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See detailWhere to Hide in Bad Times: Or Should One Still Diversify Internationally?
Stefanova, Denitsa UL; Elkamhi, Redouane

Scientific Conference (2016)

Detailed reference viewed: 97 (0 UL)
Peer Reviewed
See detailWhere to Hide in Bad Times: Or Should One Still Diversify Internationally?
Stefanova, Denitsa UL; Elkamhi, Redouane

Scientific Conference (2017)

Among the stylized features of international equity markets is the pronounced asymmetric nonlinear dependence and upward trend in correlations. Such features call into question investors' efforts to ... [more ▼]

Among the stylized features of international equity markets is the pronounced asymmetric nonlinear dependence and upward trend in correlations. Such features call into question investors' efforts to diversify internationally. We propose a model to capture those well understood characteristics of international equity index returns. Casting them in a dynamic portfolio problem, we evaluate the gains for a home-biased investor from including foreign assets in her portfolio. We find that accounting for the optimal dynamic demand for hedging on top of a standard mean-variance portfolio policy brings substantial benefits from international portfolio exposure. Such benefits become increasingly sizeable over long investment horizons. [less ▲]

Detailed reference viewed: 109 (2 UL)
Peer Reviewed
See detailWhere to hide in bad times: Or should one still diversify internationally?
Stefanova, Denitsa UL; Elkiamhi, Redouane

Scientific Conference (2017)

It is well documented that correlation between international equity indices has trended upward for many years. This trend has called the concept of diversification into question. In this paper we argue ... [more ▼]

It is well documented that correlation between international equity indices has trended upward for many years. This trend has called the concept of diversification into question. In this paper we argue that this argument is informed mainly by restrictions in modeling choices or portfolio solutions. We examine the fundamental question of whether there is economically significant gain of international exposures in the investment portfolio after capturing stylized dynamics of the data for short- and long-term return horizons and after accounting for intertemporal hedging. The answer is yes and the gain is substantial over a long horizon and for a reasonable range of international equity indices. First, a diversifying investor benefits from periods of low correlations of higher moments and time variations in return co-movement measures. Second, the cost of home bias comes primarily from not hedging changes in correlation and tail risks present in data, and cannot be solely explained by mean-variance considerations. [less ▲]

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See detailWhich App to Choose? An Online Tool that Supports the Decision-making Process of Recreational Runners to Choose an App
Janssen, Mark; Lallemand, Carine UL; Hoes, Kevin et al

in Proceedings of the 6th International Conference on Design4Health Amsterdam 2020 (2020)

In recent years, there has been an exponential increase in the use of health and sports-related smartphone applications (apps). This is also reflected in App-stores, which are stacked with thousands of ... [more ▼]

In recent years, there has been an exponential increase in the use of health and sports-related smartphone applications (apps). This is also reflected in App-stores, which are stacked with thousands of health- and sports-apps, with new apps launched each day. These apps have great potential to monitor and support people’s physical activity and health. For users, however, it is difficult to know which app suits their needs. In this paper, we present an online tool that supports the decision-making process for choosing an appropriate app. We constructed and validated a screening instrument to assess app content quality, together with the assessment of users’ needs. Both served as input for building the tool through various iterations with prototypes and user tests. This resulted in an online tool which relies on app content quality scores to match the users’ needs with apps that score high in the screening instrument on those particular needs. Users can add new apps to the database via the screening instrument, making the tool self supportive and future proof. A feedback loop allows users to give feedback on the recommended app and how well it meets their needs. This feedback is added to the database and used in future filtering and recommendations. The principles used can be applied to other areas of sports, physical activity and health to help users to select an app that suits their needs. Potentially increasing the long-term use of apps to monitor and to support physical activity and health. [less ▲]

Detailed reference viewed: 38 (1 UL)
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See detailWhich Caregiving esteem for which Gender ?
Bucki, Barbara UL; Baumann, Michèle UL

in Psychology & Health (2012), 27(suppl 1), 170-171

Background: Two years after stroke, are the factors of the esteem of caregiving the same by gender? Methods: Face-to-face questionnaires administered to 92 Luxembourgish and Portuguese stroke patients and ... [more ▼]

