Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Bruce J Vanstone"'
Publikováno v:
Journal of the Operational Research Society. 74:374-402
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82a4b791dc9424e9161e5bb5880dc039
https://doi.org/10.1080/01605682.2022.2041373
https://doi.org/10.1080/01605682.2022.2041373
Publikováno v:
Pacific-Basin Finance Journal. 79:102011
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8e5c786b361cd132afd7ae64da52f2b
https://doi.org/10.1016/j.pacfin.2023.102011
https://doi.org/10.1016/j.pacfin.2023.102011
Publikováno v:
Accounting Research Journal. 34:106-112
Purpose The pitching research template (PRT) is designed to help pitchers identify the core elements that form the framework of any research project. This paper aims to provide a brief commentary on an application of the PRT to pitch an environmental
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1411d8b672959e52272020e1e6d2cb6f
https://doi.org/10.1108/arj-08-2020-0278
https://doi.org/10.1108/arj-08-2020-0278
Publikováno v:
Accounting & Finance. 61:4007-4024
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::def9eb7ed13dca8b758ef9705234f06c
https://doi.org/10.1111/acfi.12724
https://doi.org/10.1111/acfi.12724
Autor:
Geoffrey Harris, Colette Southam, Thomas Aspinall, Simone Kelly, Bruce J Vanstone, Adrian Gepp
Publikováno v:
Accounting & Finance. 61:3797-3819
This study models the term structure of the European Union Emissions Trading Scheme. The one‐factor geometric Brownian motion model of Abadie and Chamorro is replicated using the data now available and then compared with a two‐factor short‐term
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4614ae53abcd54d48944d7fbd2b3d10
https://doi.org/10.1111/acfi.12708
https://doi.org/10.1111/acfi.12708
Publikováno v:
Computational Economics. 58:943-964
Statistical arbitrage refers to a suite of quantitative investment strategies employed chiefly by hedge funds and proprietary trading firms. The arbitrageur can draw on a number of different approaches to identify and exploit an arbitrage opportunity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6092340c74b145e7072ccf04f5bf6bd
https://doi.org/10.1007/s10614-020-09980-6
https://doi.org/10.1007/s10614-020-09980-6
Publikováno v:
Pacific-Basin Finance Journal. 77:101906
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1067555f9e4abe5d96206bf8c17bbc22
https://doi.org/10.1016/j.pacfin.2022.101906
https://doi.org/10.1016/j.pacfin.2022.101906
Publikováno v:
Accounting & Finance. 60:4361-4386
Consumption behaviour and financial literacy are primary factors in determining the financial well‐being of retirees. This paper uses an existing financial literacy index to examine how financial literacy directly, and via an interaction with consu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::174fd3da14b037f7424fcca7607b9d0c
https://doi.org/10.1111/acfi.12545
https://doi.org/10.1111/acfi.12545
Financial applications of semidefinite programming: a review and call for interdisciplinary research
Publikováno v:
Accounting & Finance. 60:3527-3555
Optimisation problems in finance commonly have non‐linear constraints for which previous solutions have required unrealistic assumptions. However, many of these can be efficiently solved as semidefinite programming (SDP) problems, which have less r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::739ae61ea594babea766ff1b7265b206
https://doi.org/10.1111/acfi.12543
https://doi.org/10.1111/acfi.12543
Publikováno v:
Applied Intelligence. 49:3815-3820
Despite continuous improvement in the range and quality of machine learning techniques, accurately predicting stock prices still remains as elusive as ever. We approach this problem using a modern autoregressive neural network architecture and incorp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa5648e86b6ed5534a746064b12e0ed9
https://doi.org/10.1007/s10489-019-01458-9
https://doi.org/10.1007/s10489-019-01458-9