Major Conundrums and Possible Solutions in DeFi Insurance
ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source
Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]
Jialu W, Zhao L, Li H, Guo X.
europepmc +1 more source
Exchange Rate Risk and Deviations From Purchasing Power Parity
ABSTRACT This paper proposes a new solution to the purchasing power parity (PPP) puzzles, arguing that investors' higher‐order risk attitudes, combined with higher‐order uncertainty about nominal exchange rates, as reflected by skewness and kurtosis, drive a risk premium that leads to deviations from PPP.
Michael G. Arghyrou +2 more
wiley +1 more source
An optimized LSTM network for improving arbitrage spread forecasting using ant colony cross-searching in the K-fold hyperparameter space. [PDF]
Zeng Z +8 more
europepmc +1 more source
Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach
David Sun, Shih‐Chuan Tsai, Wei Wang
openalex +1 more source
Heterogeneity and Drivers of Chinese Manufacturing FDI in Africa: Evidence From Angola and Ethiopia
ABSTRACT This article examines the heterogeneity and drivers of Chinese manufacturing foreign direct investment (FDI) in Africa through a comparative analysis of Angola and Ethiopia. Drawing on 8 years of fieldwork (2015–2023), it develops a typology distinguishing market‐embedded firms from global production network (GPN)‐integrated firms, linking ...
Weiwei Chen
wiley +1 more source
The relationship between corporate entrepreneurship and its competitiveness in China: The moderating effect of employee stock ownership plan. [PDF]
Cao Y, Wan M.
europepmc +1 more source
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 +2 more
wiley +1 more source
Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]
Cheng S +9 more
europepmc +1 more source

