title: The impact of MIREX on scholarly research (2005-2010)

authors: Cunningham, Sally Jo

subjects: computer science

abstract: This paper explores the impact of the MIREX (Music Information Retrieval Evaluation eXchange) evaluation initiative on scholarly research. Impact is assessed through a bibliometric evaluation of both the MIREX extended abstracts and the papers citing the MIREX results, the trial framework and methodology, or MIREX datasets. Impact is examined through number of publications and citation analysis. We further explore the primary publication venues for MIREX results, the geographic distribution of both MIREX contributors and researchers citing MIREX results, and the spread of MIREX-based research beyond the MIREX contributor teams. This analysis indicates that research in this area is highly collaborative, has achieved an international dissemination, and has grown to have a significant profile in the research literature.

text: The impact of MIREX on scholarly research (2005-2010) This paper explores the impact of the MIREX (Music Information Retrieval Evaluation eXchange) evaluation initiative on scholarly research. Impact is assessed through a bibliometric evaluation of both the MIREX extended abstracts and the papers citing the MIREX results, the trial framework and methodology, or MIREX datasets. Impact is examined through number of publications and citation analysis. We further explore the primary publication venues for MIREX results, the geographic distribution of both MIREX contributors and researchers citing MIREX results, and the spread of MIREX-based research beyond the MIREX contributor teams. This analysis indicates that research in this area is highly collaborative, has achieved an international dissemination, and has grown to have a significant profile in the research literature.

year: 2012

title: Attributing returns and optimising United States swaps portfolios using an intertemporally-consistent and arbitrage-free model of the yield curve

authors: Krippner, Leo

subjects: yield curve

abstract: This paper uses the volatility-adjusted orthonormalised Laguerre polynomial model of the yield curve (the VAO model) from Krippner (2005), an intertemporally-consistent and arbitrage-free version of the popular Nelson and Siegel (1987) model, to develop a multi-dimensional yield-curve-based risk framework for fixed interest portfolios. The VAO model is also used to identify relative value (i.e. potential excess returns) from the universe of securities that define the yield curve. In combination, these risk and return elements provide an intuitive framework for attributing portfolio returns ex-post, and for optimising portfolios ex-ante. The empirical applications are to six years of daily United States interest rate swap data. The first application shows that the main sources of fixed interest portfolio risk (i.e. unanticipated variability in ex-post returns) are first-order (‘duration’) effects from stochastic shifts in the level and shape of the yield curve; second-order (‘convexity’) effects and other contributions are immaterial. The second application shows that fixed interest portfolios optimised ex-ante using the VAO model risk/relative framework significantly outperform a naive evenly-weighted benchmark over time.

text: Attributing returns and optimising United States swaps portfolios using an intertemporally-consistent and arbitrage-free model of the yield curve This paper uses the volatility-adjusted orthonormalised Laguerre polynomial model of the yield curve (the VAO model) from Krippner (2005), an intertemporally-consistent and arbitrage-free version of the popular Nelson and Siegel (1987) model, to develop a multi-dimensional yield-curve-based risk framework for fixed interest portfolios. The VAO model is also used to identify relative value (i.e. potential excess returns) from the universe of securities that define the yield curve. In combination, these risk and return elements provide an intuitive framework for attributing portfolio returns ex-post, and for optimising portfolios ex-ante. The empirical applications are to six years of daily United States interest rate swap data. The first application shows that the main sources of fixed interest portfolio risk (i.e. unanticipated variability in ex-post returns) are first-order (‘duration’) effects from stochastic shifts in the level and shape of the yield curve; second-order (‘convexity’) effects and other contributions are immaterial. The second application shows that fixed interest portfolios optimised ex-ante using the VAO model risk/relative framework significantly outperform a naive evenly-weighted benchmark over time.

year: 2005-03

title: Adaptation of the safewards model to the New Zealand context: A mixed-methods evaluative study

authors: Knauf, Sarah

subjects: inpatient

abstract: Background: Mental health inpatient units can provide a sanctuary for people to recover from mental illness. However, research has shown these units to be sites of conflict, in an environment that service users do not experience as therapeutic. To support a therapeutic environment, the safety and wellbeing of service users and staff need protection through reduced conflict and containment rates. Conflict can be physical or verbal aggression, self-harm, suicide attempt, absconding, substance misuse and medication refusal. Containment involves methods used to control conflict, including administration of sedative medication, coerced intramuscular medication, increased level of observation, restraint and seclusion. The Safewards model, originating in the United Kingdom in 2015, proposes 10 interventions to address conflict and containment. These interventions are centred on: therapeutic relationships; person-centeredness; teamwork; and least restrictive care. This research pursued active transformation through codesign of an adapted Safewards model to fit the socio-cultural context of New Zealand.

