A Learning Model with Memory in the Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT Learning is central to a financial agent's aspiration to gain persistent strategic advantage in asset value maximisation. The implicit mechanism that transforms this aspiration into an observed value gain is the speed of error corrections (demonstrating, an agent's speed of learning) whilst facing increased uncertainty.
Shikta Singh +6 more
wiley +1 more source
A Hybrid Approach Based on Seasonal Autoregressive Integrated Moving Average and Neural Network Autoregressive Models to Predict Scorpion Sting Incidence in El Oued Province, Algeria, From 2005 to 2020. [PDF]
J Res Health Sci, 2023 Zenia S, L'Hadj M, Selmane S.
europepmc +1 more source
Prediksi Awal Musim Hujan dan Awal Musim Kemarau di Ketapang Bagian Selatan Menggunakan Metode Autoregressive Integrated Moving Average (ARIMA) [PDF]
, 2023 Erna Kusuma Wati +2 more
openalex +1 more source
Climate Change and Investors' Behaviour: Assessing a New Type of Systematic Risk
International Journal of Finance &Economics, EarlyView.ABSTRACT This study explores how temperature anomalies, a novel form of systematic risk, affect financial markets, expanding the traditional understanding of market‐wide risks. While climate change is becoming an important consideration, the extent to which temperature anomalies disrupt economic activities and influence stock returns is urgently needed
Natthinee Thampanya, Junjie Wu
wiley +1 more source
DEVELOPMENT OF SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL WITH ERROR PROCESS
, 2023 Ibrahim Maihaja +2 more
openalex +1 more source
Deep Learning for Bond Yield Forecasting: The LSTM‐LagLasso
International Journal of Finance &Economics, EarlyView.ABSTRACT We present long short‐term memory (LSTM)‐LagLasso, a novel explainable deep learning approach applied to bond yield forecasting. Our method involves feature selection from a large universe of potential features and forecasts bond yields using dynamic LSTM networks.
Manuel Nunes +4 more
wiley +1 more source
Prediction of congenital heart disease for newborns: comparative analysis of Holt-Winters exponential smoothing and autoregressive integrated moving average models. [PDF]
BMC Med Res Methodol, 2022 Xu W +6 more
europepmc +1 more source
Information Flows, Stock Market Volatility and the Systemic Risk in Global Finance
International Journal of Finance &Economics, EarlyView.ABSTRACT Information flows are a theoretical explanation for stock market volatility, but controversy remains regarding how to measure them. Based on cross‐sectional and temporal properties of information flows, we decompose total trading volume into four types: cross‐country shocks and country‐specific shocks due to arrivals of private information ...
Yen‐Hsiao Chen +3 more
wiley +1 more source
Talent Cultivation of New Ventures by Seasonal Autoregressive Integrated Moving Average Back Propagation Under Deep Learning. [PDF]
Front Psychol, 2022 Han F, Zhang C, Zhu D, Zhang F.
europepmc +1 more source