Tag Archives: April 1st

Great Stats on Elsevier’s Website

A lot of researchers have been recently extremely unfair, criticizing Elsevier one major editor of academic journals. Yes, it is a big publisher. So what? When you publish a paper in any journal that belongs to that group, you now have access to amazing statistics, via scopus.

Not only you know how many time the pdf file has been downloaded (you can also get that information on arxiv or ssrn), but you can get much more!

You can even know how many time the pdf has been opened, and you can even visualize on which paragraph readers spent more time, while reading it! This EyeTrackPDF tool is just amazing!

(you need to pay to get details per IP address, the standard graph is an average of eyetracker information, from what I understood). You can see where are the most interesting parts of the paper, which is quite informative actually

Of course, on all the papers, what we observe is that people spend most of the time on the references, checking for their own names, making sure that their work was mentioned! You can even get an understanding score, which is an estimation of the number of readers that might have understood the paper 

Awesome, isn’t it? 

“I am sorry to inform you…”

I just received another decision letter for a paper submitted.But this time, it was fast. In less than 24 hours, I received a notification by email (the name of the journal is hidden with xxxxx’s for obvious reasons):

Dear Professor Charpentier,

Thank you for submitting your paper to xxxxx.

In order to provide a quick reply to your submission, an automatic process, has been used according. The process is based on proximity measures between the article you submitted, and recent articles published in our journal.

1) The correlation between your keys words and standard keywords in xxxxx is rather high (0.926).

2) 66% of your keywords do match with the top 10 most cited papers in 2012 in xxxxx, so your paper has 90% chance of getting at least 4 citations in less than a year and at least 17 citations in less than 5 years.

3) The rate of references cited in your article that were published in xxxxx is high enough (37%) to consider a publication in xxxxx

The academic and citation based score is 0.857 which makes the paper suitable for publication. Nevertheless, before publishing the paper, major revisions are necessary,

1) Your style does not fit well with our journal: your sentenses have (on average) 13.3 words, while the standard in this journal is 16.2. We recommend that you use longer sentences or delete some periods in your text.

2) The words you use are not close enough to the scope of the journal: for example, estimator appears only twice  (the average is 4.34) and methodology appears only once (average 3.67).

3) The affiliation is not appropriate: this year, 12% of the articles received were from authors in Canada. In order to reinforce positive discrimination, it would be better if your affiliation were from the Eastern Europe (currently only 4% of the articles we receive are from Eastern Europe). We can provide you with a list of potential universities if necessary.

4) Your name is not valid for xxxxx:

  • For a single authored paper, the most common first letter in the last name of the first author is H not C and your name which contains 11 letters is too long (the average is 7.91 letters). Lastly, more than 62% authors have a middle name, we suggest that you add one,
  • For a paper with two authors, the most common first letter of the first author is D, hence C is fine, but your name is a bit too long since the average number of letters in the last name for the first author is 9.57.

Thus, we recommend either that you change your name (we can provide you with a list if necessary) or that you find another author to add on your paper and delete the last two letters of your last name.

For the reasons listed above, we have to ask for major revisions. When the paper is resubmitted, it will be send to a (human) referee for proofread,

Please note that we receive almost 1,000 submissions a year; our target acceptance rate is 10% and many good papers get rejected.

Thank you for giving us the opportunity to consider your work.

Sincerely,

(etc)

Damned ! That was close ! Let me find a co-author to add, and I resubmit it !

Maths can be cool (to impress your kids)

Just imagine that your kids need some help, to prepare fishes for April 1st, like

Her: “please, Daddy, help us to draw some fishes”

Me: “Sure, Daddy is a champion, actually, I do that everyday at work: drawing fishes – and more generally nice stuff – is exactly Daddy’s job”.

