Zobrazeno 1 - 10
of 64
pro vyhledávání: '"Jarkko Peltomäki"'
Autor:
Denis Davydov, Jarkko Peltomäki
Publikováno v:
Financial Review. 58:287-313
We investigate the effects of the use of different sources of investment leverage, i.e. securities with embedded leverage and traditional margin accounts, on the portfolio performance of retail investors, recognizing that these effects may be conditi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e8d30042cd90965fa5a16f26692b478
https://doi.org/10.1111/fire.12337
https://doi.org/10.1111/fire.12337
Autor:
Tor Brunzell, Jarkko Peltomäki
Publikováno v:
Qualitative Research in Financial Markets, 2015, Vol. 7, Issue 4, pp. 412-428.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/QRFM-09-2014-0029
Publikováno v:
Journal of Business Finance & Accounting. 48:1988-2014
This paper contributes to the literature by examining whether the age and gender of the firm's top executives influence market‐based measures of firm risk. Using data on the S&P 1500 firms, we document that CEO and CFO age and gender have a direct
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f616535d9ce90998136b918a0c2d99b5
https://doi.org/10.1111/jbfa.12528
https://doi.org/10.1111/jbfa.12528
Publikováno v:
The European Journal of Finance. 27:1740-1764
We explore a unique dataset on individual investors’ online trading accounts to examine the determinants of their attention and its relation to portfolio performance. In particular, we investigate ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe4b5274eb84d18fe05e9603d3800434
https://doi.org/10.1080/1351847x.2021.1911823
https://doi.org/10.1080/1351847x.2021.1911823
WOGAN is an online test generation algorithm based on Wasserstein generative adversarial networks. In this note, we present how WOGAN works and summarize its performance in the SBST 2022 CPS tool competition concerning the AI of a self-driving car.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db9617002d523fc68f5b97f0e88bed2e
http://arxiv.org/abs/2205.11064
http://arxiv.org/abs/2205.11064
Autor:
Jarkko Peltomäki
Publikováno v:
Journal of Number Theory. 214:251-285
We study the abelian period sets of Sturmian words, which are codings of irrational rotations on a one-dimensional torus. The main result states that the minimum abelian period of a factor of a Sturmian word of angle $\alpha$ with continued fraction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23e5821dcd8ae8adfc9a094b84ca18c4
https://doi.org/10.1016/j.jnt.2020.04.007
https://doi.org/10.1016/j.jnt.2020.04.007
Autor:
Jarkko Peltomäki, Markus A. Whiteland
Publikováno v:
Theoretical Computer Science. 806:10-27
In our earlier paper [Peltomaki and Whiteland (2017) [5] ], we introduced a symbolic square root map. Every optimal squareful infinite word s contains exactly six minimal squares and can be written as a product of these squares: s = X 1 2 X 2 2 ⋯ .
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6da6d1f45688008176bfa75138d4651
https://doi.org/10.1016/j.tcs.2018.08.019
https://doi.org/10.1016/j.tcs.2018.08.019
Publikováno v:
Journal of Emerging Market Finance. 19:127-153
This article considers web-based global investors’ crash fears as a gauge of global investors’ fears, and examines its effect on stock market volatility in a sample of emerging stock markets. We show that an increase in global investors’ crash
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::394e885a4d031f1898031bc809e26f6e
https://doi.org/10.1177/0972652719877473
https://doi.org/10.1177/0972652719877473
The chapter evaluates the profit when investing in portfolios of Commodity Trading Advisors (CTA) with optimal embedded leverage. The authors’ results support their expectation that it is possible to improve the long-term profitability of diversifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b68a7a1663e506350dcb471d24920db
https://doi.org/10.1093/oxfordhb/9780198840954.013.10
https://doi.org/10.1093/oxfordhb/9780198840954.013.10
Autor:
Jarkko Peltomäki, Ville Salo
To each one-dimensional subshift $X$, we may associate a winning shift $W(X)$ which arises from a combinatorial game played on the language of $X$. Previously it has been studied what properties of $X$ does $W(X)$ inherit. For example, $X$ and $W(X)$
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::126c573a7ca4cf1d187ee4bda1c674e2
http://arxiv.org/abs/2106.07249
http://arxiv.org/abs/2106.07249