Results 31 to 40 of about 701 (180)
CAAI Transactions on Intelligence Technology, 2021 The problem of automatic and accurate forecasting of time‐series data has always been an interesting challenge for the machine learning and forecasting community.
Rohit Kaushik +3 more
doaj +1 more source
International centre for the advancement of multidisciplinary studies on socio-economic systems
Frontiers in Physics, 2023 We start by summarising very briefly the various prior attempts (during the last one and half a decade), some of which were made as independent research centres and others as visiting centres with extensive visiting programs for luminaries from various ...
Suchismita Banerjee, Manipushpak Mitra
doaj +1 more source
An introduction to econophysics and quantitative finance
ESAIM: Proceedings and Surveys, 2015 This paper gives an account of the talks given by the authors at the 2014 MAS conference in Toulouse. These talks present recent research in the field of econophysics and quantitative finance.
Chicheportiche Rémy +3 more
doaj +1 more source
Reclaiming Relevance Through Problem‐Driven Interdisciplinary Research
Journal of Management Studies, EarlyView.Abstract Management studies initially emerged as an applied field, uniquely positioned to tackle practical organizational problems through interdisciplinary research. Over time, however, the field has prioritized abstract theoretical contributions over real‐world engagement, fragmenting into disciplinary silos ill‐equipped to address complex ...
Pratima (Tima) Bansal, Jin‐Su Kang
wiley +1 more source
Frontiers in Applied Mathematics and Statistics, 2023 This paper investigates the dynamic high-frequency dependence structure of Chinese four major agricultural commodity futures by utilizing a semi-parametric copula-based multivariate model with 5-minute high-frequency trading data.
Renhong Xiao
doaj +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Novel Bernstein‐Kantorovich Type Operators
Mathematical Methods in the Applied Sciences, Volume 49, Issue 16, Page 17069-17095, 15 November 2026.ABSTRACT In this paper, we introduce a novel class of Bernstein‐Kantorovich operators, denoted as K β n , θ $$ {K}_{\beta}^{n,\theta } $$ , parameterized by 0 < β < 1 $$ 0<\beta <1 $$ and θ > 0 $$ \theta >0 $$ . We first derive a recurrence formula that facilitates the computation of moments and central moments and provide explicit expressions for K β ...
Pembe Sabancigil, Nazim I. Mahmudov
wiley +1 more source
Information Transfer between Stock Market Sectors: A Comparison between the USA and China
Entropy, 2020 Information diffusion within financial markets plays a crucial role in the process of price formation and the propagation of sentiment and risk. We perform a comparative analysis of information transfer between industry sectors of the Chinese and the USA
Peng Yue +3 more
doaj +1 more source
Formation of trade networks by economies of scale and product differentiation
Journal of Physics: Complexity, 2023 Understanding the structure and formation of networks is a central topic in complexity science. Economic networks are formed by decisions of individual agents and thus not properly described by established random graph models.
Chengyuan Han +3 more
doaj +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, Volume 42, Issue 4, Page 2057-2073, Autumn 2026.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source