Search Results for author: Marcel Ausloos

Found 17 papers, 0 papers with code

Unleashing the Power of AI. A Systematic Review of Cutting-Edge Techniques in AI-Enhanced Scientometrics, Webometrics, and Bibliometrics

no code implementations22 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.

Recommendation Systems

Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy

no code implementations16 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.

An Intrinsic Entropy Model for Exchange-Traded Securities

no code implementations3 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.

Algorithmic Trading Decision Making

A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model

no code implementations3 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.

The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator

no code implementations29 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.

Time Series Analysis

An Intergenerational Issue: The Equity Issues due to Public-Private Partnerships. The Critical Aspect of the Social Discount Rate Choice for Future Generations

no code implementations22 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.

Economic Freedom: The Top, the Bottom, and the Reality. I. 1997-2007

no code implementations22 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.

Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model

no code implementations29 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.

Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity

no code implementations16 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.

Challenging Practical Features of Bitcoin by the Main Altcoins

no code implementations19 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.

Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012

no code implementations19 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.

Valuation Models Applied to Value-Based Management. Application to the Case of UK Companies with Problems

no code implementations19 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.

Management

Corporate Governance and Firms Financial Performance in the United Kingdom

no code implementations22 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.

A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches

no code implementations9 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.

Decision Making

Artificial intelligence in peer review: How can evolutionary computation support journal editors?

no code implementations2 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.

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