Objective: This thesis with publication describes the adaptation of the Safewards model to the New Zealand context. Cultural adaptation was critical due to significant health outcome disparities between Māori and non-Māori populations and the disproportionate representation of Māori within mental health services. The research sought to discover what a New Zealand model required, what the perspectives of inpatient tangata whai ora and staff were of the developed model and what changes it made to rates of conflict, containment and the ward atmosphere. Participants: Tangata whai ora and staff from the study setting were recruited to participate in focus groups before and after the implementation of the New Zealand Safewards model. Phase one focus groups included 15 staff and three tangata whai ora. Phase three focus groups included 13 staff and four tangata whai ora.

Methods: This is a mixed-methods evaluative study structured into three distinct phases, using methods of participatory action research. The adapted Safewards model was implemented for 12 months, with a staggered introduction of 11 interventions. Qualitative data were derived from the thematic analysis of focus groups. Quantitative data were from the Patient-Staff Conflict Checklist, Essen Climate Evaluation Schema, Fidelity Checklist and Te Whatu Ora Waikato service data.

Findings: A New Zealand Safewards model must: reflect a Te Ao Māori worldview; align with current practices; adapt Safewards interventions; and gain acceptance. Change management is one process that can reduce barriers to change. The adapted Safewards model reduced conflict, increased patient cohesion and improved the sense of safety perceived from staff and tangata whai ora in the study setting. The outcomes of this study hold the potential to contribute to the formulation and implementation of a New Zealand Safewards model, while also bearing relevance for the international adaptation of Safewards to culturally diverse countries and healthcare systems.

text: Adaptation of the safewards model to the New Zealand context: A mixed-methods evaluative study Background: Mental health inpatient units can provide a sanctuary for people to recover from mental illness. However, research has shown these units to be sites of conflict, in an environment that service users do not experience as therapeutic. To support a therapeutic environment, the safety and wellbeing of service users and staff need protection through reduced conflict and containment rates. Conflict can be physical or verbal aggression, self-harm, suicide attempt, absconding, substance misuse and medication refusal. Containment involves methods used to control conflict, including administration of sedative medication, coerced intramuscular medication, increased level of observation, restraint and seclusion. The Safewards model, originating in the United Kingdom in 2015, proposes 10 interventions to address conflict and containment. These interventions are centred on: therapeutic relationships; person-centeredness; teamwork; and least restrictive care. This research pursued active transformation through codesign of an adapted Safewards model to fit the socio-cultural context of New Zealand.

Objective: This thesis with publication describes the adaptation of the Safewards model to the New Zealand context. Cultural adaptation was critical due to significant health outcome disparities between Māori and non-Māori populations and the disproportionate representation of Māori within mental health services. The research sought to discover what a New Zealand model required, what the perspectives of inpatient tangata whai ora and staff were of the developed model and what changes it made to rates of conflict, containment and the ward atmosphere. Participants: Tangata whai ora and staff from the study setting were recruited to participate in focus groups before and after the implementation of the New Zealand Safewards model. Phase one focus groups included 15 staff and three tangata whai ora. Phase three focus groups included 13 staff and four tangata whai ora.

Methods: This is a mixed-methods evaluative study structured into three distinct phases, using methods of participatory action research. The adapted Safewards model was implemented for 12 months, with a staggered introduction of 11 interventions. Qualitative data were derived from the thematic analysis of focus groups. Quantitative data were from the Patient-Staff Conflict Checklist, Essen Climate Evaluation Schema, Fidelity Checklist and Te Whatu Ora Waikato service data.

Findings: A New Zealand Safewards model must: reflect a Te Ao Māori worldview; align with current practices; adapt Safewards interventions; and gain acceptance. Change management is one process that can reduce barriers to change. The adapted Safewards model reduced conflict, increased patient cohesion and improved the sense of safety perceived from staff and tangata whai ora in the study setting. The outcomes of this study hold the potential to contribute to the formulation and implementation of a New Zealand Safewards model, while also bearing relevance for the international adaptation of Safewards to culturally diverse countries and healthcare systems.

year: 2024