Repository content - lost in Discovery?

Presentation at Open Repositories 2014, Helsinki, Finland, June 9-13, 2014

Envia – a repository for environmental information access and discovery

Poster at Open Repositories 2014, Helsinki, Finland, June 9-13, 2014

Self-deposit, discovery, and delivery of scientific GIS datasets using GeoHydra

Presentation at Open Repositories 2014, Helsinki, Finland, June 9-13, 2014

Commodity Future Price Premiums – Case EU ETS

The purpose of this thesis was to study commodity future price premiums and their nature on emission allowance markets. The EUA spot and future contracts traded on the secondary market during EU ETS Phase 2 and Phase 3 were selected for empirical testing. The cointegration of spot and future prices was examined with Johansen cointegration methodology. Daily interest rates with a similar tenor to the future contract maturity were used in the cost-of-carry model to calculate the theoretical future prices and to estimate the deviation from the fair value of future contracts, assumed to be explained by the convenience yield. The time-varying dependence of the convenience yield was studied by regression testing the correlation between convenience yield and the time to maturity of the future contract. The results indicated cointegration between spot and future prices, albeit depending on assumptions on linear trend and intercept in cointegration vector Dec-14 and Dec-15 contracts. The convenience yield correlates positively with the time-to-maturity of the future contract during Phase 2, but negatively during Phase 3. The convenience yield featured positive correlation with spot price volatility and negative correlation with future price volatility during both Phases 2 and 3.

A systematic mapping study of web services discovery mechanisms

Context: Web services have been gaining popularity due to the success of service oriented architecture and cloud computing. Web services offer tremendous opportunity for service developers to publish their services and applications over the boundaries of the organization or company. However, to fully exploit these opportunities it is necessary to find efficient discovery mechanism thus, Web services discovering mechanism has attracted a considerable attention in Semantic Web research, however, there have been no literature surveys that systematically map the present research result thus overall impact of these research efforts and level of maturity of their results are still unclear. This thesis aims at providing an overview of the current state of research into Web services discovering mechanism using systematic mapping. The work is based on the papers published 2004 to 2013, and attempts to elaborate various aspects of the analyzed literature including classifying them in terms of the architecture, frameworks and methods used for web services discovery mechanism. Objective: The objective if this work is to summarize the current knowledge that is available as regards to Web service discovery mechanisms as well as to systematically identify and analyze the current published research works in order to identify different approaches presented. Method: A systematic mapping study has been employed to assess the various Web Services discovery approaches presented in the literature. Systematic mapping studies are useful for categorizing and summarizing the level of maturity research area. Results: The result indicates that there are numerous approaches that are consistently being researched and published in this field. In terms of where these researches are published, conferences are major contributing publishing arena as 48% of the selected papers were conference published papers illustrating the level of maturity of the research topic. Additionally selected 52 papers are categorized into two broad segments namely functional and non-functional based approaches taking into consideration architectural aspects and information retrieval approaches, semantic matching, syntactic matching, behavior based matching as well as QOS and other constraints.

Forecasting financial weather - can we foresee market sentiment? Spectrum of stock price behavior - NYSE case study

The desire to create a statistical or mathematical model, which would allow predicting the future changes in stock prices, was born many years ago. Economists and mathematicians are trying to solve this task by applying statistical analysis and physical laws, but there are still no satisfactory results. The main reason for this is that a stock exchange is a non-stationary, unstable and complex system, which is influenced by many factors. In this thesis the New York Stock Exchange was considered as the system to be explored. A topological analysis, basic statistical tools and singular value decomposition were conducted for understanding the behavior of the market. Two methods for normalization of initial daily closure prices by Dow Jones and S&P500 were introduced and applied for further analysis. As a result, some unexpected features were identified, such as a shape of distribution of correlation matrix, a bulk of which is shifted to the right hand side with respect to zero. Also non-ergodicity of NYSE was confirmed graphically. It was shown, that singular vectors differ from each other by a constant factor. There are for certain results no clear conclusions from this work, but it creates a good basis for the further analysis of market topology.

Regime-Switching in the Impact of Oil Price Shocks on Stock Market Volatility: Evidence from Oil-Importing and Oil-Exporting Countries

Research has highlighted the adequacy of Markov regime-switching model to address dynamic behavior in long term stock market movements. Employing a purposed Extended regime-switching GARCH(1,1) model, this thesis further investigates the regime dependent nonlinear relationship between changes in oil price and stock market volatility in Saudi Arabia, Norway and Singapore for the period of 2001-2014. Market selection is prioritized to national dependency on oil export or import, which also rationalizes the fitness of implied bivariate volatility model. Among two regimes identified by the mean model, high stock market return-low volatility regime reflects the stable economic growth periods. The other regime characterized by low stock market return-high volatility coincides with episodes of recession and downturn. Moreover, results of volatility model provide the evidence that shocks in stock markets are less persistent during the high volatility regime. While accelerated oil price rises the stock market volatility during recessions, it reduces the stock market risk during normal growth periods in Singapore. In contrast, oil price showed no significant notable impact on stock market volatility of target oil-exporting countries in either of the volatility regime. In light to these results, international investors and policy makers could benefit the risk management in relation to oil price fluctuation.

What about Th1/Th2 in cutaneous leishmaniasis vaccine discovery?

The T helper cell type 1 (Th1) response is essential to resist leishmaniasis, whereas the Th2 response favors the disease. However, many leishmanial antigens, which stimulate a Th1 immune response during the disease or even after the disease is cured, have been shown to have no protective action. Paradoxically, antigens associated with an early Th2 response have been found to be highly protective if the Th1 response to them is generated before infection. Therefore, finding disease-associated Th2 antigens and inducing a Th1 immune response to them using defined vaccination protocols is an interesting unorthodox alternative approach to the discovery of a leishmania vaccine.

Liber fostering Open Science and Knowledge Discovery

Presentation of Kristiina Hormia-Poutanen at the 25th Anniversary Conference of The National Repository Library of Finland, Kuopio 22th of May 2015.

Relationship between the price of fish and its quality attributes: a study within a community at the University of São Paulo, Brazil

The aim of this study was to evaluate the associations between the products' market price and attributes related to fish purchase and consumption within a university community in Brazil. A structured questionnaire consisting of a five-point Likert scale was used. It was previously tested and made available to the university community via the Internet. The sample comprised 1966 voluntaries including university students and faculty and staff members. A descriptive analysis of data was performed using Spearman's correlation analysis. The results showed that the majority of the respondents (56%) consume fish at home; some consume fish at restaurants (39%), and 5% at family or friends' houses, reinforcing the idea that variables such as culture and reference groups are fundamental determinants of purchase and consumption behavior. It was identified a significant (p < 0.001) and very strong correlation between the attributes price and nutritional value (r = 0.92); price and availability at the usual places of purchase (r = 0.92); price and packaging (r = 0.92); price and brand name (r = 0.91); and price and of the Federal Inspection stamp (r = 0.91) and a low positive correlation (p < 0.001) between the price variable and the initiative for fish traceability (r = 0.16). This study demonstrated that the price of fish is associated with the quality of the product and the attributes related to it such as packaging, nutritional value, and availability of the product in the market.