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473 result(s) for "Picard, Marc"
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Principles and Methods in Historical Phonology
Picard's methodology has three stages: establishing the sound correspondences between a source language (such as Proto-Algonkian) and a target language (such as Arapaho); exploiting the concept of naturalness in phonological change to the fullest in order to construct working hypotheses as to what the most likely historical processes could have been, and to determine in a nonarbitrary fashion which processes could have taken place simultaneously; and ordering these processes in accordance with the various feeding, bleeding, counterfeeding, and counterbleeding relations that exist between a great many pairs of diachronic processes. Picard applies his theoretical assumptions to a detailed development and analysis of the phonological changes that have taken place between Proto-Algonkian and modern Arapaho. In addition he provides a segment-by-segment derivation of over two hundred lexical items, showing exactly which sound changes have applied in each case. Principles and Methods in Historical Phonology is a valuable addition to historical studies of Algonkian languages and will be of particular interest to Algonkianists as well as linguists in general.
A multi-factor HJM and PCA approach to risk management of VIX futures
Purpose Previous studies have shown the VIX futures tend to roll-down the term structure and converge towards the spot as they grow closer to maturity. The purpose of this paper is to propose an approach to improve the volatility index fear factor-level (VIX-level) prediction. Design/methodology/approach First, the authors use a forward-looking technique, the Heath–Jarrow–Morton (HJM) no-arbitrage framework to capture the convergence of the futures contract towards the spot. Second, the authors use principal component analysis (PCA) to reduce dimensionality and save substantial computational time. Third, the authors validate the model with selected VIX futures maturities and test on value-at-risk (VAR) computations. Findings The authors show that the use of multiple factors has a significant impact on the simulated VIX futures distribution, as well as the computations of their VAR (gain in accuracy and computing time). This impact becomes much more compelling when analysing a portfolio of VIX futures of multiple maturities. Research limitations/implications The authors’ approach assumes the variance to be stationary and ignores the volatility smile. Nevertheless, they offer suggestions for future research. Practical implications The VIX-level prediction (the fear factor) is of paramount importance for market makers and participants, as there is no way to replicate the underlying asset of VIX futures. The authors propose a procedure that provides efficiency to both pricing and risk management. Originality/value This paper is the first to apply a forward-looking method by way of a HJM framework combined with PCA to VIX-level prediction in a portfolio context.
Dictionary of French Family Names in North America
This dictionary contains data not only on the origins of French surnames in Québec and Acadia, a great many of which eventually spread to many parts of North America, but also on those which arrived in the United States directly from various French-speaking European and Caribbean countries. In addition to providing the etymology of the original surnames, it also lists the multifarious variants that have developed over the last four centuries. A unique feature of this work in comparison to other onomastics dictionaries is the inclusion of genealogical information on most of the Francophone migrants to this continent, something which has been rendered possible not only by the excellent record-keeping in French Canada since the very beginnings of the colony, but also through the explosion of such data on the internet in the last couple of decades. In sum, this dictionary serves the dual purpose of providing information on the meanings of French family names on the North American continent, as well as on the migrants who brought them there.
Principles and Methods in Historical Phonology
Picard's methodology has three stages: establishing the sound correspondences between a source language (such as Proto-Algonkian) and a target language (such as Arapaho); exploiting the concept of naturalness in phonological change to the fullest in order to construct working hypotheses as to what the most likely historical processes could have been, and to determine in a nonarbitrary fashion which processes could have taken place simultaneously; and ordering these processes in accordance with the various feeding, bleeding, counterfeeding, and counterbleeding relations that exist between a great many pairs of diachronic processes. Picard applies his theoretical assumptions to a detailed development and analysis of the phonological changes that have taken place between Proto-Algonkian and modern Arapaho. In addition he provides a segment-by-segment derivation of over two hundred lexical items, showing exactly which sound changes have applied in each case.
An Introduction to the Comparative Phonetics of English and French in North America
This textbook is designed to fill two basic needs. One is for a clear and straightforward presentation of the rudiments of articulatory phonetics which is geared specifically to the requirements of the (future) language teacher, and not exclusively to the student of linguistics, and in which the basic concepts and terminology are introduced via English as opposed to a variety of languages. An even greater need, perhaps, and one that has gone unfulfilled for too long, is for a simple but reasonably complete overview of the phonetic inventory of North American French.
Comparative views about the development and strategic potential of Supply Chain Management
This article, written in the form of a dialogue, is a cross-testimony from two experienced practitioners whose careers took place in the world of consumer products. They testify to the evolution of logistics and then Supply Chain Management (SCM). They also discuss the role of these functions in manufacturer-distributor relationships. They evoke the issues associated with SCM and its strategic importance for supply chain stakeholders.