The fact that many stocks are traded in the marketplace makes the selection process of choosing the right stocks for investment crucial and challenging. In the literature on stock selection, cluster analysis-based methods have usually been used to gr...
This study proposes a wavelet procedure for estimating partial correlation coefficients between stock market returns over different time scales. The estimated partial correlations are subsequently used in a cluster analysis to identify, for each time...
The fundamental stages in designing a stock portfolio are each stock’s selection and capital weighting. Selection and weighting must be conducted through diversification and price movement analysis to maximize profits and minimize losses. The p...
This paper aims to identify the main determinants of the countries that present contagion during the period 2000–2021, based on the determination of the behavior patterns of 18 stock market indices of 15 of the main economies. To do that, first...
Clustering techniques are widely applied to equity markets to uncover sectoral structures and regime shifts, yet most studies rely solely on empirical returns. This paper introduces a novel perspective by using diffusion-based parameters from the Bla...
It is meaningful to analyze the market correlations for stock selection in the field of financial investment. Since it is difficult for existing deep clustering methods to mine the complex and nonlinear features contained in financial time series, in...
The financial market is a complex system, which has become more complicated due to the sudden impact of the COVID-19 pandemic in 2020. As a result there may be much higher degree of uncertainty and volatility clustering in stock markets. How does thi...
This paper employs the Baidu Index as the novel proxy for unexpected information demand and shows that this novel proxy can explain the volatility clustering of Chinese stock returns. Generally speaking, these findings suggest that investors in China...
Within the last few decades, ALS-enhanced two-phase forest inventory has emerged as viable alternative to standard inventory designs. As a relatively new and compound method, there still remains significant potential for its optimisation. One key asp...
When designing a stock portfolio, investors must select stocks with different characteristics and increasing price trends and weigh each capital. Both are fundamental to diversifying loss and profit. Therefore, the mechanisms that accommodate both ar...
Making predictions in the stock market is a challenging task. At the same time, several studies have focused on forecasting the future behavior of the market and classifying financial assets. A different approach is to classify correlated data to dis...
According to the latest energy efficiency European directive (EED 2023/1791/EU), the expected energy renovation rate of at least 3% of the buildings’ floor area each year towards nearly zero-energy buildings (nZEBs) is extended to include publi...
In forest resource surveys, using sampling methods to estimate aboveground carbon stock (ACS) can significantly reduce survey costs. This study improves the accuracy of ACS estimation by optimizing the stratified sampling design. The sampling process...
This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is called efficient if prices of its assets fully reflect all available information. We show that the degree of market efficiency is significantly low for most o...
A method of indirect rationing of diesel fuel for special self-propelled rolling stock is presented, based on the identification of actual fuel consumption and controlled operating modes. Based on the results of test trips using automated accounting...
This paper introduces a spectral clustering-based method to show that stock prices contain not only firm but also network-level information. We cluster different stock indices and reconstruct the equity index graph from historical daily closing price...
This paper innovatively analyses the joint occurrence of cognitive biases in groups of stock exchange investors. It considers jointly a number of common fallacies: confirmation bias, loss aversion, gambler’s fallacy, availability cascade, hot-hand fa...
The existing building patrimony is responsible for 36% of the global energy use and 37% of the greenhouse gas emissions. It is hence a major challenge to improve its energy performance. According to the Renovation Wave, the average annual renovation...
Health Services building stock is usually the top energy consumer in the Administrative sector, by a considerable margin. Therefore, energy consumption supervision, prediction, and improvement should be carried out for this group in a preferential ma...
In this work, Functional Data Analysis (FDA) is used to detect behavioral patterns in the Bolsa de Valores de Colombia (BVC) in reaction to the global crises caused by COVID-19 and the war in Ukraine. The oil price fluctuation curve is considered a c...
The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity (Bitcoin and Standard and Poo...
This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest Exchange T...
The article deals with the application of cluster analysis in modeling in-house processes, specifically supply processes. An algorithm is designed on the theoretical basis of cluster analysis and according to the analysis of the supply processes in s...
Predicting and trading assets in the global financial market represents a complex challenge driven by the dynamic and volatile nature of the sector. This study proposes a day trading strategy that optimizes asset purchase and sale parameters using di...
Crowded trades by similarly trading peers influence the dynamics of asset prices, possibly creating systemic risk. We propose a market clustering measure using granular trading data. For each stock, the clustering measure captures the degree of tradi...
We propose a simple tool to help the energy management of a large building stock defining clusters of buildings with the same function, setting alert thresholds for each cluster, and easily recognizing outliers. The objective is to enable a building...
