Proceedings of the NATO Advanced Study Institute, Cortina D'Ampezzo, Italy, August 3-16, 1975

This book provides its readers with an introduction to interesting prediction and science dynamics problems in the field of Science of Science. Prediction focuses on the forecasting of future performance (or impact) of an entity, either a research article or a scientist, and also the prediction of future links in collaboration networks or identifying missing links in citation networks. The single chapters are written in a way that help the reader gain a detailed technical understanding of the corresponding subjects, the strength and weaknesses of the state-of-the-art approaches for each described problem, and the currently open challenges. While chapter 1 provides a useful contribution in the theoretical foundations of the fields of scientometrics and science of science, chapters 2-4 turn the focal point to the study of factors that affect research impact and its dynamics. Chapters 5-7 then focus on article-level measures that quantify the current and future impact of scientific articles. Next, chapters 8-10 investigate subjects relevant to predicting the future impact of individual researchers. Finally, chapters 11-13 focus on science evolution and dynamics, leveraging heterogeneous and interconnected data, where the analysis of research topic trends and their evolution has always played a key role in impact prediction approaches and quantitative analyses in the field of bibliometrics. Each chapter can be read independently, since it includes a detailed description of the problem being investigated along with a thorough discussion and study of the respective state-of-the-art. Due to the cross-disciplinary character of the Science of Science field, the book may be useful to interested readers from a variety of disciplines like information science, information retrieval, network science, informetrics, scientometrics, and machine learning, to name a few. The profiles of the readers may also be diverse ranging from researchers and professors in the respective fields to students and developers being curious about the covered subjects.

Astronomy and Astrophysics Abstracts, which has appeared in semi-annual volumes since 1969, is de voted to the recording, summarizing and indexing of astronomical publications throughout the world. It is prepared under the auspices of the International Astronomical Union (according to a resolution adopted at the 14th General Assembly in 1970). Astronomy and Astrophysics Abstracts aims to present a comprehensive documentation of literature in all fields of astronomy and astrophysics. Every effort will be made to ensure that the averagetime interval between the date of receipt of the original literature and publication ofthe abstracts will not exceed eight months. This time interval is near to that achieved by monthly abstracting journals, com pared to which our system of accumulating abstracts for about six months offers the advantage of greater convenience for the user. Volume 17 contains literature published in 1976 and received before August 15, 1976; some older literature which was received late and which is not recorded in earlier volumes is also included. We acknowledge with thanks contributions to this volume by Dr. J. Bouska, who surveyed journals and publications in the Czech languageand supplied us with abstracts in English,and by the Common wealth Scientific and Industrial Research Organization (C.S.I.R.O.), Sydney, for providing titles and abstracts of papers on radio astronomy. We want to acknowledge valuable contributions to this vol ume by Zentralstelle fur Atomkernenergie-Dokumentation, Leopoldshafen, which supported our ab stracting service by sending us retrospective literature searches.

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions. Stephen Taylor provides a comprehensive introduction to the dynamic behavior of asset prices, relying on finance theory and statistical evidence. He uses stochastic processes to define mathematical models for price dynamics, but with less mathematics than in alternative texts. The key topics covered include random walk tests, trading rules, ARCH models, stochastic volatility models, high-frequency datasets, and the information that option prices imply about volatility and distributions. Asset Price Dynamics, Volatility, and Prediction is ideal for students of economics, finance, and mathematics who are studying financial econometrics, and will enable researchers to identify and apply appropriate models and methods. It will likewise be a valuable resource for quantitative analysts, fund managers, risk managers, and investors who seek realistic expectations about future asset prices and the risks to which they are exposed.

This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.

Complexity is emerging as a post-Newtonian paradigm for approaching a large body of phenomena of concern at the crossroads of physical, engineering, environmental, life and human sciences from a unifying point of view. This book outlines the foundations of modern complexity research as it arose from the cross-fertilization of ideas and tools from nonlinear science, statistical physics and numerical simulation. It is shown how these developments lead to an understanding, both qualitative and quantitative, of the complex systems encountered in nature and in everyday experience and, conversely, how natural complexity acts as a source of inspiration for progress at the fundamental level.

This volume contains the Proceedings of the International Workshop on “Non-Equilibrium Phenomena in Supercooled Fluids, Glasses and Amorphous Materials”, held in Pisa in the early fall of 1995 as a joint initiative of the University of Pisa and of the Scuola Normale Superiore. The goal was to bring together liquid state physicists, chemists and engineers, to review current developments and comparatively discuss experimental facts and theoretical predictions in this vast scientific area. The core of the Workshop was a set of general lectures followed by more specific presentations on current issues in the main areas of the field. This structure has been maintained in this volume, in which a set of five overviews is followed by topically grouped contributions in the five areas of ionic glasses and glassy materials, the glass transition, viscous flow and microscopic relaxation, complex fluids, and polymers. The volume also preserves a record of the many short contributions given to the Workshop through posters, which are grouped in it under the subjects of inorganic glasses, organic glasses and complex fluids, polymers, and theoretical aspects.