Results 71 to 80 of about 15,148 (305)
In-Sample and Out-of-Sample Predictability of Cryptocurrency Returns
East Asian Economic Review, 2023 This paper investigates whether the price of cryptocurrency is determined by the US dollar index, the price of investment assets such gold and oil, and the implied volatility of the KOSPI.
Kyungjin Park, Hojin Lee
doaj +1 more source
The relation between fees and return predictability in the mutual fund industry
, 2015 We propose and test a methodological framework to examine the relation between mutual fund fees and return predictability. Gil-Bazo and Ruiz-Verdu (2009) drew attention to the puzzling fact that funds with worse beforefee performance charge higher fees ...
Salah Uddin, Gazi +3 more
core +1 more source
Nonlocomotory Robotic Strategies for Dynamic Rotation Control in Terrestrial Robots: A Review
Advanced Robotics Research, EarlyView.Terrestrial robots increasingly require rapid body rotation to maintain stability and agility in complex environments. This review shows nonlocomotory rotational control strategies that operate without ground contact, including reaction wheels, tails, bars, limbs, and thrusters.
Y. Liang +14 more
wiley +1 more source
Weak and Semi-Strong Form Stock Return Predictability, Revisited [PDF]
This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances.
Wayne E. Ferson, Andrea Heuson, Tie Su
core +2 more sources
Factor timing in the Chinese stock market
International Studies of EconomicsI conduct an exploratory study about the feasibility of factor timing in the Chinese stock market, covering 24 representative and well‐identified risk factors in 10 categories from the literature.
Yuxiao Wu
doaj +1 more source
Echinoderm‐Inspired Autonomy for Soft‐Legged Robots
Advanced Robotics Research, EarlyView.Inspired by echinoderms, a modular soft robot achieves autonomous phototaxis without a central controller or explicit communication. Each limb independently adapts its actuation timing through local sensing and short‐term memory. Coordination emerges purely from physical interactions, demonstrating resilience to changes in morphology, environment, and ...
Harmannus A. H. Schomaker +2 more
wiley +1 more source
Frequency effects on predictability of stock returns [PDF]
2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014 We propose that predictability is a prerequisite for profitability on financial markets. We look at ways to measure predictability of price changes using information theoretic approach and employ them on all historical data available for NYSE 100 stocks.
openaire +3 more sources
Advanced Robotics Research, EarlyView.Permanent magnet putty (PMP) integrates high‐coercivity NdFeB particles with a dynamic polyborosiloxane–Ecoflex matrix, achieving rapid self‐healing (90% mechanical recovery in 10 s) and magnetic recovery within 20 min. With twice the sensitivity of commercial putties, PMP enables precise 5–30 N force detection and discrimination between pressing and ...
Ruotong Zhao +5 more
wiley +1 more source
Compliant Pneumatic Feet with Real‐Time Stiffness Adaptation for Humanoid Locomotion
Advanced Robotics Research, EarlyView.A compliant pneumatic foot with real‐time variable stiffness enables humanoid robots to adapt to changing terrains. Using onboard vision and pressure control, the foot modulates stiffness within each gait cycle, reducing impact forces and improving balance. The design, cast in soft silicone with embedded air chambers and Kevlar wrapping, offers durable,
Irene Frizza +3 more
wiley +1 more source
Stock return predictability and stationarity of dividend yield [PDF]
This paper first investigates the stationarity of dividend yield and then analyzes the predictive ability of the adjusted dividend yield which removes structural changes and high persistence characteristics. Empirical results have found that the dividend
Kuang-Liang Chang
core