Results 31 to 40 of about 6,779 (297)

Evaluation of the Fluctuation Mechanism of Behavioral Financial Market Based on Edge Computing

International Transactions on Electrical Energy Systems, 2022
The global economy is growing faster and faster. Behavioral finance is a transformation of financial theory. Over the past decade, this shift has had strong repercussions in academia, challenging the dominance of traditional finance and forming its own ...
Xiaoliang Yuan
doaj   +1 more source

Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents

Fractal and Fractional, 2022
The prediction of the stock price index is a challenge even with advanced deep-learning technology. As a result, the analysis of volatility, which has been widely studied in traditional finance, has attracted attention among researchers.
Poongjin Cho, Minhyuk Lee
doaj   +1 more source

Corporate financing and macroeconomic volatility in the European union [PDF]

International Economics and Economic Policy, 2010
This paper investigates the impact of corporate financing patterns in the European Union (EU) on macroeconomic volatility. We examine macroeconomic data for eight EU countries. We find that during the period 1990 through 2005 bank financing was positively associated with volatility in GDP, consumption and investment.
Victor Murinde, Andy Mullineux, Rudra Sensarma   +2 more
openaire   +2 more sources

Analysis of Investor Sentiment Impact in Indonesia Composite Stock Price Index Return Volatility

Indonesian Journal of Business and Entrepreneurship, 2018
The Composite Stock Price Index (IHSG) is an index used as an indicator of stock price movements on Indonesia Stock Exchange and reference of capital market activities.
Rum Puspita Widhiarti, Lukytawati Anggraeni, Syamsul Hidayat Pasaribu   +2 more
doaj   +1 more source

The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options

Journal of Inequalities and Applications, 2019
Stochastic volatility models play an important role in finance modeling. Under a mixed fractional Brownian motion environment, we study the continuity and estimates of a solution to a kind of stochastic differential equations with double volatility terms.
Yan Dong
doaj   +1 more source

Investor attention and cryptocurrency: Evidence from the Bitcoin market.

PLoS ONE, 2021
This paper adds to the growing literature of cryptocurrency and behavioral finance. Specifically, we investigate the relationships between the novel investor attention and financial characteristics of Bitcoin, i.e., return and realized volatility, which ...
Panpan Zhu, Xing Zhang, You Wu, Hao Zheng, Yinpeng Zhang   +4 more
doaj   +1 more source

ESTIMASI NILAI IMPLIED VOLATILITY MENGGUNAKAN SIMULASI MONTE CARLO

E-Jurnal Matematika, 2018
Investing among investors is an exciting activity to gain profit in the financial world. The development of investment in the financial world affects the number of alternative investment instruments that can be offered to investors in the capital market.
MAKBUL MUFLIHUNALLAH, KOMANG DHARMAWAN, NI MADE ASIH   +2 more
doaj   +1 more source

Volatility and spillover analysis between cryptocurrencies and financial indices: a diagonal BEKK and DCC GARCH model approach in support of SDGs

Cogent Economics & Finance
This study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices, specifically focusing on Green Finance Indices (such as solar, wind, and nuclear) and Economic Indices (like the Baltic Dry Index and
Iulia Cristina Iuga, Raluca-Andreea Nerișanu, Larisa-Loredana Dragolea   +2 more
doaj   +1 more source

An alternative algorithm for regularization of noisy volatility calibration in Finance [PDF]

Revue Africaine de Recherche en Informatique et Mathématiques Appliquées, 2016
This contribution is an extension of the work initiated in [1], presenting a strategy for the calibration of the local volatility. Due to Morozov's discrepancy principle [6], the Tikhonov regularization problem introduced in [7] is understood as an inequality-constrained minimization problem.
Ibtissam, Medarhri, Rajae, Aboulaich, Debit, Naima   +2 more
openaire   +4 more sources

TRPM8 levels determine tumor vulnerability to channel agonists

Molecular Oncology, EarlyView.
TRPM8 is a Ca2+ permissive channel. Regardless of the amount of its transcript, high levels of TRPM8 protein mark different tumors, including prostate, breast, colorectal, and lung carcinomas. Targeting TRPM8 with channel agonists stimulates inward calcium currents followed by emptying of cytosolic Ca2+ stores in cancer cells.
Alessandro Alaimo, Francesco Giuseppe Carbone, Kristi Buzo, Nicole Annesi, Sacha Genovesi, Annalisa Lorenzato, Karen Widmann, Michela Libergoli, Elisa Marmocchi, Giovanni Bertalot, Alberto Brolese, Mauro Giulio Papotti, Luca Molinaro, Orazio Caffo, Mattia Barbareschi, Alberto Bardelli, Alessandro Romanel, Sabrina Arena, Andrea Lunardi   +18 more
wiley   +1 more source