The profitability effect in asset pricing model performance : an empirical study on Chinese and Japanese equity market

tratiOnVpc(Fig.2):IfVpo<Vpc,thePOreiSnOnCirCUlarandifVpo>Vpc,thePOreiS

In the present paper, the methods of independent component analysis ICA and principal component analysis PCA are integrated into BP neural network for forecasting financial time

The calibration problem for the Black-Scholes model was solved based on the S&P500 data, and the S&P 500 call and put option price data were interpreted in the framework

Then, the existence and uniform boundedness of global solutions and stability of the equilibrium points for the model of weakly coupled reaction- diffusion type are discussed..

The advection-diffusion equation approximation to the dispersion in the pipe has generated a considera- bly more ill-posed inverse problem than the corre- sponding

[Mag3] , Painlev´ e-type differential equations for the recurrence coefficients of semi- classical orthogonal polynomials, J. Zaslavsky , Asymptotic expansions of ratios of

In fact, one could quite easily establish stickiness at every scale δ ≤ σ ≤ 1 from the Minkowski dimension hypothesis, but we shall not need to do so here.. We also remark that

The fact that Japanese links inclusion and partial inclusion is hardly evidence that the IN/ON continuum is deeply relevant, since functional considerations naturally link the