Related papers: ConocoPhillips' share price model revisited
We analyse the dependence of stock return cross-correlations on the sampling frequency of the data known as the Epps effect: For high resolution data the cross-correlations are significantly smaller than their asymptotic value as observed…
Consistency relations for chaotic inflation with a monomial potential and natural inflation and hilltop inflation are given which involve the scalar spectral index $n_s$, the tensor-to-scalar ratio $r$ and the running of the spectral index…
We review the currrent cosmic parameter determinations of relevance to inflation using the WMAP-1year, Boomerang, CBI, Acbar and other CMB data. The basic steps in the pipelines which determine the bandpowers from the raw data from which…
The previously proposed class of phenomenological inflationary models in which the assumption of inflaton slow-roll is replaced by the more general, constant-roll condition is compared with the most recent cosmological observational data,…
This paper presents a novel adaptive-filter approach for predicting assets on the stock markets. Concepts are introduced here, which allow understanding this method and computing of the corresponding forecast. This approach is applied, as…
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market…
In this paper we present an econophysic model for the description of shares transactions in a capital market. For introducing the fundamentals of this model we used an analogy between the electrical field produced by a system of charges and…
We provide novel systematic cross-country evidence that the link between domestic labour markets and CPI inflation has weakened considerably in advanced economies during recent decades. The central estimate is that the short-run…
The standard wage Phillips curve aggregates away from which workers reset wages when. I show this aggregation omits a first-order term: the covariance between workers' cost-push exposure and their reset frequency. I introduce two sufficient…
We show that "spiralized" models of new-inflation can be experimentally identified mostly by their positive spectral running in direct contrast with most chaotic-inflation models which have negative runnings typically in the range of…
Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least qualitatively. The dynamics of market…
This paper addresses a key challenge in CDO modeling: achieving a perfect fit to market prices across all tranches using a single, consistent model. The existence of such a perfect-fit model implies the absence of arbitrage among CDO…
The stock market, as a cornerstone of the financial markets, places forecasting stock price movements at the forefront of challenges in quantitative finance. Emerging learning-based approaches have made significant progress in capturing the…
The capital market plays a vital role in marketing operations for aerospace industry. However, due to the uncertainty and complexity of the stock market and many cyclical factors, the stock prices of listed aerospace companies fluctuate…
Compound-Protein Interaction (CPI) prediction aims to predict the pattern and strength of compound-protein interactions for rational drug discovery. Existing deep learning-based methods utilize only the single modality of protein sequences…
The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…
Recently, order-preserving pattern (OPP) mining has been proposed to discover some patterns, which can be seen as trend changes in time series. Although existing OPP mining algorithms have achieved satisfactory performance, they discover…
An empirical study of joint bivariate probability distribution of two consecutive price increments for a set of stocks at time scales ranging from one minute to thirty minutes reveals asymmetric structures with respect to the axes y=0, y=x,…
We propose Conformal Seasonal Pools (CSP), a training-free probabilistic time-series forecaster that mixes same-season empirical draws with signed residual draws around a seasonal naive forecast. In an audited rolling-origin benchmark on…
Measurements of the time-dependent CP asymmetry in the decay $B^0_d (t) \to \pi^+ \pi^-$ and its charge conjugate by the BELLE and BABAR collaborations currently yield $C_{\pi \pi}^{+-} = -0.46 \pm 0.13$ and $S_{\pi \pi}^{+-} = -0.74 \pm…