Where to Hide in Bad Times: Or Should One Still Diversify Internationally?

Scientific Conference (2016)

Where to Hide in Bad Times: Or Should One Still Diversify Internationally?

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 ▲]

Where were the repair ingredients for Defects4j bugs?

in Empirical Software Engineering (2021), 26(6), 1--33

Which App to Choose? An Online Tool that Supports the Decision-making Process of Recreational Runners to Choose an App

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 ▲]

Which clustering algorithm is better for predicting protein complexes?

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 ▲]

Which criteria matter when impact investors screen social enterprises?

in Journal of Corporate Finance (2021), 66

Impact investors pursue both financial and social goals and have become an important source of funding for social enterprises. Our study assesses impact investor criteria when screening social enterprises ... [more ▼]

Impact investors pursue both financial and social goals and have become an important source of funding for social enterprises. Our study assesses impact investor criteria when screening social enterprises. Applying an experimental conjoint analysis to a sample of 179 impact investors, we find that the three most important criteria are the authenticity of the founding team, the importance of the societal problem targeted by the venture, and the venture’s financial sustainability. We then compare the importance of these screening criteria across different types of impact investors (i.e., donors, equity investors, and debt investors). We find that donors pay more attention to the importance of the societal problem and less attention to financial sustainability than do equity and debt investors. Additionally, equity investors place a higher value on the largescale implementation of the social project than do debt investors. We contribute to the nascent literature on impact investing by documenting how impact investors make investment decisions and by providing a nuanced view of different investor types active in this novel market. Practical implications exist for both impact investors and social enterprises. [less ▲]

Which dimensions of impulsivity are related to cigarette craving?

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 ▲]

Which facets of impulsivity predict binge drinking?

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 ▲]

Which Factors Play a Role in CoCo Issuance? Evidence from European Banks

Scientific Conference (2023, February)

Which Factors Play a Role in Coco Issuance? Evidence from European Banks.

Scientific Conference (2022, June 20)