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Friending Adolescents on Social Networking Websites: A Feasible Research Tool. 在社交网站上交友青少年:一个可行的研究工具。
Journal of interaction science Pub Date : 2014-01-01 DOI: 10.1186/2194-0827-2-1
Libby N Brockman, Dimitri A Christakis, Megan A Moreno
{"title":"Friending Adolescents on Social Networking Websites: A Feasible Research Tool.","authors":"Libby N Brockman,&nbsp;Dimitri A Christakis,&nbsp;Megan A Moreno","doi":"10.1186/2194-0827-2-1","DOIUrl":"https://doi.org/10.1186/2194-0827-2-1","url":null,"abstract":"<p><strong>Objective: </strong>Social networking sites (SNSs) are increasingly used for research. This paper reports on two studies examining the feasibility of friending adolescents on SNSs for research purposes.</p><p><strong>Methods: </strong>Study 1 took place on www.MySpace.com where public profiles belonging to 18-year-old adolescents received a friend request from an unknown physician. Study 2 took place on www.Facebook.com where college freshmen from two US universities, enrolled in an ongoing research study, received a friend request from a known researcher's profile. Acceptance and retention rates of friend requests were calculated for both studies.</p><p><strong>Results: </strong><i>Study 1</i>: 127 participants received a friend request; participants were 18 years-old, 62.2% male and 51.8% Caucasian. 49.6% accepted the friend request. After 9 months, 76% maintained the online friendship, 12.7% defriended the study profile and 11% deactivated their profile. <i>Study</i> 2: 338 participants received a friend request; participants were 18 years-old, 56.5% female and 75.1% Caucasian. 99.7% accepted the friend request. Over 12 months, 3.3% defriended the study profile and 4.1% deactivated their profile. These actions were often temporary; the overall 12-month friendship retention rate was 96.1%.</p><p><strong>Conclusion: </strong>Friending adolescents on SNSs is feasible and friending adolescents from a familiar profile may be more effective for maintaining online friendship with research participants over time.</p>","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"2 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2014-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/2194-0827-2-1","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"32889621","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Market Crises and the 1/N Asset-Allocation Strategy 市场危机与1/N资产配置策略
Journal of interaction science Pub Date : 2013-09-01 DOI: 10.21314/JOIS.2013.025
M. Escobar, Michael Mitterreiter, D. Saunders, L. Seco, R. Zagst
{"title":"Market Crises and the 1/N Asset-Allocation Strategy","authors":"M. Escobar, Michael Mitterreiter, D. Saunders, L. Seco, R. Zagst","doi":"10.21314/JOIS.2013.025","DOIUrl":"https://doi.org/10.21314/JOIS.2013.025","url":null,"abstract":"We consider portfolio management strategies where the investment style switches based on the value of a crisis indicator. A variety of strategies is considered in historical backtests on different datasets. Our findings show that certain simple switching strategies achieve statistically significant out-performance when compared to the equally-weighted portfolio with respect to the Sharpe ratio and Omega. In our backtest, the 1/N strategy and equal-risk contribution portfolio perform best during \"normal times\". On the other hand, during turbulent times, risk considerations seem to play a major role leading to minimum variance as the preferred strategy.","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"2 1","pages":"1-23"},"PeriodicalIF":0.0,"publicationDate":"2013-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67705290","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}
引用次数: 4
The impact of stop losses on short-term countertrend trading strategies 止损对短期逆趋势交易策略的影响
Journal of interaction science Pub Date : 2013-09-01 DOI: 10.21314/JOIS.2013.026
Nick Libertini
{"title":"The impact of stop losses on short-term countertrend trading strategies","authors":"Nick Libertini","doi":"10.21314/JOIS.2013.026","DOIUrl":"https://doi.org/10.21314/JOIS.2013.026","url":null,"abstract":"","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"2 1","pages":"59-81"},"PeriodicalIF":0.0,"publicationDate":"2013-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67705315","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}
引用次数: 0
Associations between internet use and fitness among college students: an experience sampling approach 大学生网络使用与健康的关系:经验抽样方法
Journal of interaction science Pub Date : 2013-08-09 DOI: 10.1186/2194-0827-1-4
M. Moreno, Lauren Jelenchick, R. Koff, J. Eickhoff, N. Goniu, A. Davis, H. Young, Elizabeth D. Cox, D. Christakis
{"title":"Associations between internet use and fitness among college students: an experience sampling approach","authors":"M. Moreno, Lauren Jelenchick, R. Koff, J. Eickhoff, N. Goniu, A. Davis, H. Young, Elizabeth D. Cox, D. Christakis","doi":"10.1186/2194-0827-1-4","DOIUrl":"https://doi.org/10.1186/2194-0827-1-4","url":null,"abstract":"","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"1 1","pages":"1-8"},"PeriodicalIF":0.0,"publicationDate":"2013-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/2194-0827-1-4","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66141393","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}
引用次数: 21
An inflation-hedging strategy with commodities 用大宗商品对冲通胀的策略
Journal of interaction science Pub Date : 2013-06-01 DOI: 10.21314/JOIS.2013.030
Nicolas Fulli-Lemaire
