Cross-correlations between volume change and price change [PDF]
In finance, one usually deals not with prices but with growth rates $R$, defined as the difference in logarithm between two consecutive prices. Here we consider not the trading volume, but rather the volume growth rate $\tilde R$, the difference in ...
Alexander M. Petersen +6 more
core +5 more sources
A new trading algorithm with financial applications
The gravity equation is a useful tool for trading, but also for financial services as recently found. This paper tries to adapt modern theories of gravity equation for these services to a novel theory on trading, for both bilateral and multilateral trade,
Guillermo Peña
doaj +1 more source
Risk-averse estimates of effective properties in heterogeneous elasticity
In this work, we propose a theoretical framework for computing pessimistic and optimistic estimates of effective properties in the case of heterogeneous elastic materials with uncertain microscopic elastic properties.
Bleyer, Jeremy
doaj +1 more source
Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation [PDF]
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution of ...
A. I. Saichev +17 more
core +2 more sources
The Research of SEIJR Model With Time-Delay Based on 2019-nCov
A global epidemic disease known as the novel coronavirus (2019-nCov) had seriously hit the most area around the whole world causing unpredictable loss of manpower and finance during the past year.
Siyi Sun, Yangping Zheng
doaj +1 more source
Measuring Learner’s Subject Specific Knowledge
This was the second phase in a research project designed to compare student achievement in online and face-to-face classes. The aim of this phase was to determine if online and face-to-face students demonstrate different levels of knowledge in six ...
John Girard, Tina Ashford, Pedro Colón
doaj +1 more source
The Linkages Between Investments in Innovation and Business Performance in Serbia
Motivation: Driven by an increasingly competitive marketplace, the savviest businesses invest heavily in corporate innovation as a kind of competitive intelligence that gives a business what it needs to operate with poise and precision.
Nebojsa Zakic +2 more
doaj +1 more source
Evaluating Greek equity funds using data envelopment analysis [PDF]
This study assesses the relative performance of Greek equity funds employing a non-parametric method, specifically Data Envelopment Analysis (DEA). Using an original sample of cost and operational attributes we explore the e¤ect of each variable on funds'
A Charnes +33 more
core +3 more sources
Public-private partnership is one of the best solutions to help save the government budget, develop the infrastructure and improve the quality of public services and has become a popular research topic in developed countries.
Hồ Việt Anh
doaj +1 more source
The Impact of Strategic Corporate Social Responsibility on Tax Avoidance via Job Meaningfulness and the Mediating Role of Ethical Leadership [PDF]
The purpose of this research is to examine the impact of strategic corporate social responsibility on work meaningfulness and tax avoidance through ethical leadership.
Maryam Ghadakforoushan +2 more
doaj +1 more source

