scholarly journals What Can Machine Learning Tell Us About Intraday Price Patterns in a Frontier Stock Market?

2020 ◽  
Vol 11 (5) ◽  
pp. 205
Author(s):  
Dan Gabriel Anghel
Keyword(s):  
Stock Market ◽  
Spillover Effects ◽  
International Markets ◽  
Investor Behavior ◽  
State Variables ◽  
Different Types ◽  
Market State ◽  
Price Patterns ◽  
The One ◽  
Intraday Patterns

Quite a lot. On the one hand, it enables us to classify intraday patterns into 6 unique classes and to show how each class is related to several important market state variables. On the other hand, it enables us to identify the relevant set of variables and define a better model of the drivers of intraday patterns in a frontier stock market. Overall, our results show that intraday patterns in returns in the frontier stock market of Romania are mostly the result of risk, information flows, and spillover effects from more developed international markets. However, we find that low market efficiency and investor behavior also have a significant contribution. Among others, we identify signs of overreaction to information, irrational exuberance and “making the close” practices by different types of investors.

Gestión de los intangibles del capital humano. Política de retribuciones y sus efectos. El caso de los grupos de empresa cotizados españoles

Oikos ◽  
2015 ◽  
Vol 14 (30) ◽  
pp. 49
Author(s):  
Esteban Pérez Calderón ◽  
Patricia Milanés Montero ◽  
Herenia Gutiérrez Ponce
Keyword(s):  
Human Capital ◽  
Stock Market ◽  
Capital Market ◽  
Return On Investment ◽  
Employee Productivity ◽  
Human Capital Management ◽  
Remuneration Policy ◽  
The One ◽  
Capital Humano ◽  
Los Grupos

RESUMENEn los últimos años, las empresas han venido realizando grandes inversiones en generosos mecanismos de retribución y compensación a sus empleados con la esperanza de alcanzar un doble objetivo. Por un lado, que estas actuaciones sean reconocidas por el mercado de valores y, por otro, esperando un mayor retorno de la inversión realizada en su personal. En el presente trabajo comprobamos cómo están repercutiendo estas inversiones sobre la productividad de los empleados (resultados económicos) y si son premiadas por el mercado de capitales (resultados financieros). Nuestro estudio se centra en los grupos de empresa cotizados españoles.Palabras clave: gestión, intangibles, capital humano, política retributiva. Intangibles of human capital management. Remuneration policy and its effects. The case of the spanish groups listed companies.ABSTRACTIn recent years, companies have been investing heavily in generous remuneration and compensation models for its employees hope to achieve two objectives. On the one hand, that these actions are recognized by the stock market and, second, expecting a greater return on investment in their human capital. In this paper we focus on to see how these investments are having an impact on employee productivity (economic results) and if they are rewarded by the capital market (financial results). Our study focuses on Spanish groups listed companies.Keywords: management, intangibles, human capital, remuneration policy.

scholarly journals A Bird’s-Eye View of Cell Sources for Cell-Based Therapies in Blood Cancers

Cancers ◽  
2020 ◽  
Vol 12 (5) ◽  
pp. 1333
Author(s):  
Benjamin Motais ◽  
Sandra Charvátová ◽  
Matouš Hrdinka ◽  
Michal Šimíček ◽  
Tomáš Jelínek ◽  
...  
Keyword(s):  
Hematological Malignancies ◽  
Antigen Receptors ◽  
Chimeric Antigen Receptors ◽  
Blood Cancer ◽  
Cell Based Therapy ◽  
Cell Source ◽  
Different Types ◽  
Cell Sources ◽  
The One ◽  
Initial Results

Hematological malignancies comprise over a hundred different types of cancers and account for around 6.5% of all cancers. Despite the significant improvements in diagnosis and treatment, many of those cancers remain incurable. In recent years, cancer cell-based therapy has become a promising approach to treat those incurable hematological malignancies with striking results in different clinical trials. The most investigated, and the one that has advanced the most, is the cell-based therapy with T lymphocytes modified with chimeric antigen receptors. Those promising initial results prepared the ground to explore other cell-based therapies to treat patients with blood cancer. In this review, we want to provide an overview of the different types of cell-based therapies in blood cancer, describing them according to the cell source.

