4 resultados para Method of linear transformations

em Helda - Digital Repository of University of Helsinki


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This study addresses the challenge of analyzing interruption in spoken interaction. It begins with my observation of eight hours of academic group work among speakers of English as a lingua franca (ELF) in a university course. Unlike the common findings of ELF research which underscore the cooperative orientation of ELF users, this particular group gave strong impressions of interruption and uncooperativeness as they prepared a scientific group presentation. In the effort to investigate these impressions, I found that no satisfactory method exists for systematically identifying and analyzing interruptions. A useful tool was found in Linear Unit Grammar or LUG (Sinclair & Mauranen 2006), which analyzes spoken interaction prospectively as linear text. In the course of transcribing one of the early group work meetings, I developed a model of LUG-based criteria for identifying individual instances of interruption. With this system in place, I was then able to evaluate the aggregate occurrences of interruption in the group work and identify co-occurring interactive features which further influenced the perception of uncooperativeness. Finally, these aggregate statistics directed a return to the data and a contextually sensitive, qualitative analysis. This research cycle illuminates the interactive features which contributed to my own impressions of uncooperativeness, as well as the group members orientations to their own interruptive practice.

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This paper examines how volatility in financial markets can preferable be modeled. The examination investigates how good the models for the volatility, both linear and nonlinear, are in absorbing skewness and kurtosis. The examination is done on the Nordic stock markets, including Finland, Sweden, Norway and Denmark. Different linear and nonlinear models are applied, and the results indicates that a linear model can almost always be used for modeling the series under investigation, even though nonlinear models performs slightly better in some cases. These results indicate that the markets under study are exposed to asymmetric patterns only to a certain degree. Negative shocks generally have a more prominent effect on the markets, but these effects are not really strong. However, in terms of absorbing skewness and kurtosis, nonlinear models outperform linear ones.