Zobrazeno 1 - 10
of 1 551
pro vyhledávání: '"Ardia, A."'
Autor:
Ardia, David, Bluteau, Keven
We propose an approach to construct text-based time-series indices in an optimal way--typically, indices that maximize the contemporaneous relation or the predictive performance with respect to a target variable, such as inflation. We illustrate our
Externí odkaz:
http://arxiv.org/abs/2405.10449
We introduce a new framework for the mean-variance spanning (MVS) hypothesis testing. The procedure can be applied to any test-asset dimension and only requires stationary asset returns and the number of benchmark assets to be smaller than the number
Externí odkaz:
http://arxiv.org/abs/2403.17127
We reassess Boehmer et al. (2021, BJZZ)'s seminal work on the predictive power of retail order imbalance (ROI) for future stock returns. First, we replicate their 2010-2015 analysis in the more recent 2016-2021 period. We find that the ROI's predicti
Externí odkaz:
http://arxiv.org/abs/2403.17095
We analyze Robinhood (RH) investors' trading reactions to intraday hourly and overnight price changes. Contrasting with recent studies focusing on daily behaviors, we find that RH users strongly favor big losers over big gainers. We also uncover that
Externí odkaz:
http://arxiv.org/abs/2307.11012
We show that the two-stage minimum description length (MDL) criterion widely used to estimate linear change-point (CP) models corresponds to the marginal likelihood of a Bayesian model with a specific class of prior distributions. This allows results
Externí odkaz:
http://arxiv.org/abs/2306.05265
Autor:
Ardia, David, Bluteau, Keven
We examine the influence of Twitter promotion on cryptocurrency pump-and-dump events. By analyzing abnormal returns, trading volume, and tweet activity, we uncover that Twitter effectively garners attention for pump-and-dump schemes, leading to notab
Externí odkaz:
http://arxiv.org/abs/2306.02148
Publikováno v:
Research and Development in Education, Vol 4, Iss 2, Pp 324-339 (2024)
This study focuses on the development and evaluation of augmented reality (AR) learning media based on the Assemblr Edu application, aimed at enhancing the learning experience of fifth-grade students at SDN Tambaharjo 01. The AR media covers the subj
Externí odkaz:
https://doaj.org/article/8e83de3b0c9d4a77b82e85277dba5028
Autor:
Anna Basile, Valentina Giudice, Laura Mettivier, Antonia Falco, Anna Lisa Cammarota, Angela D’Ardia, Carmine Selleri, Margot De Marco, Nicola De Maio, Maria Caterina Turco, Liberato Marzullo, Alessandra Rosati
Publikováno v:
Cell Death Discovery, Vol 10, Iss 1, Pp 1-11 (2024)
Abstract The Bcl2-associated athanogene-3 (BAG3) protein, a critical regulator of cellular survival, has been identified as a potential therapeutic target in various malignancies. This study investigates the role of BAG3 within stromal fibroblasts an
Externí odkaz:
https://doaj.org/article/781eb40488154d1d9d949f60a66c1134
Using the peer-exposure ratio, we explore the factor exposure heterogeneity in green and brown stocks. By looking at peer groups of S&P 500 index firms over 2014-2020 based on their greenhouse gas emission levels, we find that, on average, green stoc
Externí odkaz:
http://arxiv.org/abs/2302.11729
Autor:
Setio Basuki, Mahar Faiqurrahman, Gita Indah Marthasari, Rizky Indrabayu, Fatimatus Zachra, Nico Ardia Effendy
Publikováno v:
Dinamisia, Vol 8, Iss 3, Pp 721-729 (2024)
ChatGPT, a widely used Large Language Model (LLM), enhances productivity in various sectors, including education. However, its extensive usage often lacks proficiency in writing effective prompts, resulting in less optimal, biased, and hallucinated o
Externí odkaz:
https://doaj.org/article/702e76b47cc0429685399c53a0789bda