Filippov solutions of vector Dirichlet problems

2020 ◽  
Vol 70 (2) ◽  
pp. 401-416
Author(s):  
Hana Machů
Keyword(s):  
Differential Equations ◽  
The State ◽  
State Variables ◽  
Dirichlet Problems ◽  
Filippov Solutions ◽  
Natural Notion ◽  
Growth Restrictions ◽  
The One ◽  
The Right ◽  
Effective Growth

Abstract If in the right-hand sides of given differential equations occur discontinuities in the state variables, then the natural notion of a solution is the one in the sense of Filippov. In our paper, we will consider this type of solutions for vector Dirichlet problems. The obtained theorems deal with the existence and localization of Filippov solutions, under effective growth restrictions. Two illustrative examples are supplied.

Plausibility and Aesthetic Interpretation

1977 ◽  
Vol 7 (2) ◽  
pp. 327-340 ◽  
Author(s):  
Denis Dutton
Keyword(s):  
Scientific Inquiry ◽  
The Other ◽  
Inquiry Science ◽  
Works Of Art ◽  
Different Types ◽  
Logical Structures ◽  
The One

If a catalogue were made of terms commonly used to affirm the adequacy of critical interpretations of works of art, one word certain to be included would be “plausible.” Yet this term is one which has received precious little attention in the literature of aesthetics. This is odd, inasmuch as I find the notion of plausibility central to an understanding of the nature of criticism. “Plausible” is a perplexing term because it can have radically different meanings depending on the circumstances of its employment. ln the following discussion, I will make some observations about the logic of this concept in connection with its uses in two rather different contexts: the context of scientific inquiry on the one hand, and that of aesthetic interpretation on the other. In distinguishing separate senses of “plausible,” I shall provide reason to resist the temptation to imagine that because logical aspects of two different types of inquiry—science and criticism—happen to be designated by the same term, they may to that extent be considered to have similar logical structures.

Linkages between cross-country business cycles, cross-country stock market cycles and cross-country real estate market cycles

2016 ◽  
Vol 9 (2) ◽  
pp. 123-146 ◽  
Author(s):  
Kim Hiang Liow
Keyword(s):  
Real Estate ◽  
Stock Market ◽  
Business Cycles ◽  
Spillover Effects ◽  
Real Estate Market ◽  
Stock Market Index ◽  
Content Type ◽  
Market Index ◽  
Cross Country ◽  
The Cross

Purpose This research aims to investigate whether and to what extent the co-movements of cross-country business cycles, cross-country stock market cycles and cross-country real estate market cycles are linked across G7 from February 1990 to June 2014. Design/methodology/approach The empirical approaches include correlation analysis on Hodrick–Prescott (HP) cycles, HP cycle return spillovers effects using Diebold and Yilmaz’s (2012) spillover index methodology, as well as Croux et al.’s (2001) dynamic correlation and cohesion methodology. Findings There are fairly strong cycle-return spillover effects between the cross-country business cycles, cross-country stock market cycles and cross-country real estate market cycles. The interactions among the cross-country business cycles, cross-country stock market cycles and cross-country real estate market cycles in G7 are less positively pronounced or exhibit counter-cyclical behavior at the traditional business cycle (medium-term) frequency band when “pure” stock market cycles are considered. Research limitations/implications The research is subject to the usual limitations concerning empirical research. Practical implications This study finds that real estate is an important factor in influencing the degree and behavior of the relationship between cross-country business cycles and cross-country stock market cycles in G7. It provides important empirical insights for portfolio investors to understand and forecast the differential benefits and pitfalls of portfolio diversification in the long-, medium- and short-cycle horizons, as well as for research studying the linkages between the real economy and financial sectors. Originality/value In adding to the existing body of knowledge concerning economic globalization and financial market interdependence, this study evaluates the linkages between business cycles, stock market cycles and public real estate market cycles cross G7 and adds to the academic real estate literature. Because public real estate market is a subset of stock market, our approach is to use an original stock market index, as well as a “pure” stock market index (with the influence of real estate market removed) to offer additional empirical insights from two key complementary perspectives.

Fluid turbulence simulations of divertor heat load for ITER hybrid scenario using BOUT++

2021 ◽  
Author(s):  
Xueyun Wang ◽  
Xueqiao Xu ◽  
Philip B Snyder ◽  
Zeyu Li
Keyword(s):  
Heat Flux ◽  
Steady State ◽  
Energy Loss ◽  
Heat Load ◽  
Type I ◽  
Fluid Turbulence ◽  
Drift Model ◽  
Steady State Operation ◽  
Different Types ◽  
The One

