no code implementations • 22 Feb 2024 • Hamid Reza Saeidnia, Elaheh Hosseini, Shadi Abdoli, Marcel Ausloos
(ii) In terms of webometrics, AI algorithms are able to enhance web crawling and data collection, web link analysis, web content analysis, social media analysis, web impact analysis, and recommender systems.
no code implementations • 16 Mar 2023 • Claudiu Vinte, Marcel Ausloos
This article introduces CSIE-based betas to characterise the relative volatility risk of the portfolio against market indices and the market as a whole.
no code implementations • 3 May 2022 • Claudiu Vinte, Ion Smeureanu, Titus-Felix Furtuna, Marcel Ausloos
This article introduces an intrinsic entropy model that can be used as an indicator to gauge investor interest in a given exchange-traded security, along with the state of the general market corroborated by individual security trade data.
no code implementations • 3 May 2022 • Claudiu Vinte, Marcel Ausloos, Titus Felix Furtuna
This paper presents the results of employing the intrinsic entropy model as a substitute for estimating the volatility of stock market indices.
no code implementations • 29 Apr 2022 • Claudiu Vinte, Marcel Ausloos
To take into account the temporal dimension of uncertainty in stock markets, this paper introduces a cross-sectional estimation of stock market volatility based on the intrinsic entropy model.
no code implementations • 22 Jan 2022 • Abeer Al Yaqoobi, Marcel Ausloos
We conclude that our study hopefully provides a good analytical framework for policymakers in order to draw on the merits of ethical theories before initiating public policies like PPPs.
no code implementations • 22 Jan 2022 • Marcel Ausloos, Philippe Bronlet
Semi-log plots show that the EFW-rank relationship is exponential for countries of high rank ($\ge 20$); overall the log-log plots point to a behaviour close to a power law.
no code implementations • 29 Aug 2021 • Marcel Ausloos, Yining Zhang, Gurjeet Dhesi
A TGARCH modeling is argued to be the optimal basis for investigating the impact of index futures trading on spot price variability.
no code implementations • 16 Apr 2021 • Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi, Muhammad Shakeel
The so-called Benford's laws are of frequent use in order to observe anomalies and regularities in data sets, in particular, in election results and financial statements.
no code implementations • 19 Dec 2020 • Andrew Spurr, Marcel Ausloos
We study the fundamental differences that separate: Litecoin; Bitcoin Gold; Bitcoin Cash; Ethereum; and Zcash from Bitcoin, and draw analysis to how these features are appreciated by the market, to ultimately make an inference as to how future successful cryptocurrencies may behave.
no code implementations • 19 Dec 2020 • Rebecaa Pham, Marcel Ausloos
The Financial Services Act 2012 was developed as a result in order to give more control and authority to the regulators of financial markets.
no code implementations • 19 Dec 2020 • Marcel Ausloos
I aim at promoting an objective choice on how optimizing the most suitable valuation methods under a value-based management framework through some performance measurement systems.
no code implementations • 19 Dec 2020 • Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano, Roy Cerqueti
The variables of interest are analyzed and compared through statistical techniques and by adopting a cluster analysis.
no code implementations • 22 Jul 2020 • Martin Kyere, Marcel Ausloos
The objective of this study is to examine empirically the impact of good corporate governance on financial performance of United Kingdom non-financial listed firms.
no code implementations • 13 Jun 2020 • Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos, Gurjeet Dhesi
We discuss the resulting list of words in the light of the overall US Presidents' speeches.
no code implementations • 9 May 2019 • Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos
The scientific significance of the proposed combination of text-mining and rank-size approaches can be found in its flexibility and generality, which let it be reproducible to a wide set of expert systems and text mining contexts.
no code implementations • 2 Dec 2017 • Maciej J. Mrowinski, Piotr Fronczak, Agata Fronczak, Marcel Ausloos, Olgica Nedic
With the volume of manuscripts submitted for publication growing every year, the deficiencies of peer review (e. g. long review times) are becoming more apparent.