Institution
City University London
Education•London, United Kingdom•
About: City University London is a education organization based out in London, United Kingdom. It is known for research contribution in the topics: Population & Health care. The organization has 5735 authors who have published 17285 publications receiving 453290 citations.
Papers published on a yearly basis
Papers
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TL;DR: In this paper, the authors examined the combined role of momentum and term structure signals for the design of profitable trading strategies in commodity futures markets with significant annualized alphas of 1014% and 1266% respectively.
Abstract: This paper examines the combined role of momentum and term structure signals for the design of profitable trading strategies in commodity futures markets With significant annualized alphas of 1014% and 1266% respectively, the momentum and term structure strategies appear profitable when implemented individually With an abnormal return of 2102%, a novel double-sort strategy that exploits both momentum and term structure signals clearly outperforms the single-sort strategies This double-sort strategy can additionally be utilized as a portfolio diversification tool Interestingly, the abnormal performance of the double-sort portfolios cannot be explained by a lack of liquidity or data mining and is robust to transaction costs and to different specifications of the risk-return trade-off
175 citations
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TL;DR: This work proposes extensions to the existing squarified layout algorithm that exploit the two-dimensional arrangement of treemap nodes more effectively and provides a more consistent arrangement of nodes while maintaining low aspect ratios.
Abstract: Existing treemap layout algorithms suffer to some extent from poor or inconsistent mappings between data order and visual ordering in their representation, reducing their cognitive plausibility. While attempts have been made to quantify this mismatch, and algorithms proposed to minimize inconsistency, solutions provided tend to concentrate on one-dimensional ordering. We propose extensions to the existing squarified layout algorithm that exploit the two-dimensional arrangement of treemap nodes more effectively. Our proposed spatial squarified layout algorithm provides a more consistent arrangement of nodes while maintaining low aspect ratios. It is suitable for the arrangement of data with a geographic component and can be used to create tessellated cartograms for geovisualization. Locational consistency is measured and visualized and a number of layout algorithms are compared. CIELab color space and displacement vector overlays are used to assess and emphasize the spatial layout of treemap nodes. A case study involving locations of tagged photographs in the Flickr database is described.
175 citations
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TL;DR: It is shown that differential under-reporting of depression is correlated with age, gender, and ethnicity and that these characteristics also predict a lower probability of mental health treatment, suggesting that stigma can play an important role in determining health-seeking behavior.
174 citations
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TL;DR: This paper describes a method of segmenting curves in images into a combination of circular arcs and straight lines using a recursive algorithm that first analyses lists of connected edge points and finds a polygonal description, and then analyses this description fitting arcs to groups of connected lines.
174 citations
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TL;DR: The value spaces framework is offered as a tool for better understanding value creation and capture in digital innovation and the early contours of a research agenda for information systems researchers are illustrated.
174 citations
Authors
Showing all 5822 results
Name | H-index | Papers | Citations |
---|---|---|---|
Andrew M. Jones | 103 | 764 | 37253 |
F. Rauscher | 100 | 605 | 36066 |
Thorsten Beck | 99 | 373 | 62708 |
Richard J. K. Taylor | 91 | 1543 | 43893 |
Christopher N. Bowman | 90 | 639 | 38457 |
G. David Batty | 88 | 451 | 23826 |
Xin Zhang | 87 | 1714 | 40102 |
Richard J. Cook | 84 | 571 | 28943 |
Hugh Willmott | 82 | 310 | 26758 |
Scott Reeves | 82 | 441 | 27470 |
Sarah-Jayne Blakemore | 81 | 211 | 29660 |
Mats Alvesson | 78 | 267 | 38248 |
W. John Edmunds | 75 | 252 | 24018 |
Sheng Chen | 71 | 688 | 27847 |
Christopher J. Taylor | 71 | 415 | 30948 |