Results 81 to 90 of about 1,757,848 (130)

Constructing portfolios using stable distributions: The case of S&P 500 sectors exchange-traded funds

open access: yesMachine Learning with Applications, 2022
Portfolio construction is an important practical problem in finance. In the traditional approach, introduced by Markowitz, one assumes normally distributed returns and constructs a portfolio with a minimum risk (measured by the standard deviation of ...
Andrei Vasiukevich, Eugene Pinsky
doaj  

Analysis of MAXIM Application Service Quality on User Satisfaction using the E-Service Quality Method

open access: yesJurnal Sisfokom
Service quality is the comprehensive support provided by system developers to users to ensure safety, comfort, empathy and responsiveness in meeting user expectations.
Putri Wulandari   +3 more
doaj   +1 more source

$\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning [PDF]

open access: yesarXiv
Alphas are pivotal in providing signals for quantitative trading. The industry highly values the discovery of formulaic alphas for their interpretability and ease of analysis, compared with the expressive yet overfitting-prone black-box alphas. In this work, we focus on discovering formulaic alphas.
arxiv  

Calibration for Weak Variance-Alpha-Gamma Processes [PDF]

open access: yesarXiv, 2018
The weak variance-alpha-gamma process is a multivariate L\'evy process constructed by weakly subordinating Brownian motion, possibly with correlated components with an alpha-gamma subordinator. It generalises the variance-alpha-gamma process of Semeraro constructed by traditional subordination. We compare three calibration methods for the weak variance-
arxiv  

THE ROLE OF ISLAMIC MICRO-FINANCE IN ENHANCING THE WELLBEING OF THE CLIENTS: EXPLORATORY FACTOR ANALYSIS

open access: yes, 2017
This pilot study seek to explore the structural characteristics of Islamic Micro-finance and statistically group them in to Products (Independent), Empowerment (Mediator) and Clients’ wellbeing (dependent) constructs.
Usman A. S.   +3 more
semanticscholar   +1 more source

The Feasibility of Stabilizing Operating Budget in Isfahan University of Medical Sciences, Iran

open access: yesمدیریت اطلاعات سلامت, 2016
Introduction: Governments’ tendency toward operating budget is because this process results in the reformation of budgeting systems, and thus, assists countries’ economy.
Daryoush Foroghi, Hamideh Moayedfar
doaj  

FAKTOR PENENTU RETURN SAHAM DENGAN PRICE TO BOOK VALUE SEBAGAI VARIABEL MODERASI DI BURSA EFEK INDONESIA

open access: yesJurnal Keuangan dan Perbankan, 2017
The purpose of this study was to exemine the effect of the company’s financial performance variables consistingof earning growth ratio, dividend payout ratio and size, the variable return equity price to book value as amoderating variable. The samples in
Sri Lestari Kurniawati   +2 more
doaj  

The Effect of Flexible Working Perception, Digital and Agile Organizational Culture on Technology Use: a Study from the Employees’ Perspective

open access: yesStudia Humana
The purpose of this study is to examine the interaction of flexible working perception with digital and agile organizational cultures and the effects of this interaction on technology use from the perspective of employees.
Ömür Gökçe Akdemir   +3 more
doaj   +1 more source

Credit Management as a Predictor to the Sustainability of Microfinance Institutions

open access: yesAcademic Finance, 2023
Purpose: This study was carried out to understand the relationship between credit management and the financial performance of Micro Finance Institutions, taking a sample of 43 MFIs administrators in the towns of Dschang, Mbouda and Bafoussam of Cameron.
hippolyte nkeng TENENG   +1 more
doaj  

AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay [PDF]

open access: yesarXiv
Alpha mining, a critical component in quantitative investment, focuses on discovering predictive signals for future asset returns in increasingly complex financial markets. However, the pervasive issue of alpha decay, where factors lose their predictive power over time, poses a significant challenge for alpha mining.
arxiv  

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