Results 31 to 40 of about 324,991 (340)
AUTOMATED SENTIMENT ANALYSYS EVALUATION OF SOCIAL NETWORK USERS BASED ON FUZZY LOGIC
Статистика и экономика, 2016 In the article the method of automated sentiment analysisevaluation of social network users is represented. The advantage of suggested method consists in ability taking into accountuser’s authority as well as the fact of several messages from one user ...
Elena E. Luneva +2 more
doaj +1 more source
Adaptive Hedging Horizon and Hedging Performance Estimation
, 2023 In this study, we constitute an adaptive hedging method based on empirical mode decomposition (EMD) method to extract the adaptive hedging horizon and build a time series cross-validation method for robust hedging performance estimation. Basing on the variance reduction criterion and the value-at-risk (VaR) criterion, we find that the estimation of in ...
Haoyu, Wang, Di, Junpeng, Han, Qing
openaire +2 more sources
Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach
Economies, 2021 This research investigated the performance of a dynamic portfolio that consists of sustainable/ethical stocks and gold. The main purpose of this study is to prove that the inclusion of gold in sustainable/ethical stocks portfolios could produce better ...
Robiyanto Robiyanto +4 more
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How Does Hedge Fund Activism Reshape Corporate Innovation?
Journal of Financial Economics, 2016 This paper studies how hedge fund activism reshapes corporate innovation. Firms targeted by hedge fund activists experience an improvement in innovation efficiency during the five-year period following the intervention.
Alon Brav, Wei Jiang, Song Ma, X. Tian
semanticscholar +1 more source
Estimation of Constant and Time-varying Optimal Hedge Ratio and Hedging Effectiveness in the Natural gas Futures Market [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2013 One of the most important roles of a futures market is to provide the means of risk reduction. Optimal hedge strategy is determined via calculation of the hedge ratio. Estimation of hedge ratio and hedging effectiveness depend on correct specification of
Mohammad Alimoradi
doaj
Acta Agrobotanica, 2012 In the years 2000-2011, observations were made of shrubs of the cultivars derived from the Rugosa (R. rugosa Thunb.) gathered in the Collection of Rose Cultivars of the Polish Academy of Sciences (PAS) Botanical Garden - Center for Biological Diversity ...
Marta J. Monder
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Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?
Risks, 2021 We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets have been chosen as representatives of the developed markets and the emerging markets, respectively, and are of significant interest to ...
Hemant Manuj
doaj +1 more source
Evaluating hedge fund performance: a stochastic dominance approach [PDF]
, 2007 We introduce a general and flexible framework for hedge fund performance evaluation and asset allocation: stochastic dominance (SD) theory. Our approach utilizes statistical tests for stochastic dominance to compare the returns of hedge funds.
Li, Sheng, Linton, Oliver
core
Organoids in pediatric cancer research
FEBS Letters, EarlyView.Organoid technology has revolutionized cancer research, yet its application in pediatric oncology remains limited. Recent advances have enabled the development of pediatric tumor organoids, offering new insights into disease biology, treatment response, and interactions with the tumor microenvironment.
Carla Ríos Arceo, Jarno Drost
wiley +1 more source
Influence of Macroeconomic Factors in the Capital Structure of Foreign Subsidiarie
Контуры глобальных трансформаций: политика, экономика, право, 2017 This article examines the influence of macroeconomic factors in the capital structure of subsidiaries of foreign multinational companies (SFM) in Brazil by comparing them with local Brazilian companies (LBC) during the period from 1998–2008.
João Paulo Martins Linhares +3 more
doaj +1 more source