相关论文: A Socioeconomic Well-Being Index

The moral foundations theory supports that people, across cultures, tend to consider a small number of dimensions when classifying issues on a moral basis. The data also show that the statistics of weights attributed to each moral dimension…

Daily ETF risk monitoring can become unreliable when market data quality degrades, market conditions shift, or predictive performance becomes unstable. This paper develops a reliability-aware risk monitoring service for next-day tail-risk…

Grave human toll notwithstanding, the COVID-19 pandemic created uniquely unstable conditions in financial markets. In this work we uncover and discuss relationships involving sentiment in financial publications during the 2020…

Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying…

The rapid growth of e-commerce has made people accustomed to shopping online. Before making purchases on e-commerce websites, most consumers tend to rely on rating scores and review information to make purchase decisions. With this…

This paper quantifies the effects of equity tail risk on the US government bond market. We estimate equity tail risk with option-implied stock market volatility that stems from large negative price jumps, and we assess its value in…

We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…

The integration and innovation of finance and technology have gradually transformed the financial system into a complex one. Analyses of the causesd of abnormal fluctuations in the financial market to extract early warning indicators…

Social Media provides researchers with an unprecedented opportunity to gain insight into various facets of human life. Health practitioners put a great emphasis on pinpointing socioeconomic status (SES) of individuals as they can use to it…

With the increasing frequency of high impact low probability events, electricity markets are experiencing significant price spikes more often. This paper proposes a novel social equity driven optimal power flow framework to mitigate the…

The outbreak of the novel Coronavirus Disease (COVID-19) has greatly influenced people's daily lives across the globe. Emergent measures and policies (e.g., lockdown, social distancing) have been taken by governments to combat this highly…

Financial market resilience reflects the ability of a financial market to withstand external shocks and to recover from them, while its measurement has yet to be standardized. Accordingly, this paper quantifies the adaptability and…

Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…

In this paper we look at the efficacy of different risk measures on energy markets and across several different stock market indices. We use both the Value at Risk and the Tail Conditional Expectation on each of these data sets. We also…

A review of economic approaches showed the lack of a universal method for assessing management decisions in the face of an increasing volume of analyzed data and changing parameters of the external environment. The method of integral…

Individual happiness is a fundamental societal metric. Normally measured through self-report, happiness has often been indirectly characterized and overshadowed by more readily quantifiable economic indicators such as gross domestic…

Using both single-index measures and stochastic dominance concepts, we show how Bayesian inference can be used to make multivariate welfare comparisons. A four-dimensional distribution for the well-being attributes income, mental health,…

The ability to estimate current affective statuses of web users has considerable potential towards the realization of user-centric opportune services. However, determining the type of data to be used for such estimation as well as…

We propose a statistical model to estimate population proportions under the survey variable cause model (Groves 2006), the setting in which the characteristic measured by the survey has a direct causal effect on survey participation. For…

The study and measurement of economic resilience is ruled by high level of complexity related to the diverse structure, functionality, spatiality, and dynamics describing economic systems. Towards serving the demand of integration, this…