D Blueschke,I Savin,V Blueschke-Nikolaeva
D Blueschke
We consider the optimal control problem of a small nonlinear econometric model under parameter uncertainty and passive learning (open-loop feedback). Traditionally, this type of problems has been approached by applying linear-quadratic opti...
Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market [0.03%]
基于新闻数据预测股市跌价：来自巴西市场的证据
Juvenal José Duarte,Sahudy Montenegro González,José César Cruz Jr
Juvenal José Duarte
Market participants use a wide set of information before they decide to invest in risk assets, such as stocks. Investors often follow the news to collect the information that will help them decide which strategy to follow. In this study, we...
A Computational Model to Predict Consumer Behaviour During COVID-19 Pandemic [0.03%]
一种用于预测COVID-19大流行期间消费者行为的计算模型
Fatemeh Safara
Fatemeh Safara
The knowledge-based economy has drawn increasing attention recently, particularly in online shopping applications where all the transactions and consumer opinions are logged. Machine learning methods could be used to extract implicit knowle...
J M Applegate,Marco A Janssen
J M Applegate
The extent to which employees change jobs, known as the job mobility rate, has been steadily declining in the US for decades. This decline is understood to have a negative impact on both productivity and wages, and econometric studies fail ...
Stefano Duca,Dirk Helbing,Heinrich H Nax
Stefano Duca
Voluntary contribution games are a classic social dilemma in which the individually dominant strategies result in a poor performance of the population. However, the negative zero-contribution predictions from these types of social dilemma s...
OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems [0.03%]
OPTCON3：用于非线性二次随机问题的主动学习控制算法
V Blueschke-Nikolaeva,D Blueschke,R Neck
V Blueschke-Nikolaeva
In this paper, we describe the new OPTCON3 algorithm, which serves to determine approximately optimal policies for stochastic control problems with a quadratic objective function and nonlinear dynamic models. It includes active learning and...
Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns [0.03%]
投资者注意力对伊斯兰股票收益的时变效应计算研究
Nabila Jawadi,Fredj Jawadi,Abdoulkarim Idi Cheffou
Nabila Jawadi
This paper investigates the relationship between investor attention and the Islamic stock market. In particular, we investigate whether investor attention-measured by Google searches-could help to improve the forecasting of Islamic stock re...
Rodolphe Buda
Rodolphe Buda
Constrained Maximum Likelihood [0.03%]
约束最大似然
Ronald Schoenberg
Ronald Schoenberg
Olivier Armantier; Jean-François Richard
Olivier Armantier; Jean-François Richard