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Davinder Malhotra and Srinivas Nippani
This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility due t...
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George Papageorgiou, Vangelis Sarlis and Christos Tjortjis
This study utilized advanced data mining and machine learning to examine player injuries in the National Basketball Association (NBA) from 2000?01 to 2022?23. By analyzing a dataset of 2296 players, including sociodemographics, injury records, and financ...
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Minh Tran, Duc Pham-Hi and Marc Bui
In this paper, we propose a novel approach to optimize parameters for strategies in automated trading systems. Based on the framework of Reinforcement learning, our work includes the development of a learning environment, state representation, reward fun...
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Milica Latinovic
Pág. 55 - 64
Research Question: This study aims to empirically test the effects of the digital and sustainability announcements of twin transformation companies on their shareholder value creation. Motivation: This paper builds on the vast research regarding the Effi...
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Yi-Chang Chen, Shih-Ming Kuo, Yonglin Liu, Zeqiong Wu and Fang Zhang
Most of the growth forecasts in analysts? evaluation reports rely on human judgment, which leads to the occurrence of bias. A back-propagation neural network (BPNN) is a financial technique that learns a multi-layer feedforward network. This study aims t...
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Dohyoung Kwon
This study developed an investment framework to implement dynamic factor rotation strategies according to changes in economic conditions. I constructed a useful macro indicator that tracked real-time business cycles of the US economy and applied a trend-...
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Fuat Kosanoglu
The predictability of wind energy is crucial due to the uncertain and intermittent features of wind energy. This study proposes wind speed forecasting models, which employ time series clustering approaches and deep learning methods. The deep learning (LS...
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Miguel Vázquez-Vázquez, Ana B. Alonso-Conde and Javier Rojo-Suárez
The reduction in construction and maintenance costs per MW of renewable energy facilities, together with low interest rates, have led to a significant growth in the purchase prices paid for these facilities in the Spanish market. This trend is shared by ...
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Christopher Gibson
Pág. Finance an - 112
How does financialization of the economy impact public governance of natural resources? One way includes a shift in how savings and cash accumulation are understood and practiced within public agencies. This article proffers that in the second half of th...
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Kejin Wu and Sayar Karmakar
Forecasting volatility from econometric datasets is a crucial task in finance. To acquire meaningful volatility predictions, various methods were built upon GARCH-type models, but these classical techniques suffer from instability of short and volatile d...
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