OK, no need to talk neither about Talbot’s curvesellipse negative pedal curvenor Burleigh’s ovals, unless you don’t want to scare them, e.g.

t=seq(0,2*pi,length=100) 
b=.8
c=sqrt(1-b^2)
x=cos(t)-c*sin(t)^2
y=(1-2*c^2+c*cos(t))*sin(t)/b
plot(x,y)

From now on, it is rather simple to draw fishes,

t=seq(0,2*pi,length=100)
y=cos(t)-sin(t)^2/sqrt(2)
x=cos(t)*sin(t)
plot(x,y,type="l",axes=FALSE,xlab="",ylab="")
polygon(c(-2,-2,2,2),
c(-2,2,2,-2),col="light blue",border=NA)
polygon(x,y,col="red",border=NA)
axis(1)
axis(2)
lines(x,y,type="l")

so we can easily get nice fishes,

Fin des débats sur la valeur de π

La rumeur avait agité pas mal de monde en août dernier lors du congrès international de mathématiques, à Hyderabad (même si à l’époque, ce sont surtout les médailles Fields qui avaient retenu toute l’attention, en France en tous les cas), mais finalement le communiqué de l’Union Internationale de Mathématiques (IMU) est finalement tombé hier soir: à compter du 1er juillet, π sera officiellement égal à 4.
Pour ceux qui ont suivi les débats (je n’ai eu que des bruits de couloir), Microsoft avait augmenté la pression ces derniers mois, quand le cap des 5000 milliards de décimales avait été franchi (ici). Comme l’avait dit Bill Gates avant le congrès à Hyderabad, bientôt la moitié de ma mémoire d’un processeur sera dédiée à stocker les décimales de π.

Et comme il l’avait souligné “la recherche sur les décimales de π allant plus vite que la recherche des améliorations de Windows, nous allons rapidement faire face à un choc informatique sans précédant”. Il avait comparé la situation au bug de l’an 2000 (en ajoutant que – comme il y a 11 ans – la transition se fera, selon lui, en douceur).
Dans le communiqué de l’IMU, il est mentionné que “π gardera son interprétation originelle « περίμετρος »” (périmètre en grec), et en particulier, l’IMU utilise la définition géométrique suivante:

http://freakonometrics.blog.free.fr/public/perso2/animation-pi.gif

Mais en quoi cela peut avoir un intérêt pour mon blog (hormis faire mon frimeur pour montrer que j’ai compris une démonstration géométrique). Tout simplement car π joue un rôle central en statistique et en probabilité (même si on a souvent tendance à l’oublier) au travers de la loi normale ! Pareil en risk management, y compris pour va valorisation des options, mais aussi le capital réglementaire calculé dans les accords de Bâle. Les banquiers se sont réjouit de l’annonce de l’IMU hier soir, car pour ceux qui l’auraient oublié, la loi normale intervient partout en finance . En particulier dans les calculs de quantiles. Rappelons que la densité s’écrit

https://freakonometrics.hypotheses.org/files/2015/12/dens-gauss-pi.gif (pour les utilisateurs de R, la version 2.12.3. sera lancée exceptionnellement plus tôt afin d’intégrer cette mise à jour – et je crois que MSExcel a prévu un addins qui sera bientôt en ligne, comme pour le passage à l’an 2000).
Si on regarde “à la main” ce que vont devenir les probabilités de dépassement de seuils, on obtient

> 1-pnorm(2)
[1] 0.02275013
> integrate(f=function(x){exp(-x^2/2)/sqrt(2*pi)},2,+Inf)
0.02275013 with absolute error < 1.5e-05
> integrate(f=function(x){exp(-x^2/2)/sqrt(2*4)},2,+Inf)
0.02016178 with absolute error < 1.3e-05

autrement dit, la probabilité de dépasser 2 va passer de 2.27% à 2.02%. Pour les quantiles à 99.5% (utilisées par les institutions financières), on a

> qnorm4(.995)
[1] 2.543701
> qnorm(.995)
[1] 2.575829

Autrement dit la baisse est finalement relativement faible. On peut alors s’attendre à une (très) légère baisse des fonds propres des banques et institutions financières (même si pour l’instant, les instances de Bâle ne se sont pas encore prononcées).