Results 261 to 270 of about 87,733 (349)

Deep Learning and Econometric Time Series Analysis: An Assessment of Daily Return Forecasts

Journal of Forecasting, Volume 45, Issue 1, Page 377-390, January 2026.
ABSTRACT We provide an in‐depth assessment of univariate financial time series analysis via machine learning followed by a thorough discussion beyond the discussion on daily return predictability. We simulate economic time series and present an in‐depth assessment of relevant hyperparameter tuning and study the ability of competing deep learning ...
Theo Berger
wiley   +1 more source

Tax Arbitrage with Risk and Effort Aversion - Swedish Lottery Bonds 1970-1990

, 2010
Kristian Rydqvist
openalex   +1 more source

Tick Size, Lot Size, and Liquidity in Futures Trading

Journal of Futures Markets, Volume 46, Issue 1, Page 43-55, January 2026.
ABSTRACT Futures are standardized and heavily regulated contracts, and these features make futures trading possible at liquid secondary markets. However, regulations constrain futures trading at discrete prices and quantities by imposing a minimum tick size and a minimum lot size.
Lars L. Nordén, Chengcheng Qu, Caihong Xu   +2 more
wiley   +1 more source

Predicting Arbitrage Occurrences With Machine Learning and Improved Decision Threshold Level in Live‐Trading Crypto Environments

International Journal of Network Management, Volume 36, Issue 1, January/February 2026.
The results of this paper show that incorporating ML predictions with a confidence ratio significantly improves profitability, achieving a 258.5% profit and ~60% increase in total balance compared with traditional non‐ML strategies. By leveraging ML algorithms like multilayer perceptron, this approach enhances decision‐making and outperforms competing ...
Kristína Okasová, Michal Géci, Kristián Košťál   +2 more
wiley   +1 more source

Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints

, 2019
Ana Margarida Monteiro, António Alberto Santos   +1 more
openalex   +2 more sources

Assessing the relevance of sell‐side analyst recommendations

Review of Financial Economics, Volume 44, Issue 1, January 2026.
Abstract This paper evaluates the informational value and alpha‐generating potential of sell‐side analyst recommendations. We explore this by employing a monthly portfolio‐sorted long‐short strategy based on consensus analyst recommendations. Our findings indicate that the long‐short equal‐weighted and value‐weighted portfolios yield significant excess
Ekene S. Aguegboh, Uchenna C. Onuoha, Poojan Patel   +2 more
wiley   +1 more source

Policy and market forces delay real estate price declines on the US coast. [PDF]

Nat Commun
McNamara DE, Smith MD, Williams Z, Gopalakrishnan S, Landry CE.   +4 more
europepmc   +1 more source

Time-Varying Arbitrage Risk and Conditional Asymmetries in Liquidity Risk Pricing: A Behavioral Perspective

Beier Pan
openalex   +1 more source

Battery‐Aided Personalised Protection Strategy for Achieving Differential Privacy of Electricity Consumption Data

IET Generation, Transmission &Distribution, Volume 20, Issue 1, January/December 2026.
This paper proposes a battery‐aided personalised differential privacy framework that generates physically realisable noise through battery operations. The proposed method enables adaptive privacy preservation through bounded noise probability functions with configurable privacy parameters and incorporates time‐of‐use pricing via a mean‐drift mechanism ...
Renjie Luo, Zehao Song, Xuexian Liu, Zhiyi Li   +3 more
wiley   +1 more source

Dynamic characteristics of expectations of short-term interest rate and a generalized Vasicek model. [PDF]

Heliyon
Guan Y, Fang Z, Wang X, Wang X, Yu T.
europepmc   +1 more source