|
|
|
|
|
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...
ver más
|
|
|
|
|
|
|
|
|
|
|
Simon Grima, Letife Özdemir, Ercan Özen and Inna Romanova
With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the e...
ver más
|
|
|
|
|
|
|
|
|
|
|
|
Anderson Alejandro Benites-Zelaya, José Luis Soler-Cabezas, Eva Ferrer-Polonio, José Antonio Mendoza-Roca and María Cinta Vincent-Vela
Nowadays, wastewater reuse in Mediterranean countries is necessary to cover the water demand. This contributes to the protection of the environment and encourages the circular economy. Due to increasingly strict regulation, the secondary effluent of a wa...
ver más
|
|
|
|
|
|
|
|
|
|
|
Daniel Homocianu, Aurelian-Petru? Plopeanu, Nelu Florea and Alin Marius Andrie?
In this paper, we explore the determinants of being satisfied with a job, starting from a SHARE-ERIC dataset (Wave 7), including responses collected from Romania. To explore and discover reliable predictors in this large amount of data, mostly because of...
ver más
|
|
|
|
|
|
|
|
|
|
|
Thomas Mazzoni
A new method for pricing contingent claims based on an asymptotic expansion of the dynamics of the pricing density is introduced. The expansion is conducted in a preferred coordinate frame, in which the pricing density looks stationary. The resulting asy...
ver más
|
|
|
|
|
|
|
|
|
|
|
Oscar Carchano,Julio Lucia,Ángel Pardo
Pág. 397 - 407
In this paper, we study the relationship between trading-related variables and volatility in futures markets, from a new unifying perspective, which is based on the separation of open and closed positions. Volatility in stock index futures markets (Stand...
ver más
|
|
|
|
|
|
|
|
|
|
|
Vítor Manuel de Sousa Gabriel, José Ramos Pires Manso
Neste estudo, são analisadas as ligações de curto prazo e os mecanismos de transmissão de volatilidade intradiária entre sete mercados europeus, concretamente dos mercados da Alemanha (DAX), da Espanha (IBEX 35), da França (CAC 40),&n...
ver más
|
|
|
|
|
|
|
|
|
|
|
Chris van Heerden, Andre Heymans, Gary van Vuuren, Wilme Brand
Hedge funds are considered to be market-neutral due to their unrestricted investment flexibility and more efficient market timing abilities (Ennis & Sebastian, 2003). They may also be considered as suitably unconventional assets for improving portfolio d...
ver más
|
|
|
|
|
|
|
|
|
|
|
Zongjun Wang,Rujira Gongkhonkwa
Pág. 827 - 843
Many researches shed light on investigation the several variables that might be able to influence economic system, this research play an important to identify the relationship of stock indexes on interbank money market rates, we make used of a secondary ...
ver más
|
|
|
|
|
|