Background: Two years after stroke, are the factors of the esteem of caregiving the same by gender? Methods: Face-to-face questionnaires administered to 92 Luxembourgish and Portuguese stroke patients and their 67 men and 25 women caregivers. For each sex, a multiple regression entering:- Neurological impairments,- Patients’ and caregivers’ life satisfaction [1;10],- Reactions towards caregiving: esteem (dependent variable), lack of family support, impacts on finances, schedule and health (Caregiver Reaction Assessment subscales),- Confidence in information subscale from the Carer Satisfaction Community Services. Results: Caregivers with a high caregiving esteem are, in women: those who trust information from community services ( ¼0.412***) and care for patients keeping few sensory impairments ( ¼0.300**; R2adj.¼0.257); in men : those who are low impacted on their health ( ¼0.471*) and care for patients satisfied with life ( ¼0.371; R2adj.¼0.447). Discussion: Home-based rehabilitation can be sustained by developing men and women caregivers’ specific health capabilities. [less ▲]

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See detailWhich clustering algorithm is better for predicting protein complexes?
Moschopoulos, Charalampos N.; Pavlopoulos, Georgios A.; Iacucci, Ernesto et al

in BMC Research Notes (2011), (4), 549

Background Protein-Protein interactions (PPI) play a key role in determining the outcome of most cellular processes. The correct identification and characterization of protein interactions and the ... [more ▼]

Background Protein-Protein interactions (PPI) play a key role in determining the outcome of most cellular processes. The correct identification and characterization of protein interactions and the networks, which they comprise, is critical for understanding the molecular mechanisms within the cell. Large-scale techniques such as pull down assays and tandem affinity purification are used in order to detect protein interactions in an organism. Today, relatively new high-throughput methods like yeast two hybrid, mass spectrometry, microarrays, and phage display are also used to reveal protein interaction networks. Results In this paper we evaluated four different clustering algorithms using six different interaction datasets. We parameterized the MCL, Spectral, RNSC and Affinity Propagation algorithms and applied them to six PPI datasets produced experimentally by Yeast 2 Hybrid (Y2H) and Tandem Affinity Purification (TAP) methods. The predicted clusters, so called protein complexes, were then compared and benchmarked with already known complexes stored in published databases. Conclusions While results may differ upon parameterization, the MCL and RNSC algorithms seem to be more promising and more accurate at predicting PPI complexes. Moreover, they predict more complexes than other reviewed algorithms in absolute numbers. On the other hand the spectral clustering algorithm achieves the highest valid prediction rate in our experiments. However, it is nearly always outperformed by both RNSC and MCL in terms of the geometrical accuracy while it generates the fewest valid clusters than any other reviewed algorithm. This article demonstrates various metrics to evaluate the accuracy of such predictions as they are presented in the text below. Supplementary material can be found at: http://www.bioacademy.gr/bioinformatics/projects/ppireview.htm [less ▲]

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See detailWhich dimensions of impulsivity are related to cigarette craving?
Billieux, Joël UL; Van der Linden, Martial; Ceschi, Grazia

in Addictive behaviors (2007), 32(6), 1189-99

Cigarette smoking is a very important health problem and represents the largest preventable risk factor for premature death in developed countries. A considerable body of research indicates that ... [more ▼]

Cigarette smoking is a very important health problem and represents the largest preventable risk factor for premature death in developed countries. A considerable body of research indicates that impulsivity is a central etiological concept in many theoretical models of tobacco addiction. The aim of this study is to analyse which dimensions of impulsivity are related to cigarette craving. To this end, 40 undergraduate psychology students were screened using the revised Questionnaire on Smoking Urges (QSU-12) and the French adaptation of the UPPS Impulsive Behavior Scale (UPPS). This scale identifies four distinct components associated with impulsive behaviour: urgency, lack of premeditation, lack of perseverance, and sensation seeking. The results showed that urgency is a significant predictor of tobacco cravings, while depression and anxiety are not. [less ▲]

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See detailWhich DSM validated tools for diagnosing depression are usable in primary care research? A systematic literature review
Nabbe, P.; Le Reste, J. Y.; Guillou-Landreat, M. et al

in European Psychiatry (2016), 39

IntroductionDepression occurs frequently in primary care. Its broad clinical variability makes it difficult to diagnose. This makes it essential that family practitioner (FP) researchers have validated ... [more ▼]

IntroductionDepression occurs frequently in primary care. Its broad clinical variability makes it difficult to diagnose. This makes it essential that family practitioner (FP) researchers have validated tools to minimize bias in studies of everyday practice. Which tools validated against psychiatric examination, according to the major depression criteria of DSM-IV or 5, can be used for research purposes? [less ▲]

