In the data mining and machine learning fields, forecasting the direction of price change can be generally formulated as a supervised classfii cation. This paper attempts to predict the direction of daily changes of the Nasdaq Composite Index (NCI) and of the Standard & Poor's 500 Composite...

Within a standard risk-based asset pricing framework with rational expectations, realized returns have two components: Predictable risk premiums and unpredictable shocks. In bad times, the price of risk increases. Hence, the predictable fraction of returns – and predictability – increases....

Within a standard risk-based asset pricing framework with rational expectations, realized returns have two components: Predictable risk premiums and unpredictable shocks. In bad times, the price of risk increases. Hence, the predictable fraction of returns - and predictability - increases....

Nitrendipine is an effective and safe calcium channel blocker for the treatment of mild to moderate hypertension. The aim of this work is to show that a model of a relation between nitrendipine plasma levels and pharmacodynamic effects can be composed and used for pressure drop prediction after...

The widespread use of pesticides results in their frequent detection in water bodies and other environmental media. Pesticide residues in water may pose environmental risks, and reliable predicted no effect concentrations (PNEC) must be obtained when the environmental risks of pesticides are...

Glyphosate, the most used herbicide in the world, poses a serious threat to terrestrial and aquatic ecosystems. Magnetic nanosorbents composed of magnetite (Fe 3 O 4 ) cores coated with humic acid were synthesized, characterized, and used to investigate the removal of glyphosate (GLY) through...

Accurate predictions of hourly PM2.5 concentrations are crucial for preventing the harmful effects of air pollution. In this study, a new decomposition-ensemble framework incorporating the variational mode decomposition method (VMD), econometric forecasting method (autoregressive integrated...

This study examines the relationship between analyst forecast dispersion or accuracy and supplier concentration of listed firms in China from 2008 to 2019. Our findings suggest that higher supplier concentration is associated with lower analyst forecast dispersion, which can be attributed to the...

I introduce a reduced form two-sided market model to study prediction and identification in two-sided markets. The model generates the hallmark features of two-sided markets: potentially below cost or even negative prices to one side of the market, and the “see-saw” or “waterbed” effect...

I introduce a reduced form two-sided market model to study prediction and identification in two-sided markets. The model generates the hallmark features of two-sided markets: potentially below cost or even negative prices to one side of the market, and the "see-saw" or "waterbed" effect of a...