Results 211 to 220 of about 7,666,134 (279)
Mathematical Methods in Economics (MME 2017) International Conference [PDF]
Josef Jablonský
doaj
State‐Dependent Market (In)Efficiency in Cryptocurrency Markets
ABSTRACT This paper develops a meta‐learning framework to test whether cryptocurrency market inefficiency is static or state‐dependent. To resolve competing claims between the Efficient and Adaptive Market Hypotheses (AMH), we construct an adaptive trading strategy using high‐frequency data for 50 major cryptocurrencies.
Sasan Barak +2 more
wiley +1 more source
Nonparametric Regression for Cost‐Effectiveness Analyses With Observational Data—A Tutorial
ABSTRACT Healthcare decision‐making often requires selecting among multiple treatment options under budget constraints, particularly when one option is more effective but also more costly. Cost‐effectiveness analysis (CEA) provides a framework for evaluating whether the health benefits of a treatment justify its additional costs.
Jonas Esser +3 more
wiley +1 more source
How Has the Health of the United States Population Changed? Evidence From Biomarkers
ABSTRACT Population health is a central input into social welfare, but health itself is complex and multidimensional. Mapping multiple dimensions of health into a single population health index may require strong assumptions about how to aggregate and weight across dimensions.
Sanchita Chakrovorty, Travis A. Smith
wiley +1 more source
Mathematical Methods in Economics (MME 2016) International Conference [PDF]
Josef Jablonský
doaj
ABSTRACT Quantitative empirical research in workplace learning regularly makes use of measurement instruments that operationalize theoretical constructs. However, in domains related to workplace learning, high levels of measurement model misspecifications—up to 62% of all cases—have been identified.
Josef Guggemos, Michael Goller
wiley +1 more source
Mathematical Methods in Economics (MME 2018) International Conference [PDF]
Petra Zýková, Josef Jablonský
doaj
Artificial intelligence and liquidation: Reality, destiny and fantasy
Abstract Artificial intelligence (AI) is increasingly reshaping the administration of corporate liquidation. Beyond its established role in financial prediction and data analytics, AI is now assisting insolvency practitioners in identifying the onset of financial distress, managing creditor communications, tracing and valuing assets and enhancing ...
Kai Zhang, Jingchen Zhao
wiley +1 more source
Institutional Diversity in Banking and Economic Complexity
ABSTRACT In this paper, we test whether institutional diversity in banking systems is beneficial to economic complexity, using data for Italian provinces in the period 1998–2017. We compute different indexes that consider diversity from an ownership, institutional, business model and competition point of view and find that higher diversity has a ...
Beniamino Pisicoli
wiley +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source