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See detailWhich facets of impulsivity predict binge drinking?
Bø, R.; Billieux, Joël UL; Landrø, N. I.

in Addictive Behaviors Reports (2016), 3

Background: Impulsive binge drinking is a serious public health issue, and to reveal predisposing factors to this consumption pattern is, therefore, required. Impulsivity-related traits are important ... [more ▼]

Background: Impulsive binge drinking is a serious public health issue, and to reveal predisposing factors to this consumption pattern is, therefore, required. Impulsivity-related traits are important predictors of alcohol use and abuse. Nonetheless, previous research in binge drinking has been confounded by various definitions and cut-off scores, implying that existing studies contributed to limited comprehension on the specific role of different impulsivity facets. The current study thus disentangles the role of impulsivity facets in binge drinking by adopting a dimensional approach, considering the condition on a continuum, to avoid relying on debatable and non-definitive criteria. Methods: 162 students underwent assessment of alcohol consumption, including drinking patterns and impulsive traits, as captured in the UPPS-P framework (i.e., negative urgency, positive urgency, sensation seeking, lack of perseverance, lack of premeditation). Multiple regression analyses were utilized in order to investigate the predictive role of each impulsivity facet in binge drinking. Results: Binge drinking was associated with sensation seeking. However, when statistically controlling for gender, age and global alcohol consumption, this effect disappeared, and negative urgency remained the only impulsivity component that significantly predicted binge drinking. Conclusion: We found the severity of binge drinking to be associated with negative urgency, suggesting that the binge drinking pattern is displayed in reaction to negative emotional states, and can be conceptualized as a maladaptive and short-term emotional coping. The study calls for prevention and treatment interventions designed to improve self-control, and more adaptive emotion regulation strategies. © 2016 . [less ▲]

Detailed reference viewed: 95 (1 UL)
See detailWhich Factors Play a Role in Coco Issuance? Evidence from European Banks.
Wolff, Christian UL

E-print/Working paper (2021)

This paper explores empirically the reasons why some banks issue Contingent Convertible Bonds while others do not. For this purpose we use a binary logistic model and control for the determinants ... [more ▼]

This paper explores empirically the reasons why some banks issue Contingent Convertible Bonds while others do not. For this purpose we use a binary logistic model and control for the determinants suggested by the literature on optimal capital structure which considers four drivers of capital structure: corporate taxes, costs of financial distress, agency costs and asymmetric information.. Our findings suggest that the banks with bigger size and those with higher Tier 1 capital, higher net loans, higher wholesale funding, lower level of leverage and lower risk weighted assets have a higher tendency to issue CoCos. Our results also suggest that banks in countries with higher annual growth rate of GDP per capita and those listed as G-SIBs are more likely to issue CoCos. [less ▲]

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See detailWhich Properties has an Icon? A Critical Discussion on Evaluation Methods for Standardised Data Protection Iconography
Rossi, Arianna UL; Lenzini, Gabriele UL

in Proceedings of the 8th Workshop on Socio-Technical Aspects in Security and Trust (STAST) (in press)

Following GDPR's Article12.7's proposal to use standardized icons to inform data subject in "an easily visible, intelligible and clearly legible manner," several icon sets have been developed. In this ... [more ▼]

Following GDPR's Article12.7's proposal to use standardized icons to inform data subject in "an easily visible, intelligible and clearly legible manner," several icon sets have been developed. In this paper, we firstly critically review some of those proposals. We then examine the properties that icons and icon sets should arguably fulfill according to Art.12's transparency provisions. Lastly, we discuss metrics and evaluation procedures to measure compliance with the Article. [less ▲]

Detailed reference viewed: 187 (18 UL)
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See detailWhich psychological factors influence Internet addiction? Evidence through an integrative model
Burnay, J.; Billieux, Joël UL; Blairy, S. et al

in Computers in Human Behavior (2015), 43

Since the appearance of Internet, several preoccupations have appeared as a result, with Internet addiction being one of the most common. The goals of the present study were twofold. First, to examine ... [more ▼]

