Search results for "Casting"

Audiovisual constructs of Paralympic Games : scalarity and camera angle

2014

This research will analyze the variables differentiating between the audiovisual television of the XIII edition of the Paralympic Games and the Games of the XXIX Olympiad, held in Beijing from the 7th of September to the 17th, 2008. This study will serve as a methodological basis for similar future research. By means of a qualitative and quantitative methodology, this study also focuses on determining if TV representations of Paralympic sportspersons favour their social integration or if, on the contrary, lead to higher stigmatization.

Ensemble Planning for Digital Audio Broadcasting

2003

Minimum node weight spanning trees searching algorithm for broadcast transmission in sensor networks

2017

A minimum node weight spanning tree in a weighted, directed graph is a tree whose node with maximum out-weight is minimal among all spanning trees. This type of trees are important because they appear in the solutions of the maximum lifetime broadcasting problem in wireless sensor networks. In a complete graph build of N nodes there are NN-2 spanning trees and to find such trees it is necessary to perform more than O(NN-2) operations. In this paper we propose an algorithm for searching the minimum node weight spanning trees in the graph. In the proposed algorithm, instead of calculating the symbolic determinant of the generalized Laplacian matrix, numerical operations on its exponents are p…

Impact of Noah-LSM Parameterizations on WRF Mesoscale Simulations: Case Study of Prevailing Summer Atmospheric Conditions over a Typical Semi-Arid Re…

2021

The current study evaluates the ability of the Weather Research and Forecasting Model (WRF) to forecast surface energy fluxes over a region in Eastern Spain. Focusing on the sensitivity of the model to Land Surface Model (LSM) parameterizations, we compare the simulations provided by the original Noah LSM and the Noah LSM with multiple physics options (Noah-MP). Furthermore, we assess the WRF sensitivity to different Noah-MP physics schemes, namely the calculation of canopy stomatal resistance (OPT_CRS), the soil moisture factor for stomatal resistance (OPT_BTR), and the surface layer drag coefficient (OPT_SFC). It has been found that these physics options strongly affect the energy partiti…

Co-citation, bibliographic coupling and leading authors, institutions and countries in the 50 years of Technological Forecasting and Social Change

2021

[EN] Technological Forecasting and Social Change (TF&SC) is a leading international journal that publishes major advances related to technological forecasting and future studies. The journal was launched in 1969 and in 2019 celebrated its 50th anniversary. To celebrate 50 years of outstanding contributions, this study presents a bibliometric analysis of TF&SC publications and patterns of citations within TF&SC in terms of authors, institutions and countries. The analysis relies on the Web of Science Core Collection database for bibliographic content and Visualization of Similarities viewer software for mapping of bibliometric data. Our analysis identifies leading authors, universities and c…

Global warming and tourism: chronicles of apocalypse?

2012

PurposeGlobal warming is a huge challenge faced by the mankind in the twenty‐first century and beyond. The paradox of ecology lies in the pervasive attitude of lay people who overtly condemn pollution but do not alter their individual practices. Unfortunately, the scientific community has still not reached unanimous conclusions about the causes or impacts of global warming. To close this gap, the present paper aims to stimulate discussion in two main senses: the relationship between industry and global warming; and the role of tourism in the coming decades.Design/methodology/approachBased on reading and criticism of many works, this paper provides a conceptual framework for readers to under…

Forecasting industry sector default rates through dynamic factor models

2008

In this paper we use a reduced-form model for the analysis of portfolio credit risk. For this purpose, we fit a dynamic factor model to a large data set of default rate proxies and macro-variables for Italy. Multiple step ahead density and probability forecasts are obtained by employing both the direct and indirect methods of prediction together with stochastic simulation of the dynamic factor model. We first find that the direct method is the best performer regarding the out-of-sample projection of financial distressful events. In a second stage of the analysis, we find that reducedform portfolio credit risk measures obtained through the dynamic factor model are lower than those correspond…

Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis

2009

Abstract In this paper we use principal components analysis to obtain vulnerability indicators able to predict financial turmoil. Probit modelling through principal components and also stochastic simulation of a Dynamic Factor model are used to produce the corresponding probability forecasts regarding the currency crisis events affecting a number of East Asian countries during the 1997–1998 period. The principal components model improves upon a number of competing models, in terms of out-of-sample forecasting performance.

Economic value, competition and financial distress in the european banking system

2012

Abstract In this paper we examine the impact of a large number of factors at the bank level (liquidity and credit risks, asset size, income diversification and market power), at the industry level (banking concentration) and macro-level (real GDP growth) on bank financial distress using an unbalanced panel of 308 European commercial banks between 1996 and 2009. The observations falling below a given threshold of the empirical distribution of the Shareholder Value Ratio proxy bank financial distress. We employ a panel probit regression and, given the presence of overlapping data giving rise to residual autocorrelation, we use the Bertschek and Lechner (1998) robust estimator of the covarianc…

Leading indicator properties of US high-yield credit spreads.

2010

Abstract In this paper we examine the out-of-sample forecast performance of high-yield credit spreads for real-time and revised data regarding employment and industrial production in the US. We evaluate models using both a point forecast and a probability forecast exercise. Our main findings suggest that the best results come from using only a few factors obtained by pooling information from a number of sector-specific high-yield credit spreads. In particular, for employment and at short-run horizons, there is a gain from using a principal components model fitted to high-yield credit spreads compared to the prediction produced by benchmarks. Moreover, forecast results based on revised data …