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Alternative Models
In this chapter, we study permutations of our baseline model to explore the implications of alternative assumptions about how labor markets work and...
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Kinetic Models for the Exchange of Production Factors in a Multi-agent Market
A kinetic model of binary interactions is developed to describe an exchange market consisting of two groups (A and B) of manufacturing enterprises...
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Endogeneity and Measurement Bias of the Indicator Variables in Hybrid Choice Models: A Monte Carlo Investigation
We investigate the problem of endogeneity and measurement bias arising from incorporating indicator variables (e.g., measures of attitudes) into...
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Dynamic factor models: Does the specification matter?
Dynamic factor models (DFMs), which assume the existence of a small number of unobserved underlying factors common to a large number of variables,...
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Optimal solutions of multiplier DEA models
Conventional models of data envelopment analysis (DEA) are based on the constant and variable returns-to-scale production technologies. Any optimal...
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Optimizing Enterprise Productivity in the Digital Economy: A Genetic Algorithm and Multi-Objective Approach
In the rapidly evolving digital economy, precise and efficient measurement of enterprise productivity is crucial for maintaining competitive...
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From Basic IO and SU Models to Demo-economic Models
A social accounting matrix (SAM) is shown to represent the ideal data set to endogenize household consumption, as it contains a full description of...
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The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations
Under two frameworks of cross-section and time-series factors, we implement asset pricing models to dissect the abnormal returns in the Chinese stock...
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Utilizing a fusion of remote sensing data and machine learning models to forecast flood risks to agriculture in Hanoi City, Vietnam
Floods represent a substantial and consequential from of natural disasters within Hanoi City. To minimize the detrimental effects on agriculture, an...
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Optimizing Stock Portfolio Performance with a Combined RG1-TOPSIS Model: Insights from the Chinese Market
Quantitative investment has gained popularity in the global financial market, and China is no exception. However, existing quantitative stock...
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Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume
We study the problem of the intraday short-term volume forecasting in cryptocurrency multi-markets. The predictions are built by using transaction...
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Modeling the effects of renewable energy on sustainable development: evidence from simultaneous equations models
This study aims to examine the three-way linkages between renewable energy consumption, carbon dioxide emissions, and human development index for a...
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Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)
This paper studies the comparative predictive accuracy of forecasting methods using mixed-frequency data, as applied to nowcasting Philippine...
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Performance and investment styles of international multi-asset funds during market crises
This paper presents a comprehensive investigation into the performance of multi-asset funds investing internationally. Based on a custom-built...
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Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
We propose a dynamic factor state-space model for the prediction of high-dimensional realized covariance matrices of asset returns. Using a block LDL...
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Efficiency Analysis with Stochastic Frontier Models Using Popular Statistical Softwares
This chapter provides a brief introduction to the stochastic frontier paradigm—one of the most powerful techniques for performance analysis developed...
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Transition to sustainable business models for green economic recovery: role of financial literacy, innovation and environmental sustainability
Research on sustainable business models and climate change is the focus of this article, which examines the industry, business and sustainability...
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Factor Models: Theory and Development
Factor models play an important role in the domain of asset pricing. In the recent years of research, factor models are usually developed and...
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An Overview of Drone Energy Consumption Factors and Models
At present, there is a growing demand for drones with diverse capabilities that can be used in both civilian and military applications, and this...
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Stochastic Default Risk Estimation Evidence from the South African Financial Market
This paper provides empirical studies of the estimation of defaultable bonds in the South African financial markets. The key objective is to estimate...