Since the appearance of Internet, several preoccupations have appeared as a result, with Internet addiction being one of the most common. The goals of the present study were twofold. First, to examine which psychological factors are relevant to explain Internet addiction, including impulsivity, passion and social provision. Second, to incorporate all these factors into an integrative model. Based on multiple regressions and path analysis, results revealed a positive relation between Internet addiction and specific impulsivity components (lack of perseverance, urgency) and obsessive passion. Moreover, positive relations were observed between obsessive passion and reassurance of worth, opportunity for nurturance, sensation seeking and harmonious passion. In other words, Internet addiction is related to obsessive passion, but is explained by different psychological factors. Accordingly, both Internet addiction and obsessive passion can be viewed as two important and complementary facets of problematic Internet use. ©2014 Elsevier B.V. All rights reserved. [less ▲]

Detailed reference viewed: 240 (2 UL)
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See detailWhich Psychological Quality of Life must have the Newly-Registered Students from three European Universities to acquire Employability Skills?
Baumann, Michèle UL; Pelt, Véronique UL

in Psychology & Health (2010), suppl

Modem universities are competitive environments that must enable students to meet occupational requirements. Our survey assesses the associations between psychological quality of life and employability ... [more ▼]

Modem universities are competitive environments that must enable students to meet occupational requirements. Our survey assesses the associations between psychological quality of life and employability skills and others associate factors among newly-registered students from social sciences faculties. 236 volunteers (85 Luxembourg, 82 Belgium, 69 Romania) completed an online questionnaire (participation, 66%). Employability skills (ES) were assessed using a scale covering communication, interpersonal relations, capacity for innovation; quality of life was measured using Whoqol-Bref domains concerning psychological, environment, and social relations. Female respondents were predominantly (90% Romanian, 75% Luxembourg, 67% Belgian students). Belgian students were the youngest (18.5 years, 19.1 Rom, 21.2 Lux); the Luxembourg students entered university one year later. ES score was higher among Luxembourg and Romania than Belgium students (77,8 vs 71,3 vs 68,2). Psychological Whoqol-bref score was highest among Luxembourg and Romania students, Belgian students had the lowest (74.6 vs 65.3 vs 64.0). It was correlated positively with social relations and environment Whoqol-bref domains, and with ES score for Luxembourg and Romanian, but negatively for Belgian students. Employability skills related to psychological health among students enrolled into vocational courses from Luxembourg and Romania faculties, but not their academically orientated Belgian counterparts. University is a natural setting to promote programmes geared to psychological counseling, improvement of the social environment, and assistance services for university work. [less ▲]

Detailed reference viewed: 140 (6 UL)
See detailWhile there is hope – Existentianl fears, hopelessness and quality of life in cancer patients
Hoffmann, Martine UL; Ferring, Dieter UL

in Annual Conference of the Canadian Association of Psychosocial Oncology. Halifax, Canada (2008)

Detailed reference viewed: 39 (1 UL)
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See detailWhispering Botnet Command and Control Instructions
Steichen, Mathis UL; Ferreira Torres, Christof UL; Fiz Pontiveros, Beltran UL et al

in 2nd Crypto Valley Conference on Blockchain Technology, Zug 24-26 June 2019 (2019, June 25)

Detailed reference viewed: 131 (0 UL)
See detailWhite Collar Crime. A Comparative Perspective
Ligeti, Katalin UL; Tosza, Stanislaw

Book published by Hart Publishing (2018)

Detailed reference viewed: 242 (19 UL)
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See detailWhite Manipulation in Judgment Aggregation
Grossi, Davide; Pigozzi, Gabriella UL; Slavkovik, Marija UL

Scientific Conference (2009)

Distributive systems consisting of autonomous and intelligent components need to be able to reason and make decisions based on the information these components share. Judgment aggregation investigates how ... [more ▼]

Distributive systems consisting of autonomous and intelligent components need to be able to reason and make decisions based on the information these components share. Judgment aggregation investigates how individual judgments on logically connected propositions can be aggregated into a collective judgment on the same propositions. It is the case that seemingly reasonable aggregation procedures may force the group to hold an inconsistent judgment set. What happens when the agents realize that the group outcome will be inconsistent? We claim that, in order to avoid an untenable collective outcome, individuals may prefer to declare a non-truthful, less preferred judgment set. Thus, the prospect of an individual trying to manipulate the social outcome by submitting an insincere judgment set is turned from being an undesirable to a “virtuous” (or white) manipulation. We define white manipulation and present the initial study of it as a coordinated action of the whole group. [less ▲]

Detailed reference viewed: 76 (1 UL)