Остановите войну!
for scientists:
default search action
Search dblp
Full-text search
- > Home
Please enter a search query
- case-insensitive prefix search: default
e.g., sig matches "SIGIR" as well as "signal" - exact word search: append dollar sign ($) to word
e.g., graph$ matches "graph", but not "graphics" - boolean and: separate words by space
e.g., codd model - boolean or: connect words by pipe symbol (|)
e.g., graph|network
Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
Author search results
no matches
Venue search results
no matches
Refine list
refine by author
- no options
- temporarily not available
refine by venue
- no options
- temporarily not available
refine by type
- no options
- temporarily not available
refine by access
- no options
- temporarily not available
refine by year
- no options
- temporarily not available
Publication search results
found 30 matches
- 2024
- Xiangzhen Yan, Hanchao Yang, Zhongyuan Yu, Shuguang Zhang, Xianrong Zheng:
Portfolio Optimization: A Return-on-Equity Network Analysis. IEEE Trans. Comput. Soc. Syst. 11(2): 1644-1653 (2024) - 2023
- Christian Fieberg, Daniel Metko, Thorsten Poddig, Thomas Loy:
Machine learning techniques for cross-sectional equity returns' prediction. OR Spectr. 45(1): 289-323 (2023) - Ruslan Tepelyan, Achintya Gopal:
Generative Machine Learning for Multivariate Equity Returns. ICAIF 2023: 159-166 - Ewa Szafraniec-Siluta, Roman Ardan, Agnieszka Strzelecka, Danuta Zawadzka:
Application of factor analysis to reduce the dimensionality of the determinants of equity capital return on European Union farms. KES 2023: 4433-4442 - Lin Deng, Michael Stanley Smith, Worapree Maneesoonthorn:
Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. CoRR abs/2308.05564 (2023) - Ruslan Tepelyan, Achintya Gopal:
Generative Machine Learning for Multivariate Equity Returns. CoRR abs/2311.14735 (2023) - 2022
- Liya Chu, Xue-Zhong He, Kai Li, Jun Tu:
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting. Manag. Sci. 68(6): 4301-4325 (2022) - 2021
- Xuan Vinh Vo, Thi Tuan Anh Tran:
Higher-order comoments and asset returns: evidence from emerging equity markets. Ann. Oper. Res. 297(1): 323-340 (2021) - Jaime F. Lavin, Mauricio A. Valle, Nicolás S. Magner:
A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets. Complex. 2021: 7676457:1-7676457:24 (2021) - Shi-ting Li, Guoxi Li, Shengyun Shi:
Prediction and Sensitivity Analysis of Companies' Return on Equity Based on Deep Neural Network. IMMS 2021: 131-139 - Antti Ihalainen, Sheraz Ahmed, Eero Pätäri:
Volatility Risk Premium and European Equity Index Returns. KNOWCON 2021: 19-28 - 2020
- Untung Saputro Widjaja, Rofikoh Rokhim:
Can Country Risk Rating, Economic Policy Uncertainty, Investor Sentiment and Oil Prices Forecast Emerging Markets Equity Returns? ICEEG 2020: 27-33 - 2019
- Marina Dolfin, Leone Leonida, Eleonora Muzzupappa:
Forecasting Efficient Risk/Return Frontier for Equity Risk with a KTAP Approach - A Case Study in Milan Stock Exchange. Symmetry 11(8): 1055 (2019) - 2018
- Rafal Drezewski, Sylwia Kruk, Maciej Makowka:
The Evolutionary Optimization of a Company's Return on Equity Factor: Towards the Agent-Based Bio-Inspired System Supporting Corporate Finance Decisions. IEEE Access 6: 51911-51930 (2018) - Tzu-Lun Huang, Shih-Ming Kuo:
Dual Effects of Google Searching on Equity Returns. BESC 2018: 14-18 - 2017
- Lorenzo Garlappi, Zhongzhi Song:
Can Investment Shocks Explain the Cross Section of Equity Returns? Manag. Sci. 63(11): 3829-3848 (2017) - Jean Helwege, Jing-Zhi Huang, Yuan Wang:
Debt Covenants and Cross-Sectional Equity Returns. Manag. Sci. 63(6): 1835-1854 (2017) - Steven Kou, Cindy Yu, Haowen Zhong:
Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis. Manag. Sci. 63(4): 988-1010 (2017) - 2016
- Canan G. Corlu, Melike Meterelliyoz, Murat Tiniç:
Empirical distributions of daily equity index returns: A comparison. Expert Syst. Appl. 54: 170-192 (2016) - 2015
- Timothy Little, Xiao-Ping Zhang, Fang Wang:
State switching in US equity index returns based on SETAR model with Kalman filter tracking. GlobalSIP 2015: 1-5 - 2014
- Virginie Konlack Socgnia, Diane Wilcox:
A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns. J. Appl. Math. 2014: 263465:1-263465:15 (2014) - Jarrad Harford, Adam Kolasinski:
Do Private Equity Returns Result from Wealth Transfers and Short-Termism? Evidence from a Comprehensive Sample of Large Buyouts. Manag. Sci. 60(4): 888-902 (2014) - 2013
- Ta-Wei Hung, Mu-En Wu, Hsueh-I Lu, Jan-Ming Ho:
Rating Equity Funds against Return of Random Traders. SocialCom 2013: 756-761 - 2009
- Liang-Hsuan Chen, Lindsay Huang:
Portfolio optimization of equity mutual funds with fuzzy return rates and risks. Expert Syst. Appl. 36(2): 3720-3727 (2009) - 2008
- W. S. Chan, Siu Hung Cheung, Li-Xin Zhang, K. H. Wu:
Temporal aggregation of equity return time-series models. Math. Comput. Simul. 78(2-3): 172-180 (2008) - 2006
- Oriol Roch, Antonio Alegre:
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market. Comput. Stat. Data Anal. 51(2): 1312-1329 (2006) - Karl Reed:
EQUITY and the Problem of Return on IT Investment. IEEE Softw. 23(1): 114-115 (2006) - 2001
- Richard D. F. Harris, C. Coskun Küçüközmen:
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management. Eur. J. Oper. Res. 134(3): 481-492 (2001) - 1996
- Chidanand Apté, Se June Hong:
Predicting Equity Returns from Securities Data. Advances in Knowledge Discovery and Data Mining 1996: 541-560 - 1994
- Chidanand Apté, Se June Hong:
Predicting Equity Returns from Securities Data with Minimal Rule Generation. KDD Workshop 1994: 407-418
loading more results
failed to load more results, please try again later
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
retrieved on 2024-04-25 12:27 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint