Results 131 to 140 of about 84,584 (304)
[[alternative]]A Study of Market Efficiency in Asian Emerging Marketsevidence of the Calendar Effect and Momentum Effect [PDF]
, 2015 [[abstract]] The purpose of our study is trying to investigate the market efficiency in Asian emerging markets. The Asian emerging stock markets developed dramatically in the last decade and more and more individual investors joined the markets.
涂亞, Tulgaa, Tuyajargal
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Value of Information of Improved Traceability in Fresh Produce Markets
Agribusiness, EarlyView.ABSTRACT Traceability plays an important role in promoting a safe food supply by fostering transparent information exchange along the food supply chain. New technological innovations have the potential to improve traceability outcomes, as greater transparency along the food supply chain can aid in pinpointing precise origins of the contamination ...
Kelsey Vourazeris +2 more
wiley +1 more source
Calendar anomalies in the Malaysian stock market [PDF]
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized autoregressive conditional heteroskedasticity models; this study reveals the different anomaly patterns in this market for before, during and after the ...
Chia, Ricky Chee-Jiun +2 more
core +1 more source
Interpretable Short‐Term Electric Load Forecasting
Advanced Intelligent Systems, EarlyView.A temporal fusion transformer is implemented to generate day‐ahead forecasts of the hourly electrical load of a departmentbuilding at an Italian university. A forecasting performance improvement of more than 25% compared with established benchmark models and a provision of inherent robust interpretability insights reveal the potential of this model for
Alessandro Nicola +6 more
wiley +1 more source
Advanced Intelligent Systems, EarlyView.A hybrid Reinforcement Learning–Explainable AI framework integrates SHAP and LIME explanations directly into a Deep Q‐Network inference loop for real‐time ICU decision support. Trained on 18 142 mechanically ventilated stays from the eICU database, the system attains 93.0% decision accuracy, 20% fewer errors than RL alone, and a 91% clinician trust ...
Jannatul Ferdaus Disha +2 more
wiley +1 more source
Firm heterogeneity and calendar anomalies [PDF]
, 2012 While the calendar anomalies and financial market relationship is one of the oldest relationships in financial economics, we treat this relationship differently by addressing two unknown issues: (a) Do calendar anomalies have a heterogeneous effect on ...
Susan Sharma (13094205) +1 more
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American Journal of Agricultural Economics, EarlyView.Abstract This study examines the impact of soil erosion on agricultural land values in the United States (US) Midwest. Based on a novel county‐level panel data set with information on soil erosion levels and agricultural land values covering five census years (1997, 2002, 2007, 2012, and 2017), we separately investigate the direct effect of two types ...
Le Chen +3 more
wiley +1 more source
Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB [PDF]
This paper examines the well know day of the week effect on stock returns. Various approaches have been developed and applied in order to examine calendar effects in stock returns and to formulate appropriate financial and risk portfolios.
Giovanis, Eleftherios
core +1 more source
CALENDAR ANOMALIES IN THE HELSINKI STOCK EXCHANGE [PDF]
, 2008 Market efficiency and anomalies have been in interest of academic research over 40 years. Study of calendar effects is also fairly old branch and it can be traced back to 1970’s.
Kivikari, Jani
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