Incentives for Research Effort: An Evolutionary Model of Publication Markets with Double-Blind and Open Review [0.03%]
关于研究激励的演化模型及审稿方式的作用
Mantas Radzvilas,Francesco De Pretis,William Peden et al.
Mantas Radzvilas et al.
Contemporary debates about scientific institutions and practice feature many proposed reforms. Most of these require increased efforts from scientists. But how do scientists' incentives for effort interact? How can scientific institutions e...
Collaborative Innovation Strategy of Supply Chain in the Context of MCU Domestic Substitution : A Differential Game Analysis [0.03%]
MCU自主化背景下供应链协同创新策略研究——差异化游戏分析方法
Yaxin Wang,Haoyu Wen,ZhongQuan Hu et al.
Yaxin Wang et al.
The domestic substitution of the IC (the Integrated Circuit) industry improves economic efficiency and is significant in ensuring national security, which has gradually become an essential strategy for countries worldwide. Based on the back...
Understanding Covid-19 Mobility Through Human Capital: A Unified Causal Framework [0.03%]
基于人力资本的新冠肺炎疫情期间民众出行因果分析框架理解
Fırat Bilgel,Burhan Can Karahasan
Fırat Bilgel
This paper seeks to identify the causal impact of educational human capital on social distancing behavior at workplace in Turkey using district-level data for the period of April 2020 - February 2021. We adopt a unified causal framework, pr...
An Application of Machine Learning to Logistics Performance Prediction: An Economics Attribute-Based of Collective Instance [0.03%]
基于经济学属性的集体实例在物流绩效预测中的机器学习应用研究
Suriyan Jomthanachai,Wai Peng Wong,Khai Wah Khaw
Suriyan Jomthanachai
In this work, a machine learning application was constructed to predict the logistics performance index based on economic attributes. The prediction procedure employs both linear and non-linear machine learning algorithms. The macroeconomic...
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion [0.03%]
基于相关系数检验准则的EMD消噪组合选择方法
Kuangxi Su,Yinhong Yao,Chengli Zheng et al.
Kuangxi Su et al.
Noise is an important factor affecting portfolio performance, how to construct an effective denoising strategy is becoming increasingly important for investors. In this study, we theoretically explain the impact of noise on portfolio and ar...
Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm [0.03%]
Hamiltonian Monte Carlo算法下的混合高斯GARCH模型的贝叶斯推断
Rubing Liang,Binbin Qin,Qiang Xia
Rubing Liang
MCMC algorithm is widely used in parameters' estimation of GARCH-type models. However, the existing algorithms are either not easy to implement or not fast to run. In this paper, Hamiltonian Monte Carlo (HMC) algorithm, which is easy to per...
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers [0.03%]
结合迭代增强型协同过滤和黄金分割双极法分析基于风险的石油市场溢出效应的综合决策推荐系统
Alexey Mikhaylov,Ishaq M Bhatti,Hasan Dinçer et al.
Alexey Mikhaylov et al.
This article is dedicated analyzing the interdependence of oil prices and exchange rate movements of oil exporting countries (the Russian ruble, Euro, Canadian dollar, Chinese yuan, Brazil real, Nigerian naira, Algerian dinar). The study al...
Fernanda Maria Müller,Marcelo Brutti Righi
Fernanda Maria Müller
We investigate the performance of VaR (Value at Risk) forecasts, considering different multivariate models: HS (Historical Simulation), DCC-GARCH (Dynamic Conditional Correlation-Generalized Autoregressive Conditional Heteroskedasticity) wi...
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis [0.03%]
通过GARCH和动态条件相关性分析预测主要非洲货币外汇率波动的价值风险和预期短缺
Emmanuel Afuecheta,Idika E Okorie,Saralees Nadarajah et al.
Emmanuel Afuecheta et al.
Research on the exchange rate volatility and dynamic conditional correlation of African currencies/financial markets interdependence appears to be limited. In this paper, we employ GARCH models to characterize the exchange rate volatility o...
Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks [0.03%]
使用信号处理方法、贝叶斯优化和深度神经网络对Bitcoin价格进行建模
Bhaskar Tripathi,Rakesh Kumar Sharma
Bhaskar Tripathi
Bitcoin is a volatile financial asset that runs on a decentralized peer-to-peer Blockchain network. Investors need accurate price forecasts to minimize losses and maximize profits. Extreme volatility, speculative nature, and dependence on i...