Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting. [PDF]
Rohan A +5 more
europepmc +1 more source
Ratings Migration and the Business Cycle, with Application to Credit Portfolio Stress Testing
A. Bangia, F. Diebold, Til Schuermann
semanticscholar +1 more source
The technological uniqueness paradox
Abstract Research summary We establish a new paradox surrounding technological uniqueness, defined as the degree to which a firm's patented technology portfolio differs from its competitors. On the one hand, technological uniqueness acts as a barrier to incoming technology spillovers and impedes firm performance.
Yang Fan +3 more
wiley +1 more source
Disclosing generative AI use for writing assistance should be voluntary. [PDF]
Hosseini M +3 more
europepmc +1 more source
Modeling and Calibration Errors in Measures of Portfolio Credit Risk
Nikola Tarashev, Haibin Zhu
openalex +1 more source
Teaching financial crises: A leverage experiment
Abstract College students often struggle to understand the prevalence of asset price bubbles and the difficulty of timing asset purchases and sales. Even economics students are consistently surprised when bubbles burst. These breaks can have real macroeconomic effects, particularly when the price surge is fueled by leverage.
Lee Coppock, Daniel Harper, Charles Holt
wiley +1 more source
Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]
Khan S +4 more
europepmc +1 more source
Better on Average? Average Inflation Targeting With an Unclear Averaging Window
ABSTRACT Average inflation targeting (AIT) aims to stabilize inflation expectations by offsetting past deviations from target. However, ambiguity about the averaging window can complicate expectations formation and reduce policy effectiveness. This paper integrates AIT into a benchmark DSGE model, incorporating adaptive learning and a signal extraction
James Dean
wiley +1 more source
Continuing medical education in epileptology: The Level 1-2-3 experience of the ILAE academy. [PDF]
Blümcke I +10 more
europepmc +1 more source
Pricing portfolio credit derivatives
This thesis consist of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different submodels, one for inhomogeneous portfolios, and one for homogeneous ones.
openaire

