26 resultados para Translation memory

em Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco


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[EN] The experiment discussed in this paper is a direct replication of Finkbeiner (2005) and an indirect replication of Jiang and Forster (2001) and Witzel and Forster(2012). The paper explores the use of episodic memory in L2 vocabulary processing. By administering an L1 episodic recognition task with L2 masked translation primes, reduced reaction times would suggest L2 vocabulary storage in episodic memory. The methodology follows Finkbeiner (2005) who argued that a blank screen introduced after the prime in Jiang Forster (2001) led to a ghosting effect, compromising the imperceptibility of the prime. The results here mostly corroborate Finkbeiner (2005) with no significant priming effects. While Finkbeiner discusses his findings in terms of the dissociability of episodic and semantic memory, and discounts Jiang and Forster’s (2001) results to participants’ strategic responding, I add a layer of analysis based on declarative and procedural constituents. From this perspective, Jiang and Forster (2001) and Witzel and Forster’s (2012) results can be seen as possible episodic memory activation, and Finkbeiner’s (2005) and my lack of priming effects might be due to the sole activation of procedural neural networks. Priming effects are found in concrete and abstract words but require verification through further experimentation.

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Eguíluz, Federico; Merino, Raquel; Olsen, Vickie; Pajares, Eterio; Santamaría, José Miguel (eds.)

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Eguíluz, Federico; Merino, Raquel; Olsen, Vickie; Pajares, Eterio; Santamaría, José Miguel (eds.)

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Eguíluz, Federico; Merino, Raquel; Olsen, Vickie; Pajares, Eterio; Santamaría, José Miguel (eds.)

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Eguíluz, Federico; Merino, Raquel; Olsen, Vickie; Pajares, Eterio; Santamaría, José Miguel (eds.)

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Eguíluz, Federico; Merino, Raquel; Olsen, Vickie; Pajares, Eterio; Santamaría, José Miguel (eds.)

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Eguíluz, Federico; Merino, Raquel; Olsen, Vickie; Pajares, Eterio; Santamaría, José Miguel (eds.)

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Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)

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[En]The present study aimed at investigating the existence of long memory properties in ten developed stock markets across the globe. When return series exhibit long memory, the series realizations are not independent over time and past returns can help predict future returns, thus violating the market efficiency hypothesis. It poses a serious challenge to the supporters of random walk behavior of the stock returns indicating a potentially predictable component in the series dynamics. We computed Hurst-Mandelbrot’s Classical R/S statistic, Lo’s statistic and semi parametric GPH statistic using spectral regression. The findings suggest existence of long memory in volatility and random walk for logarithmic return series in general for all the selected stock market indices. Findings are in line with the stylized facts of financial time series.

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Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)

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Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)

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Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)

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Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)

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Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)