Identifying stock is key to sustainable fisheries management and conservation. Using traditional morphometrics (TMR) and image-based truss network analysis (ITNA), we evaluated the stock structure of the endangered queen loach, Botia dario. The study...
Urbanization in the 21st century has reshaped carbon stock distributions through the expansion of cities. By using the PLUS and InVEST models, this study predicts land use and carbon stocks in Wuhan in 2050 using three future scenarios. Employing loc...
Portfolio management (PM) facilitates optimal investing decisions and enables organizations to control risks and achieve stable financial growth. Advances in machine learning, mostly through supervised learning, are drastically changing the way in wh...
Stock enhancement, used for replenishing depleted wild finfish populations, is an aggressive approach. Stock enhancement projects in Taiwan involve black sea bream (Acanthopagrus schlegelii), a major commercial species. During 2004–2015, even m...
Financial prediction is an important research field in financial data time series mining. There has always been a problem of clustering massive financial time series data. Conventional clustering algorithms are not practical for time series data beca...
Although stock option markets have grown dramatically over the past several decades, the relation between an option and its underlying asset, especially bidirectional conduction, is not particularly clear. So far, there have been many debates about t...
Traditional portfolio theory divides stocks into different categories using indicators such as industry, market value, and liquidity, and then selects representative stocks according to them. In this paper, we propose a novel portfolio learning appro...
In this research, an agent-based model (ABM) of the stock market is constructed to detect the proportion of different types of traders. We model a simple stock market which has three different types of traders: noise traders, fundamental traders, and...
This study focuses on the precise forecasting of stock price movement to determine returns, diversify risk, and demystify existing opportunities. It also aims to gauge the difference in terms of the stock volatility of various pharma companies before...
This paper proposes a novel censored autoregressive conditional Fréchet (CAcF) model with a flexible evolution scheme for the time-varying parameters, which allows deciphering tail risk dynamics constrained by price limits from the viewpoints...
In this study, we investigated the impact of COVID-19 investor sentiment (CS), number of cases (CC), and deaths (CD) on bank stock returns in 16 MENA countries. In addition, we examined the interaction effects of CS with CC and CD on bank stock retur...
A ban on short selling exists on several exchanges, especially in emerging markets. In most cases, short selling has always been prohibited, thus making it difficult to examine the ban’s effect on price discovery. In this paper, we consider dat...
This work focuses on functional data presenting spatial dependence. The spatial autocorrelation of stock exchange returns for 71 stock exchanges from 69 countries was investigated using the functional Moran’s I statistic, classical principal co...
Stock portfolio optimization is always an interesting and attractive research problem due to the variety of stock markets. To find a useful stock portfolio, metaheuristic-based approaches have been presented to obtain diverse group stock portfolios (...
A large part of the stock of Italian educational buildings have undertaken energy retrofit interventions, thanks to European funds allocated by complex technical-administrative calls. In these projects, the suggested retrofit strategies are often sel...
Atlantic sturgeon (Acipenser oxyrinchus oxyrinchus) is an anadromous, widely distributed, highly migratory sturgeon subspecies that occurs in rivers and marine waters along the North American Atlantic Coast. This fish has shown widespread declines an...
Systemic risks have to be vigilantly guided against at all times in order to prevent their contagion across stock markets. New policies also may not work as desired and even induce shocks to market, especially those emerging ones. Therefore, timely d...
This study investigates the behavior of South African stock prices during divestment periods using mixture distributions. Divestment often triggers significant market reactions, necessitating a deeper understanding of stock return distributions in su...
Bigheaded carps (bighead carp, Hypophthalmichthys molitrix, and silver carp, Hypophthalmichthys nobilis) and their hybrids play an important ecological and economic role in their original habitat, while their introduced stocks may pose serious ecolog...
This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area, from 2003 to 2012. We study the causal relationships between them using Transfer Entropy, which is calculated using the sto...
This paper examines the dynamics of connectedness among the realized volatility indices of 16 clean energy stocks belonging to the SPGCE and the implied volatility indices of two important stock markets—the S&P 500 and the STOXX50—and...
The present study aimed to investigate the presence of asymmetric stochastic volatility and leverage effects within the Nasdaq-100 index. This index is widely regarded as an important indicator for investors. We focused on the nine leading stocks wit...
This paper uses data on housing stock owned by financial entities as a result of foreclosures to analyze (1) the spatial logic of Spain’s mortgage crisis in urban areas, and (2) the characteristics of the types of housing most affected by this phenom...
Mangroves play a crucial role in maintaining the stability of coastal regions, particularly in the face of climate change. To gain insight into associations between climate change and mangroves, we conducted bibliometric research on the global indexe...
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