CSN: Science (Topic)最新文献

{"title":"Hazard Stocks and Expected Returns","authors":"Jared DeLisle, M. Ferguson, Haimanot Kassa, Gulnara R. Zaynutdinova, Ph.D.","doi":"10.2139/ssrn.3627669","DOIUrl":"https://doi.org/10.2139/ssrn.3627669","url":null,"abstract":"Hazard stocks are opposite of lottery stocks. We proxy hazard stocks with the minimum daily idiosyncratic return over the past month, a negative shock labelled IMIN, and examine the relation between hazard stocks and expected returns. The literature on lottery-stocks implies that investors should discount hazard stocks. However, we find that investors under-react to hazard stocks, with negative return continuations for up to 24 months without subsequent reversals. An IMIN-based long-short arbitrage portfolio strategy generates monthly alphas of 0.52% to 0.75%. We find consistent results using Fama-MacBeth (1973) regressions and controlling for characteristics such as MAX (Bali et al., 2011), idiosyncratic volatility, and corporate events such as earnings announcements. Furthermore, we find that both firm-level information uncertainty and limits to arbitrage, but not limited investor attention, contribute significantly to the documented under-reaction to hazard stocks.","PeriodicalId":109431,"journal":{"name":"CSN: Science (Topic)","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125166792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"How Do Scientific Disciplines Evolve in Applied Sciences? The Properties of Scientific Fission and Ambidextrous Scientific Drivers","authors":"M. Coccia","doi":"10.2139/ssrn.3503403","DOIUrl":"https://doi.org/10.2139/ssrn.3503403","url":null,"abstract":"One of the fundamental questions in science is how scientific disciplines evolve and sustain progress in society. No studies to date allows us to explain the endogenous processes that support the evolution of scientific disciplines and emergence of new scientific fields in applied sciences of physics. This study confronts this problem here by investigating the evolution of experimental physics to explain and generalize some characteristics of the dynamics of applied sciences. Empirical analysis suggests properties about the evolution of experimental physics and in general of applied sciences, such as: a) scientific fission, the evolution of scientific disciplines generates a process of division into two or more research fields that evolve as autonomous entities over time; b) ambidextrous drivers of science, the evolution of science via scientific fission is due to scientific discoveries or new technologies; c) new driving research fields, the drivers of scientific disciplines are new research fields rather than old ones; d) science driven by development of general purpose technologies, the evolution of experimental physics and applied sciences is due to the convergence of experimental and theoretical branches of physics associated with the development of computer, information systems and applied computational science. Results also reveal that average duration of the upwave of scientific production in scientific fields supporting experimental physics is about 80 years. Overall, then, this study begins the process of clarifying and generalizing, as far as possible, some characteristics of the evolutionary dynamics of scientific disciplines that can lay a foundation for the development of comprehensive properties explaining the evolution of science as a whole for supporting fruitful research policy implications directed to advancement of science and technological progress in society.","PeriodicalId":109431,"journal":{"name":"CSN: Science (Topic)","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116045254","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Data Augmentation by Feature Space Profiling and Mining for Building Powerful Models with Very Little Data","authors":"Tal Ben Yakar","doi":"10.2139/ssrn.3003065","DOIUrl":"https://doi.org/10.2139/ssrn.3003065","url":null,"abstract":"Data are most crucial and essential building component for any data mining and AI applications exist. More significantly, deep learning approaches require massive datasets. We know that the theory and algorithms have been around for quite a while however the ability to process the right amounts of data brought us to the recent breakthroughs in the field. \u0000A challenge comes up in a case of a small dataset, comparing to the required training data required. However, mostly, getting this data are neither an easy nor a cheap task, many annotating services take advantage of the problem and charge for tagging data-sets campaigns, those could cost hundreds of dollars easily and yet with an uncertain quality. As the task of generalization at hand, we wondered how to exploit the minimal data we have and still have an AI