Results 21 to 30 of about 4,303,369 (356)
Deep Neural Networks for Behavioral Credit Rating
Entropy, 2020 Logistic regression is the industry standard in credit risk modeling. Regulatory requirements for model explainability have halted the implementation of more advanced, non-linear machine learning algorithms, even though more accurate predictions would ...
Andro Merćep +3 more
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Challenges of integrated variance estimation in emerging stock markets [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their ...
Josip Arnerić, Mario Matković
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Responsible Research and Innovation in the Context of University Technology Transfer
Acta Universitatis Lodziensis. Folia Oeconomica, 2017 The term „Responsible Research and Innovation (RRI)” has been increasingly used for over a decade. The RRI concept is not currently well defined. The theory of RRI is not developed enough and there are still conceptual divergences.
Jerzy Piotr Gwizdała, Karol Śledzik
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EURASIP Journal on Advances in Signal Processing, 2023 Integrated satellite–aerial–terrestrial relay networks (ISATRNs) play a vital role in next-gen networks, particularly those with high-altitude platforms (HAP).
Jiao Li +5 more
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IEEE Access, 2021 Since optimal portfolio strategy depends heavily on the distribution of uncertain returns, this article proposes a new method for the portfolio optimization problem with respect to distribution uncertainty.
Ningning Du, Yankui Liu, Ying Liu
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Testing 65 Equity Indexes for Normal Distribution of Returns [PDF]
Journal of Economics and Management, 2018 Aim/purpose - The primary aim of the paper is to verify the hypothesis on the normal distributions of 65 stock index returns, while the secondary aims are to examine normal distributions for specific years (for six indexes) and for bull and bear markets (
Krzysztof Borowski
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Risks, 2022 This study examines the relationship between the financial performance and working capital management practices of South African retail firms listed on the Johannesburg Stock Exchange.
Garikai Mandipa, Athenia Bongani Sibindi
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Analysing Quantiles in Models of Forward Term Rates
Risks, 2023 The class of forward-LIBOR market models can, under certain volatility structures, produce unrealistically high long-dated forward rates, particularly for maturities and tenors beyond the liquid market calibration instruments.
Thomas A. McWalter +2 more
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The impact of income diversification on the stability of listed Jordanian commercial banks during the COVID-19 pandemic [PDF]
Banks and Bank Systems, 2023 This study investigates the impact of the COVID-19 pandemic on the relationship between income diversification and bank stability among Jordanian commercial banks listed on the Amman Stock Exchange (ASE), using a panel Autoregressive Distributed-Lagged ...
Abdallah Khaled Al-Habashneh +2 more
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Political Risk, Economic Risk, and Financial Risk [PDF]
Financial Analysts Journal, 1996 Given the increasingly global nature of investment portfolios, an understanding of country risk is very important. This article addresses the economic content of five different measures of country risk: four measures from the International Country Risk Guide's political-, financial-, economic-, and composite-risk indexes and one from Institutional ...
Claude B. Erb +2 more
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