Improving long short-term memory (LSTM) networks for arbitrage spread forecasting: integrating cuckoo and zebra algorithms in chaotic mapping space for enhanced accuracy. [PDF]
Zhu M +9 more
europepmc +1 more source
An eXplainable Artificial Intelligence tool for statistical arbitrage
Carta S. +4 more
openaire +1 more source
Artificial Intelligence and Machine Learning Approaches used in Building Energy Analysis, Control, and Provision of Grid Support Services. ABSTRACT Increasing penetrations of variable renewable energy sources like wind and solar photovoltaic (PV) systems are challenging power system stability worldwide.
Jack S. Bryant +11 more
wiley +1 more source
Protocol for evaluating the economic viability of adiabatic compressed air energy storage systems. [PDF]
Yang D, Wang Y, Wang J, Rui Z, He W.
europepmc +1 more source
Wage Differentials, Firm Investment, and Stock Returns
ABSTRACT This study investigates the effects of labor costs on firms' capital investments and stock returns. I estimate wage premia across US industries and show that the negative investment‐return relation implied by q$$ q $$‐theory is steeper for firms paying high wage premia than for firms paying low wage premia.
Yongjun Kim
wiley +1 more source
ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley +1 more source
An optimization framework for battery health management in vehicle-to-grid systems integrating transformer-based degradation prediction and grid service requirements. [PDF]
Zhong C, Ma Q, Ren M, Xiong L.
europepmc +1 more source
Conventional battery energy storage system models assume constant efficiencies, overlooking key physical limitations. This work introduces an analytical model with realistic state‐of‐charge (SOC)‐dependent efficiencies and charge acceptance, predicting that system operation concentrates in intermediate SOC ranges—a critical, overlooked behaviour ...
Elisa Gebennini +3 more
wiley +1 more source
Fiscal decentralization, local government innovation preference, and enterprise technological innovation: Evidence from China. [PDF]
Tu J.
europepmc +1 more source
Strategic (Inconsistent) Disclosures and Sophisticated Investors: Evidence from Hedge Funds
ABSTRACT Recent SEC regulations require that qualified hedge fund advisers provide their investors with narrative disclosures of their business and operations. We find that 40% of these disclosures omit or de‐emphasize information regarding advisers' operational and investment risks when compared to other sources of public information. Funds with such “
YICHANG LIU +2 more
wiley +1 more source

