Results 101 to 110 of about 505,642 (295)
Do More Open Economies Export Less Diversely in Brazilian Agribusiness?
Agribusiness, EarlyView.ABSTRACT This paper asks whether municipalities with a larger export‐to‐revenue ratio display a more concentrated bundle of exported goods in Brazilian agribusiness. Recent advances in export imputation for Brazilian municipalities allow for an analysis of the concentration profile of each municipality and its association with export openness.
Alan Leal, Michelle Marcia Viana Martins
wiley +1 more source
The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability
Journal of Probability and Statistics, 2020 A risk measure commonly used in financial risk management, namely, Value-at-Risk (VaR), is studied. In particular, we find a VaR forecast for heteroscedastic processes such that its (conditional) coverage probability is close to the nominal. To do so, we
Khreshna Syuhada
doaj +1 more source
Weather Attention in Online Discourse and Price Uncertainty in Agricultural Futures Markets
Agribusiness, EarlyView.ABSTRACT Weather is a central determinant of production risk in agricultural markets, but markets respond not only to weather conditions themselves, but also to how those conditions are noticed, framed, and interpreted in public discourse. In this setting, real‐time online weather discussions may shape price uncertainty by influencing how market ...
Mario A. Ortez +3 more
wiley +1 more source
Natural volatility and option pricing [PDF]
In this paper we recover the Black-Scholes and local volatility pricing engines in the presence of an unspecified, fully stochastic volatility. The input volatility functions are allowed to fluctuate randomly and to depend on time to expiration in a ...
Carey, Alexander
core
The Effect of Industry Operating Cash Flow Volatility on Stock Price Crash Risk: The Moderating Role of Economic Policy Uncertainty and Conditional Conservatism [PDF]
مطالعات تجربی حسابداری مالیStock price crash risk, defined as an adverse event, is a pervasive phenomenon at the market level. This implies that theStock price crash risk, defined as an adverse event, is a pervasive phenomenon at the market level.
Sarah Mohsin +2 more
doaj +1 more source
Advanced Intelligent Systems, EarlyView.A flexible smart glove integrated with textile sensors enables real‐time hand gesture recognition for human–machine interaction. Using edge AI inference and Bluetooth communication, the system translates finger movements into human interface device commands to control endpoint devices efficiently.
Chi Cuong Vu +2 more
wiley +1 more source
Modeling and Forecasting Volatility in Indian Capital Markets [PDF]
Various volatility estimators and models have been proposed in the literature to measure volatility of asset returns. In this paper, we compare empirical performance of various unconditional volatility estimators and conditional volatility models (GARCH ...
Pandey, Ajay
core
ACCUMULATION OF CAPITAL IN VOLATILE MARKET CONDITIONS
Economic innovations, 2017 There are three stages of the process of capital accumulation in Ukraine. At the first stage there was a primary accumulation of capital. At this stage, the accumulation of capital was largely unearned and was not based on the voluntary association of private capital, but due to the policy and rapid dismantling of state-owned enterprises and the ...
J.N. Chayka, N.I. Duchinska
openaire +2 more sources
Physics‐Grounded Probabilistic Bits for Hardware‐Efficient Intelligent Inference and Optimization
Advanced Intelligent Systems, EarlyView.Si–SiNx interface traps are harnessed as a complementary metal–oxide–semiconductor‐compatible source of controllable randomness for probabilistic bits. Pulse‐width‐programmed stochastic capture converts nanoscale defect dynamics into Boltzmann‐consistent binary outputs, while a physics‐based Simulation Program with Integrated Circuit Emphasis model ...
Dokyoung Lee +3 more
wiley +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