Results 231 to 240 of about 1,976,936 (266)
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Physica Scripta
Abstract The present study focuses on a real finance nonlinear dynamic system (FNLDS), which has been shown to exhibit chaotic behavior. The solutions for such nonlinear dynamical systems (NLDSs) have typically been derived using numerical techniques.
H I Abdel-Gawad
exaly +2 more sources
Abstract The present study focuses on a real finance nonlinear dynamic system (FNLDS), which has been shown to exhibit chaotic behavior. The solutions for such nonlinear dynamical systems (NLDSs) have typically been derived using numerical techniques.
H I Abdel-Gawad
exaly +2 more sources
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Finance Research Letters, 2023We employ alpha-stable distribution to dynamically compute risk exposure measures for the five most traded cryptocurrencies. Returns are jointly modeled with an ARMA-GARCH approach for their conditional mean and variance processes with alpha-stable ...
J. Málek +3 more
semanticscholar +1 more source
Sentiment-aware stock price prediction with transformer and LLM-generated formulaic alpha
Digital FinanceTraditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial data, through domain expertise and trial-and-error.
Qizhao Chen, Hiroaki Kawashima
semanticscholar +1 more source
Journal of Accounting in Emerging Economies
PurposeThis study examines the institutional work that led to mandatory sustainability reporting in Indonesia, focusing on ALPHA’s role in introducing GRI-based standards and influencing regulatory evolution under POJK 51/2017.Design/methodology ...
Putu Agus Ardiana +5 more
semanticscholar +1 more source
PurposeThis study examines the institutional work that led to mandatory sustainability reporting in Indonesia, focusing on ALPHA’s role in introducing GRI-based standards and influencing regulatory evolution under POJK 51/2017.Design/methodology ...
Putu Agus Ardiana +5 more
semanticscholar +1 more source
Symbolic AI Approaches: Wolfram|Alpha and Context-Free Grammar
Wilmott MagazineThis series of four articles will take a deep dive into the world of artificial intelligence (AI) with a view of its current and potential applications in finance.
Wolfram Wolfram
semanticscholar +1 more source
Quantifying ESG alpha using scholar big data: an automated machine learning approach
International Conference on AI in Finance, 2020ESG (Environmental, social and governance) alpha strategy that makes sustainable investment has gained popularity among investors. The ESG fields of study in scholar big data is a valuable alternative data that reflects a company's long-term ESG ...
Qian Chen, Xiao-Yang Liu
semanticscholar +1 more source
Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance
arXiv.orgWe introduce Look-Ahead-Bench, a standardized benchmark measuring look-ahead bias in Point-in-Time (PiT) Large Language Models (LLMs) within realistic and practical financial workflows.
Mostapha Benhenda
semanticscholar +1 more source
Alpha Discovery via Grammar-Guided Learning and Search
arXiv.orgAutomatically discovering formulaic alpha factors is a central problem in quantitative finance. Existing methods often ignore syntactic and semantic constraints, relying on exhaustive search over unstructured and unbounded spaces.
Hanlin Yang +4 more
semanticscholar +1 more source
Dynamically consistent alpha‐maxmin expected utility
Mathematical Finance, 2019The alpha‐maxmin model is a prominent example of preferences under Knightian uncertainty as it allows to distinguish ambiguity and ambiguity attitude. These preferences are dynamically inconsistent for nontrivial versions of alpha.
Patrick Beissner, Qian Lin, F. Riedel
semanticscholar +1 more source