Abstract The BOUT++ six-field turbulence code is used to simulate the ITER 11.5MA hybrid scenario and a brief comparison is made among ITER baseline, hybrid and steady-state operation (SSO) scenarios. Peeling-ballooning instabilities with different toroidal mode numbers dominate in different scenarios and consequently yield different types of ELMs. The energy loss fractions (ΔWped/Wped) caused by unmitigated ELMs in the baseline and hybrid scenarios are large (~2%) while the one in the SSO scenario is dramatically smaller (~1%), which are consistent with the features of type-I ELMs and grassy ELMs respectively. The intra ELM divertor heat flux width in the three scenarios given by the simulations is larger than the estimations for inter ELM phase based on Goldston’s heuristic drift model. The toroidal gap edge melting limit of tungsten monoblocks of divertor targets imposes constraints on ELM energy loss, giving that the ELM energy loss fraction should be smaller than 0.4%, 1.0%, and 1.2% for ITER baseline, hybrid and SSO scenarios, correspondingly. The simulation shows that only the SSO scenario with grassy ELMs may satisfy the constraint.

scholarly journals Evaluation of a Handheld Gluten Detection Device

2018 ◽  
Vol 81 (10) ◽  
pp. 1723-1728 ◽  
Author(s):  
STEVE L. TAYLOR ◽  
JULIE A. NORDLEE ◽  
SHYAMALI JAYASENA ◽  
JOSEPH L. BAUMERT
Keyword(s):  
Ice Cream ◽  
Weight Basis ◽  
Processed Foods ◽  
Gluten Free ◽  
Specific Enzyme ◽  
Different Types ◽  
Food Matrices ◽  
The One ◽  
Addition Level ◽  
Positive Results

ABSTRACT A portable, handheld gluten detection device, the Nima sensor, is now available for consumers wishing to determine if gluten is present in food. By U.S. regulation, gluten-free foods should contain <20 ppm of gluten. Thirteen gluten-free foods (muffins, three different types of bread, three different types of pasta, puffed corn snack, ice cream, meatballs, vinegar and oil salad dressing, oatmeal, and dark chocolate) were prepared; each food was spiked on a weight to weight basis with gluten levels of 0, 5, 10, 20, 30, 40, and 100 ppm before processing or preparation. Unprocessed and processed foods were tested with the handheld gluten sensor and by two gluten-specific enzyme-linked immunosorbent assays (ELISAs) on the basis of the R5 and G12 monoclonal antibodies, respectively. The portable gluten detection device detected gluten in all food types at the 30-ppm addition level, failing to detect gluten in only 5 (6.4%) of 78 subsamples. At the 20-ppm addition level, the portable gluten detection device failed to detect gluten in one type of pasta but detected gluten residues in 63 (87.5%) of 72 other subsamples. The device was able to detect gluten at the 10-ppm addition level in 9 of the 13 food matrices (41 of 54 subsamples, 75.9%) but not in the three types of pasta and the puffed corn snack. The gluten-sensing device did not perform reliably at the 5-ppm addition level in 11 of 13 food matrices (exceptions: ice cream and muffins). In contrast, the ELISA methods were highly reliable at gluten addition levels of ≥10 ppm in all food matrices. The portable gluten detection device yielded a low percentage of false-positive results (4 of 111, 3.6%) in these food matrices. Thus, this handheld portable gluten sensor performed reliably in the detection of gluten in foods having ≥20 ppm of added gluten with only 18 (5.9%) of 306 failures, if results of the one type of pasta are excluded. The device worked with greater reliability as the gluten levels in the foods increased.

scholarly journals Dynamic Spillover Effects between the US Stock Volatility and China’s Stock Market Crash Risk: A TVP-VAR Approach

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Ping Zhang ◽  
Jieying Gao ◽  
Yanbin Zhang ◽  
Te-Wei Wang
Keyword(s):  
Stock Market ◽  
Spillover Effects ◽  
Crash Risk ◽  
Short Term ◽  
Stock Volatility ◽  
Gradual Improvement ◽  
Stock Market Crash ◽  
Capital Outflow ◽  
Flight To Quality ◽  
The Us

Due to the increasing linkage of China and the US stock markets today, we constructed a TVP-VAR model to study the dynamic spillover effects between the US stock volatility and China’s stock market crash risk. We found dynamic spillover effects are constantly strengthening between US stock volatility and China’s stock market crash risk: when the US stock volatility increases, China’s stock market crash risk increases. In addition, the gradual improvement of financial market openness in China, the short-term capital outflow from China, and the depreciation of the RMB exchange rate will increase China’s stock market crash risk. And, the impacts of short-term capital outflow from China are more significant. Further, the increase in China’s stock market crash risk will lead to the decline of the US stock volatility, which may be due to the flight to quality.

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