Search results for "Metrics"

Logistics and Supply Chain Management: An Overview

2019

Abstract The purpose of this paper is to identify and explore the content of Logistics and Supply Chain Management, and to find the connections and the differentials factors that are between the two areas. The study is based on literature review and wants to find the core subjects and the differentials between the two areas, in order to a better and comprehensive understanding of these topics.

Modelling Systemic Cojumps with Hawkes Factor Models

2013

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.

How many longitudinal covariate measurements are needed for risk prediction?

2014

Abstract Objective In epidemiologic follow-up studies, many key covariates, such as smoking, use of medication, blood pressure, and cholesterol, are time varying. Because of practical and financial limitations, time-varying covariates cannot be measured continuously, but only at certain prespecified time points. We study how the number of these longitudinal measurements can be chosen cost-efficiently by evaluating the usefulness of the measurements for risk prediction. Study Design and Setting The usefulness is addressed by measuring the improvement in model discrimination between models using different amounts of longitudinal information. We use simulated follow-up data and the data from t…

A new approach for estimating a nonlinear growth component in multilevel modeling

2011

This study presents a new approach to estimation of a nonlinear growth curve component with fixed and random effects in multilevel modeling. This approach can be used to estimate change in longitudinal data, such as day-of-the-week fluctuation. The motivation of the new approach is to avoid spurious estimates in a random coefficient regression model due to the synchronized periodical effect (e.g., day-of-the-week fluctuation) appearing both in independent and dependent variables. First, the new approach is introduced. Second, a Monte Carlo simulation study is carried out to examine the functioning of the proposed new approach in the case of small sample sizes. Third, the use of the approac…

Fault-proneness of open source software: Exploring its relations to internal software quality and maintenance process

2013

The goal of this study is to explore how fault-proneness of open source software (OSS) could be explained in terms of internal quality attributes and maintenance process metrics. We reviewed earlier studies and performed a multiple case study of eight Java-based projects based on data available in the Source Forge repository. Overall, we studied 342 re- leases of those systems. As is usual, software quality was regarded as a set of internal and external quality attributes. A to- tal of 76 internal quality attributes were measured from the source code of the selected systems via the tool SoftCalc. Two external quality attributes contributing to fault-proneness were in turn obtained from the …

How news affect the trading behavior of different categories of investors in a financial market

2015

We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role of endogenous and exogenous factors that may affect their behavior. As endogenous factors we consider returns and volatility, whereas the exogenous factors we use are the total daily number of news and a semantic variable based on a sentiment analysis of news. Linear regression and partial correlation analysis of data show that different categories of investors are differently correlated to these factors. Governmental and non profit organizations are weakly sensitive to news and returns or volatility, and, typica…

Competing institutional logics in Soviet industrial location policy

2018

The Soviet legacy has been widely demonstrated to have had negative impacts on the regional and economic development of Russia. This article studies the mechanisms of competing institutional logics in Soviet industrial location policies as a source of this adverse heritage. The results indicate that prolonged competition between three institutional logics complicated the adoption and practice of consistent industrial location strategies and contributed to structural problems in economic geography. An analysis of Soviet institutional logics demonstrates parallel forms of competition and coexistence with findings from other institutional environments, paving the way for a broader theoretical …

More educated, more mobile? Evidence from post-secondary education reform

2016

More educated, more mobile? Evidence from post-secondary education reform. Spatial Economic Analysis. This paper examines the causal impact of the level of education on within-country migration. To account for biases resulting from selection into post-secondary education, it uses a large-scale reform within the higher education system that gradually transformed former vocational colleges into polytechnics in Finland in the 1990s. This reform created quasi-exogenous variation in the supply of higher education over time and across regions. The results based on multinomial treatment effects models and population register data show that, overall, polytechnic graduates have a significantly highe…

Examining Bridge Employment From a Self-employment Perspective : Evidence From the Health and Retirement Study

2017

The Benefits of Learning Bibliometrics on the Teaching Librarians’ Information Literacy

2015

ECIL Pecha Kucha, Tallinn, Oct 22nd, 2015