system to learn well. In this paper, we overview methods for solving the problem and suggest solutions in order to overcome the challenge.","PeriodicalId":109431,"journal":{"name":"CSN: Science (Topic)","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-05-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127205009","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Mathematical Formulas for Prion All Cross-Structures Listed in the Protein Data Bank","authors":"Jiapu Zhang","doi":"10.2139/ssrn.2763804","DOIUrl":"https://doi.org/10.2139/ssrn.2763804","url":null,"abstract":"Prion protein (PrP) has two regions: unstructured region PrP(1-120) and structured region PrP(119-231). In the structured region, there are many segments which have the property of amyloid fibril formation. By theoretical calculations, PrP(126-133), PrP(137-143), PrP(170-175), PrP(177-182), PrP(211-216) have the amyloid fibril forming property. PrP(142-166) has a X-ray crystallography experimental β-hairpin structure, instead of a pure cross-β amyloid fibril structure; thus we cannot clearly find it by our theoretical calculations. However, we can predict that there must be a laboratory X-ray crystal structure in PrP(184-192) segment that will be produced in the near future. The experiments of X-ray crystallography laboratories are agreeing with our theoretical calculations. This article summarized mathematical formulas of prion amyloid fibril cross-β structures of all the above PrP segments currently listed in the Protein Data Bank.","PeriodicalId":109431,"journal":{"name":"CSN: Science (Topic)","volume":"288 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133016703","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Internet, Democracia e Comunicação de Governo: Análise do conteúdo da página do Facebook do Portal Brasil da Presidência da República (Internet, Democracy and Governmental Communication: Content Analysis of the Presidency of the Republic Portal Brasil Facebook Page)","authors":"Juliana Nogueira, Carlos Potiara Castro","doi":"10.7213/REC.V15I37.22459","DOIUrl":"https://doi.org/10.7213/REC.V15I37.22459","url":null,"abstract":"Portuguese Abstract: O presente artigo avalia a comunicacao do governo federal, do ponto de vista da comunicacao publica, por meio de analise de conteudo da pagina do Facebook do Portal Brasil. O conceito de comunicacao publica preve, alem da promocao institucional, a prestacao de servico e o incentivo a participacao da sociedade. As midias sociais abrem novos caminhos a participacao do cidadao no dia a dia da politica. Participacao essa que se concretiza por meio da abertura de canais de comunicacao compativeis com as potencialidades das tecnologias de informacao e comunicacao (TICs). A forma como os poderes publicos se comunicam torna-se desse modo um importante objeto de estudo. Observou-se que o governo usa as midias sociais para disseminar informacao e fazer prestacao de servico ao publico ao mesmo tempo em que ha um foco muito forte na promocao de atividades governamentais. Alem disso, durante o periodo estudado, nenhum post buscava incentivar a participacao do cidadao, e apenas 6% visou algum tipo de interacao com o usuario das redes. Concluiu-se que apesar da pagina estudada prezar pela prestacao de servico, ainda ha uma enfase no uso da rede social oficial para a comunicacao politica, transitoria, e nao publica, de carater mais permanente.English Abstract: This article evaluates the communication of the federal government, from the point of view of Public Communication, through content analysis of the Facebook page of the Brazil Portal. It aims to understand how the government communicates in digital media in the context of public communication. Public communication states that government communication must go beyond the institutional promotion by providing services and encouraging popular participation. New technologies of information and communication technologies (ICT) are creating new ways for citizen's participation in a daily basis in the making of public policies. The way governments communicate becomes thus an important object of study. As this article will show, the government uses social media to disseminate information and to provide service to the public while there is a strong focus on promoting government activities. In addition, during the study period, no post sought to encourage citizen participation, and only 6% sought some kind of interaction with users. In conclusion it was concluded that although the page aims to provide public service, there is still an emphasis on the use of official media for political communication.","PeriodicalId":109431,"journal":{"name":"CSN: Science (Topic)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115351074","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}