Results 191 to 200 of about 55,509 (274)

An Overview of Artificial Intelligence and Machine Learning Approaches for Building Energy Analysis, Characterization, Control, and Grid Support Services Provision

WIREs Energy and Environment, Volume 15, Issue 2, June 2026.
Artificial Intelligence and Machine Learning Approaches used in Building Energy Analysis, Control, and Provision of Grid Support Services. ABSTRACT Increasing penetrations of variable renewable energy sources like wind and solar photovoltaic (PV) systems are challenging power system stability worldwide.
Jack S. Bryant, Hangxin Li, Nawanjana Maheepala, Xiaoyu Lin, Mingkun Dai, Binglong Han, Robin Guan, Lasantha Meegahapola, Shengwei Wang, Dilan Robert, Liuping Wang, Fu Xiao   +11 more
wiley   +1 more source

Cross-section without factors: a string model for expected returns. [PDF]

Quant Finance
Distaso W, Mele A, Vilkov G.
europepmc   +1 more source

Wage Differentials, Firm Investment, and Stock Returns

International Review of Finance, Volume 26, Issue 2, June 2026.
ABSTRACT This study investigates the effects of labor costs on firms' capital investments and stock returns. I estimate wage premia across US industries and show that the negative investment‐return relation implied by q$$ q $$‐theory is steeper for firms paying high wage premia than for firms paying low wage premia.
Yongjun Kim
wiley   +1 more source

Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]

PLoS One
Khan S, Shoaib A, Aftab R, Yasir M, Saeed MB.   +4 more
europepmc   +1 more source

A Short‐Rate Model With Stochastic Long‐Term Mean and Volterra‐Type Memory: Risk Implications for Bonds and Option Pricing

Applied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.
ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley   +1 more source

Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]

Crit Asian Stud
Jamieson W.
europepmc   +1 more source

Strategic (Inconsistent) Disclosures and Sophisticated Investors: Evidence from Hedge Funds

Journal of Accounting Research, Volume 64, Issue 2, Page 923-978, May 2026.
ABSTRACT Recent SEC regulations require that qualified hedge fund advisers provide their investors with narrative disclosures of their business and operations. We find that 40% of these disclosures omit or de‐emphasize information regarding advisers' operational and investment risks when compared to other sources of public information. Funds with such “
YICHANG LIU, JOSHUA MADSEN, FRANK S. ZHOU   +2 more
wiley   +1 more source

A hype-adjusted probability measure for NLP stock return forecasting. [PDF]

Front Artif Intell
Cao Z, Geman H.
europepmc   +1 more source

China inside out: Explaining silver flows in the triangular trade, c. 1820s‒70s

The Economic History Review, Volume 79, Issue 2, Page 496-526, May 2026.
Abstract This paper analyses a new large dataset of silver prices, as well as silver and merchandise trade flows in and out of China in the crucial decades of the mid‐nineteenth century when the Empire was opened to world trade. Silver flows were associated with the interaction between heterogeneous monetary preferences and availability of specific ...
Alejandra Irigoin, Atsushi Kobayashi, David Chilosi   +2 more
wiley   +1 more source

Hedging irrigated maize crop yields using temperature derivatives in Malawi. [PDF]

Heliyon
Dennis Chirwa PB, Dzupire NC.
europepmc   +1 more source