A Semi-Markov framework for modeling football possessions and temporal expected threat. [PDF]
Coz SL, Boustila F, Imbach F.
europepmc +1 more source
How Is FinTech Shaping Household Portfolio Behaviour?
ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley +1 more source
Stochastic dynamic programming for condition-based maintenance and production considering predetermined demand and maintenance delay in a finite planning horizon. [PDF]
Mohammadipour P, Farughi H, Rasay H.
europepmc +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Multiscale modelling of birth-death processes. [PDF]
Kimpson T +3 more
europepmc +1 more source
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source
Analytical Entropy Approach for Measuring Blockchain Immutability and Tamper-Resilient Trust. [PDF]
Li L, Liu CZ, Shrestha S.
europepmc +1 more source
When Politics Meets Money: Geopolitical Risk and Money Demand in the US and Euro Area
ABSTRACT This paper investigates the impact of geopolitical risk on real money demand in the United States and the Euro Area using Divisia monetary aggregates. To account for the potential instability of money demand and the complex nature of geopolitical shocks, we employ a comprehensive empirical framework combining linear and non‐linear ...
Anirban Sengupta +2 more
wiley +1 more source
Convergence Rate of Euler-Maruyama Scheme to the Invariant Probability Measure Under Total Variation Distance for the SDEs. [PDF]
Wang Y, Ye Y.
europepmc +1 more source
Abstract Objective This study identifies factors associated with not proceeding to clitoral reconstructive surgery among women with female genital mutilation (FGM) enrolled in a specialized surgical pathway. Methods A retrospective cohort study was conducted at a multidisciplinary referral center in Montreuil, France, between January 2021 and December ...
Félicia Joinau‐Zoulovits +3 more
wiley +1 more source

