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Minseok Kong and Jungmin So
There are several automated stock trading programs using reinforcement learning, one of which is an ensemble strategy. The main idea of the ensemble strategy is to train DRL agents and make an ensemble with three different actor?critic algorithms: Advant...
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Hyunsun Song and Hyunjun Choi
Various deep learning techniques have recently been developed in many fields due to the rapid advancement of technology and computing power. These techniques have been widely applied in finance for stock market prediction, portfolio optimization, risk ma...
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Hamza Zradgui and Khalil Ibrahimi
There exist numerous applications for deploying Underwater Wireless Sensor Networks (UWSNs), including submarine detection, disaster prevention, oil and gas monitoring, off-shore exploration, and military target tracking. The acoustic sensor nodes are de...
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Osamah AlKhazali, Hooi Hooi Lean and Taisier Zoubi
This paper examines whether small Islamic firms? returns stochastically dominate (outperform) the returns of large Islamic firms using Ascending and Descending Stochastic Dominance (ASD and DSD) approaches. In other words, we investigate the size anomaly...
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Inzamam UI Haq, Hira Nadeem, Apichit Maneengam, Saowanee Samantreeporn, Nhan Huynh, Thasporn Kettanom and Worakamol Wisetsri
The high volatility and energy usage of rare earths have raised sustainable and financial concerns for environmentalists and sustainable investors. Therefore, this paper aims to investigate time-varying volatility transmission among rare earths elements,...
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Nikoletta Poutachidou and Stephanos Papadamou
The purpose of this study is to investigate the fluctuations that occur in stock returns of US stock indices when there is an increase in the volume of Google internet searches for the phrase ?quantitative easing? in the US. The exponential generalized a...
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Hossein Hassani, Stephan Unger and Mohammad Reza Entezarian
We conducted a singular and sectoral vulnerability assessment of ESG factors of Dow-30-listed companies by applying the entropy weight method and analyzing each ESG factor?s information contribution to the overall ESG disclosure score. By reducing inform...
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Karime Chahuán-Jiménez
The Dow Jones Sustainability Index Chile (DJSI Chile) is made up of leading sustainability companies that are investing great effort into sustainable management. This study correlates the DJSI Chile with the financial indices (return on equity (ROE), ret...
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Peter Arendas, Viera Malacka and Maria Schwarzova
The Halloween effect is one of the most famous calendar anomalies. It is based on the observation that stock returns tend to perform much better over the winter half of the year (November?April) than over the summer half of the year (May?October). The va...
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