Corporate Social Responsibility Performance & ETF Historical Market Volatility
In investment and trading, different CSR moral ethical firms, categorized in a number of groups, may be suitable for different financial instruments (i.e. USA sector ETFs) and different market volatility situations. For the purpose of this article we first (i) analyze the trading return performance of four CSR categories (in particular: activism ...
Vasiliki A. Basdekidou +1 more
openaire +2 more sources
The Role of Ionic Liquids at the Biological Interfaces in Bioelectronics
Ionic liquids (ILs) are highlighted as key artificial ionic materials that bridge biological ion‐based signaling and electronic devices. By understanding their composition, structure, function relationships, and mechanisms, ILs can advance from high performance electrolyte to core materials enabling integrated, multifunctional bioelectronics for ...
Yeong‐sinn Ye +5 more
wiley +1 more source
Underpinnings for Prospective, Net Revenue Forecasting in Hog Finishing: Characterizing the Joint Distribution of Corn, Soybean Meal and Lean Hogs Time Series [PDF]
This research focuses on developing a biannual net revenue forecasting model for hog producers based on Monte Carlo simulation of the joint distribution of hog, corn and soybean meal price series.
Roe, Brian E., Shao, Renyuan
core +1 more source
Replicating financial market dynamics with a simple self-organized critical lattice model
We explore a simple lattice field model intended to describe statistical properties of high frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics.
B. Dupoyet +28 more
core +1 more source
Machine Learning for Green Solvents: Assessment, Selection and Substitution
Environmental regulations have intensified demand for green solvents, but discovery is limited by Solvent Selection Guides (SSGs) that quantify solvent sustainability. Training a machine learning model on GlaxoSmithKline SSG, a database of sustainability metrics for 10,189 solvents, GreenSolventDB is developed. Integrated with Hansen solubility metrics,
Rohan Datta +4 more
wiley +1 more source
Verification of Forecast Effectiveness for Selected Volatility Estimators
Aim: The aim of this study was to determine which volatility forecasting method produces results that are closest to the actual and whether the use of estimators with OHLC prices affects forecast accuracy. Methodology: This study examined five models –
Martyna Frankowicz
doaj +1 more source
A nonparametric approach to forecasting realized volatility [PDF]
A well developed literature exists in relation to modeling and forecasting asset return volatility. Much of this relate to the development of time series models of volatility. This paper proposes an alternative method for forecasting volatility that does
Adam Clements, Ralf Becker
core
Volatility in Financial Markets: Stochastic Models and Empirical Results
We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal model and of ...
Black +12 more
core +1 more source
Human‐relevant methods are essential for modern chemical safety assessment. This study helps define the capabilities and boundaries of an in vitro testing battery for developmental neurotoxicity by exploring its biological applicability domain. By linking neurodevelopmental disease‐related pathways to key neurodevelopmental processes, the work enhances
Eliska Kuchovska +14 more
wiley +1 more source
Does the weather affect stock market volatility? [PDF]
This paper investigates the empirical association between stock market volatility and investor mood-proxies related to the weather (cloudiness, temperature and precipitation) and the environment (nighttime length).
Daskalakis, George +2 more
core +1 more source

