1,720,955 research outputs found
PREDIKSI HARGA OPSI DENGAN KOMPUTASI PARALEL SOLUSI NUMERIK PERSAMAAN HESTON MENGGUNAKAN METODE FINITE DIFFERENCE PADA GRAPHICS PROCESSING UNITS
Get PDFOpsi adalah instrumen keuangan di mana dua pihak setuju untuk
menukarkan aset pada harga atau strike dan tanggal atau maturity sudah ditentukan
sebelumnya. Opsi memberikan investor informasi untuk mengatur strategi sehingga
dapat meningkatkan keuntungan dan mengurangi resiko. Harga opsi dapat divaluasi
menggunakan model persamaan Heston yang populer digunakan. Model persamaan
Heston memiliki kelebihan dibandingkan dengan model persamaan lainnya karena
asumsi volatility tidak konstan terhadap waktu atau stochastic volatility. Volatility
yang tidak konstan terhadap waktu sesuai dengan realitas karena underlying asset
sebagai dasarnya bisa mengalami fluktuasi. Persamaan ini memiliki kelemahan
karena merupakan persamaan derivatif. Persamaan derivatif merupakan persamaan
yang susah untuk dipecahkan, salah satu cara memecahkan persamaan derivatif
dengan mudah adalah menggunakan solusi numerikal. Solusi numerik dapat
memecahkan persamaan derivatif namun memerlukan proses komputasi yang berat
dan lambat.
Solusi numerikal metode finite difference non-uniform grids merupakan
metode dapat digunakan secara fleksibel dan tidak membutuhkan pemrosesan
matriks. Persamaan Heston dapat dipecahkan dengan metode finite difference nonuniform
grids karena persamaan Heston dapat diasumsikan sebagai persamaan
parabolik. Solusi numerikal memerlukan waktu pemrosesan komputasi yang berat
dan lambat, karena terdapat banyak elemen perhitungan dan iterasi. Pemrosesan
komputasi solusi numerikal dapat dilakukan menggunakan paralel programming
Compute Unified Device Architecture (CUDA) untuk mempercepat proses.
Valuasi harga opsi perlu diproses secara akurat sesuai realitas dan cepat,
sehingga nilai yang dihasilkan dapat dimanfaatkan pada momentum terbaik.
Penelitian ini mengusulkan solusi numerikal metode finite difference non-uniform
grids untuk memecahkan model persamaan Heston untuk mendapatkan hasil yang
akurat dan cepat
ANALISIS OPINI PUBLIK TERHADAP BRAND DI SITUS JEJARING SOSIAL TWITTER MENGGUNAKAN METODE NAÏVE BAYES CLASSIFIER
Get PDFDalam era jejaring sosial publik menjadi lebih mudah
dan sering membagikan opini mereka secara terbuka. Secara
khusus, publik jadi mendapatkan wadah untuk beropini
mengenai brand tertentu di situs jejaring sosial. Menjadi
penting bagi pemilik brand untuk mengamati dan menganalisa
opini publik di situs jejaring sosial untuk memahami publik
pikirkan dan inginkan terhadap brand.
Pengamatan dan analisa akan dilakukan dengan menangkap
data-data tweets dari situs jejaring sosial Twitter yang
berkaitan dengan brand sasaran. Data-data tersebut akan
diolah menggunakan metode data mining untuk
mengklasifikasikan setiap tweets ke dalam kategori dan
sentimen tertentu.
Hasil yang didapatkan berupa data bersih yang sudah
terklasifikasi dan sajian dalam visualisasi grafik. Dengan
data dan grafik tersebut akan didapatkan informasi dan
pengetahuan bagi pemilik brand, yang dapat digunakan sebagai
bahan pertimbangan untuk mengambil keputusan strategis brand
dalam membentuk citra positi
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe 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
Get PDF“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
Get PDFWe 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
Get PDFWe 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
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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