Impact of COVID‐19 Pandemic on Asia‐Pacific Banks
The outbreak of the Coronavirus (COVID‐19) pandemic led to global economic consequences. This paper measures the dynamics of spillover effects before and during the COVID‐19 pandemic among Asia‐Pacific banks. Spillover effects provide an accurate representation of the transmission of shocks across financial institutions during adverse events, such as ...
Moses Kangogo, Judith Mutuku
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Lévy integrals and the stationarity of generalised Ornstein–Uhlenbeck processes
Alexander Lindner, Ross Maller
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ECG-based epileptic seizure prediction: Challenges of current data-driven models. [PDF]
Kalousios S+7 more
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Abstract Regulators increasingly require organisations to disclose their climate‐related financial risks. Most future physical climate risks present unique challenges, however, as their likely occurrence and consequence cannot be quantified with veracity at business‐relevant scales.
Tanya Fiedler+3 more
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Stationarity of Switching VAR and Other Related Models
Gopal K. Basak, Zhan-Qian Lu
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Prediction of monthly occurrence number of scrub typhus in Ganzhou City, China, based on SARIMA and BPNN models. [PDF]
Huang R+6 more
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Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
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A dual-path convolutional neural network combined with an attention-based bidirectional long short-term memory network for stock price prediction. [PDF]
Zhao G, Cheng Y, Yang J, Ouyang J.
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Biodiversity–food trade‐offs when agricultural land is spared from production
Abstract Biodiversity conservation in agricultural landscapes, the world's predominant land use, could involve sparing, or setting aside, agricultural land from production, implying biodiversity–food trade‐offs. Employing bird species and agricultural data in two panel data sets, we evaluate the extent of set‐aside's trade‐offs in England between 1992 ...
Charles Palmer+3 more
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Forecasting progress: analyzing the trajectory of under-five child mortality for Ghana, Niger, Nigeria, and Sierra Leone towards SDG3 using ARIMA time series model. [PDF]
Adama ZK, Mettle FO, Baiden BM, Bii NK.
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