A machine learning approach to risk based asset allocation in portfolio optimization. [PDF]
Sci RepAgal S, Raulji K, Odedra ND.
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The relationship between sovereign credit rating changes and firm risk. [PDF]
Heliyon, 2023 Chang CC, Wong WK, Lo ST, Liao YH.
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Aika-arvon kuluminen VIX futuureissa
In this thesis, we aim to better understand the empirical decay in VIX futures. We study the decay through the VIX futures basis -- the difference between the futures price and the spot VIX.
Wallenius, Jaakko
core
Accuracy and Knowledge Base Evaluation of ChatGPT-4o, Gemini-2.0-Flash, and DeepSeek-V3 in Metabolic and Bariatric Surgery: an Expert-Rated Blinded Study. [PDF]
Obes SurgHany M +11 more
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How media coverage news and global uncertainties drive forecast of cryptocurrencies returns? [PDF]
Heliyon, 2023 Naifar N +3 more
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, 2012 [[abstract]]隨著近幾年金融事件頻傳，市場不確定大幅增加，因此，探討市場波動度的議題愈趨熱門。在其相關的金融商品中，最早應是由CBOE 在1993 所推出的 VIX 指數。雖然後續有不少類似商品的推出，但由市場交易量來看，VIX 無疑仍是最為大家所熟知的。本研究第一個目的即在探討最適捕捉VIX 之模型。模型之採用除了傳統Merton(1973)外，亦考慮了均數復歸(mean-reverting)特性。此外，由VIX 數據資料顯示，其變動過程偶有跳躍情形發生 ...
林君瀌
core
Did weekly economic index and volatility index impact US food sales during the first year of the pandemic? [PDF]
Financ Innov, 2023 Das N, Gangopadhyay P.
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African sovereign risk premia and international market assets: A relook under the COVID-19 outbreak. [PDF]
HeliyonAmewu G, Akosah NK, Armah M.
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The resilience of ethical assets against different uncertainty shocks. [PDF]
HeliyonHasan MB +4 more
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Three-dimensional image guidance for diagnosis and treatment of adrenal disease: a systematic review. [PDF]
Updates SurgDi Lorenzo S +6 more
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