour un praticien désirant maximiser une fonction objectif (par exemple, une certaine utilité espérée de la valeur du portefeuille à une certaine maturité). Dans le cadre du modèle, l'indicateur de Bollinger peut s'interpréter comme un estimateur de l'instant de la prochaine rupture. On montre dans le cas des petites volatilités, que le comportement de la densité de l'indicateur dépend de la volatilité, ce qui permet pour un ratio de volatilité assez grand, de détecter via l'estimation de la distribution de l'indicateur dans quel régime de volatilité on se situe. Aussi, dans le cas des grandes volatilités, on montre par une approche via la transformée de Laplace, que le comportement asymptotique des queues de distribution de l'indicateur dépend de la volatilité. Ce qui permet de détecter le changement des grandes volatilités. Ensuite, on s'intéresse à une étude comparative entre l'indicateur de Bollinger et l'estimateur classique de la variation quadratique pour la détection de changement de la volatilité. Enfin, on étudie la gestion optimale de portefeuille qui est décrite par un problème stochastique non standard en ce sens que les contrôles admissibles sont contraints à être des fonctionnelles des prix observés. On résout ce problème de contrôle en s'inspirant de travaux de Pham and Jiao pour décomposer le problème initial d'allocation de portefeuille en un problème de gestion après la rupture et un problème avant la rupture, et chacun de ces problèmes est résolu par la méthode de la programmation dynamique . Ainsi, un théorème de verification est prouvé pour ce problème de contrôle stochastique.The aim of my thesis is to study mathematically an indicator widely used by the practitioners in the trading market, and designed to detect changes in the volatility term . The Bollinger Bands indicator belongs to the family of methods known as technical analysis which consist in looking t the past price movement in order to predict its future price movements independently of any mathematical model. We study the performance of this indicator in a universe that is governed by a stochastic differential equations (Black-Scholes) such that the volatility changes at an unknown and unobservable random time, for a practitioner seeking to maximize an objective function (for instance, the expected utility of the wealth at a certain maturity). Within the framework of the model, Bollinger indicator can be interpreted as an estimator of the time at which the volatility changes its value. We show that in the case of small volatilities, the density behavior of the indicator depends on the value of the volatility, which allows that for large ratio of volatility, to detect via the distribution estimation in which regime of volatility we are. Also , for the case of large volatilities, we show by an approach via the Laplace transform that the asymptotic tails behavior of the indictor depends on the volatility value. This allows to detect a change for large volatilities. Next, we compare two indicators designed to detect a volatility change: the Bollinger bands and the quadratic variation indicators. Finally, we study the optimal portfolio allocation which is described by a non-standard stochastic problem in view of that the admissible controls need to be adapted to the filtration generated by the prices. We resolve this control problem by an approach used by Pham and Jiao to separate the initial allocation problem into an allocation problem after the rupture and an problem before the rupture, and each one of these problems is resolved by the dynamic programming method. Also, a verification theorem is proved for this stochastic control problem
Author-wise bibliometric analysis based on entropy.
Author-wise bibliometric analysis based on entropy.</p
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