{"title":"An inflation-hedging strategy with commodities","authors":"Nicolas Fulli-Lemaire","doi":"10.21314/JOIS.2013.030","DOIUrl":"https://doi.org/10.21314/JOIS.2013.030","url":null,"abstract":"","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"2 1","pages":"23-50"},"PeriodicalIF":0.0,"publicationDate":"2013-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67705508","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}
引用次数: 4
Editorial: Journal of Interaction Science 社论:相互作用科学杂志
Journal of interaction science Pub Date : 2013-05-08 DOI: 10.1186/2194-0827-1-3
G. S. Bahr
{"title":"Editorial: Journal of Interaction Science","authors":"G. S. Bahr","doi":"10.1186/2194-0827-1-3","DOIUrl":"https://doi.org/10.1186/2194-0827-1-3","url":null,"abstract":"","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"1 1","pages":"1-2"},"PeriodicalIF":0.0,"publicationDate":"2013-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/2194-0827-1-3","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66141335","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}
引用次数: 5
Usability of mobile applications: literature review and rationale for a new usability model 移动应用程序的可用性:一个新的可用性模型的文献回顾和基本原理
Journal of interaction science Pub Date : 2013-05-07 DOI: 10.1186/2194-0827-1-1
R. Harrison, Derek Flood, D. Duce
{"title":"Usability of mobile applications: literature review and rationale for a new usability model","authors":"R. Harrison, Derek Flood, D. Duce","doi":"10.1186/2194-0827-1-1","DOIUrl":"https://doi.org/10.1186/2194-0827-1-1","url":null,"abstract":"","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"1 1","pages":"1-16"},"PeriodicalIF":0.0,"publicationDate":"2013-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/2194-0827-1-1","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66141073","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}
引用次数: 624
Open source and accessibility: advantages and limitations 开放源码和可访问性:优点和局限性
Journal of interaction science Pub Date : 2013-05-07 DOI: 10.1186/2194-0827-1-2
Michael J. Heron, Vicki L. Hanson, I. Ricketts
{"title":"Open source and accessibility: advantages and limitations","authors":"Michael J. Heron, Vicki L. Hanson, I. Ricketts","doi":"10.1186/2194-0827-1-2","DOIUrl":"https://doi.org/10.1186/2194-0827-1-2","url":null,"abstract":"","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"1 1","pages":"1-10"},"PeriodicalIF":0.0,"publicationDate":"2013-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/2194-0827-1-2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66141294","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}
引用次数: 58
Leveraged exchange-traded funds: admissible leverage and risk horizon 杠杆交易所交易基金:可接受的杠杆和风险水平
Journal of interaction science Pub Date : 2012-12-01 DOI: 10.21314/JOIS.2012.013
Tim Leung, M. Santoli
{"title":"Leveraged exchange-traded funds: admissible leverage and risk horizon","authors":"Tim Leung, M. Santoli","doi":"10.21314/JOIS.2012.013","DOIUrl":"https://doi.org/10.21314/JOIS.2012.013","url":null,"abstract":"This paper provides a quantitative risk analysis of leveraged exchange-traded funds (LETFs) with a focus on the impact of leverage and investment horizon. From the empirical returns of several major LETFs based on the S&P 500 index, theperformanceofLETFsgenerallydeclinesastheinvestmenthorizonincreases, compared with the unleveraged ETF on the same index. The value erosion is more severe for highly leveraged ETFs. To better understand the risk impact of leverage, we introduce the admissible leverage ratio induced by a risk measure, forexample,value-at-risk(VaR)andconditionalVaR.Thisideacanhelpinvestors excludeLETFsthataredeemedtoorisky.Moreover,wealsodiscusstheconceptof admissible risk horizon so that the investor can control risk exposure by selecting an appropriate holding period. In addition, we also compute the intrahorizon risk, which leads us to evaluate a stop-loss/take-profit strategy for LETFs. Lastly, we investigate the impact of volatility exposure on the return of different LETF portfolios.","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"2 1","pages":"39-61"},"PeriodicalIF":0.0,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67705531","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}
引用次数: 9
Universal algorithmic trading 通用算法交易
Journal of interaction science Pub Date : 2012-12-01 DOI: 10.21314/JOIS.2012.014
V. V'yugin, V. Trunov
{"title":"Universal algorithmic trading","authors":"V. V'yugin, V. Trunov","doi":"10.21314/JOIS.2012.014","DOIUrl":"https://doi.org/10.21314/JOIS.2012.014","url":null,"abstract":"The problem of universal sequential investment in stock markets is considered. We construct an algorithmic trading strategy that is asymptotically at least as good as any trading strategy that is not excessively complex and that computes the investment at each step using a fixed continuous function of the side information. This strategy uses predictions of stock prices computed using the theory of well-calibrated forecasting. Unlike in statistical theory, no stochastic assumptions are made about stock prices. The empirical results obtained on historical markets provide strong evidence that this type of technical trading can “beat” some generally accepted trading strategies if transaction costs are ignored.","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"2 1","pages":"63-88"},"PeriodicalIF":0.0,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67705608","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}
引用次数: 9
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