Results 81 to 90 of about 1,694,940 (299)

A Generative Adversarial Network-Based Investor Sentiment Indicator: Superior Predictability for the Stock Market

open access: yesMathematics
Investor sentiment has a profound impact on financial market volatility; however, it is difficult to accurately capture the complex nonlinear relationships among sentiment proxies with the existing methods.
Shiqing Qiu   +6 more
doaj   +1 more source

Multimodal Human–Robot Interaction Using Human Pose Estimation and Local Large Language Models

open access: yesAdvanced Robotics Research, EarlyView.
A multimodal human–robot interaction framework integrates human pose estimation (HPE) and a large language model (LLM) for gesture‐ and voice‐based robot control. Speech‐to‐text (STT) enables voice command interpretation, while a safety‐aware arbitration mechanism prioritizes gesture input for rapid intervention.
Nasiru Aboki   +2 more
wiley   +1 more source

Tests of the Efficient Markets Hypothesis

open access: yesAustrian Journal of Statistics, 2016
This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series.
Erhard Reschenhofer, Michael A. Hauser
doaj   +1 more source

From Lab to Landscape: Environmental Biohybrid Robotics for Ecological Futures

open access: yesAdvanced Robotics Research, EarlyView.
This Perspective explores environmental biohybrid robotics, integrating living tissues, microorganisms, and insects for operation in real‐world ecosystems. It traces the leap from laboratory experiments to forests, wetlands, and urban environments and discusses key challenges, development pathways, and opportunities for ecological monitoring and ...
Miriam Filippi
wiley   +1 more source

Tail risk and return predictability for the Japanese equity market

open access: yes, 2020
This paper studies the predictability of the Japanese equity market, focusing on the forecasting power of nonparametric volatility and tail risk measures obtained from options data on the S&P 500 and Nikkei 225 market indices.
Torben G. Andersen   +2 more
semanticscholar   +1 more source

DRIVE‐SAFE: Data‐Driven Robustness and Informed Validation for Evolving Specifications via Formal Evaluation

open access: yesAdvanced Robotics Research, EarlyView.
DRIVE‐SAFE evaluates learning‐based, black‐box autonomous driving policies against evolving temporal safety requirements using Signal Temporal Logic robustness metrics. It aggregates distributional robustness measures with domain‐informed weights to guide iterative retraining.
Kristy Sakano   +3 more
wiley   +1 more source

Investor sentiment and stock return predictability: evidence from global sentiment indices

open access: yesCogent Economics & Finance
In international finance, a key question concerns whether investor sentiment can predict stock returns. This study constructs three novel sentiment indices: the Emerging Market Sentiment Index (EMSI), the Developed Market Sentiment Index (DMSI), and the ...
Kishan Kumar   +2 more
doaj   +1 more source

Cryptocurrency return predictability: What is the role of the environment?

open access: yesTechnological forecasting & social change, 2023
Ephraim Clark   +2 more
semanticscholar   +1 more source

Intelligent Sky Guardians (InSkyGuard): An Aerial Robotic Swarm for Autonomous Detection and Entrapment of Rogue Multirotors

open access: yesAdvanced Robotics Research, EarlyView.
Intelligent Sky Guardians (InSkyGuard) is introduced as a four‐drone swarm that autonomously detects, tracks, and safely captures rogue drones using a coordinated net system. Computer vision and leader–follower control architecture enable synchronized enclosure, while integrated failsafes enhance system reliability. Validated through closed‐environment
Joshua Hastings   +6 more
wiley   +1 more source

Is the Polish Stock Market Weak Form Efficient?

open access: yesThe International Journal of Banking and Finance, 2006
This paper explores the definition of predictability of Warsaw Stock Index returns by using measures elaborated in Shannon-Mazur’s cybernetic information theory, potentially a new approach to understand capital market informational efficiency. The main
Pijanowski Slawomir
doaj  

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