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Concentrated ownership and prediction of financial institution failures
Polsiri, Piruna - In: Corporate ownership & control : international … 8 (2010/11) 4, pp. 84-95
Persistent link: https://www.econbiz.de/10009298962
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Prediction of Nitrendipine Anti-Hypertensive Effect from Plasma Concentration Profiles by Neural Networks
Belič, A. - 2018
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...
Persistent link: https://www.econbiz.de/10012927299
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Predictability Concentrates in Bad Times. And so Does Disagreement
de Oliveira Souza, Thiago - 2019
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....
Persistent link: https://www.econbiz.de/10012867760
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Predictability Concentrates in Bad Times. And so Does Disagreement
de Oliveira Souza, Thiago - 2019
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....
Persistent link: https://www.econbiz.de/10012871701
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Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro; Drissi, Fayçal; Monga, Marcello - In: Applied mathematical finance 30 (2023) 2, pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
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Forecasting hourly PM2.5 concentrations based on decomposition-ensemble-reconstruction framework incorporating deep learning algorithms
Cai, Peilei; Zhang, Chengyuan; Chai, Jian - In: Data science and management : DSM 6 (2023) 1, pp. 46-54
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...
Persistent link: https://www.econbiz.de/10014517994
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A Comparison of Artificial Neural Network and Multinomial Logit Models in Predicting Mergers
Fescioglu-Unver, Nilgun - 2011
A merger occurs when a bidder firm offers to purchase the control rights in a target firm or when a target firm … solicits bids from a bidder firm to purchase the control rights. Predicting merger candidacy is important to measure the price … predicting merger candidacy. We use a comprehensive dataset that covers the years 1979 to 2004 and includes all deals with …
Persistent link: https://www.econbiz.de/10013133359
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Merger Rhetoric and the Credibility of Managerial Synergy Forecasts
Pély, Désirée-Jessica - 2020
Managers frequently project high synergistic gains when announcing M&As. This paper analyzes when promised synergies are value-relevant. Using text analytical methods, we only find a positive relationship between synergy projections and announcement returns when promised numerical projections...
Persistent link: https://www.econbiz.de/10012826457
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Reliability Examination in Horizontal-Merger Price Simulations : An Ex-Post Evaluation of the Gap between Predicted and Observed Prices in the 1998 Hyundai-Kia Merger
Yoshimoto, Hisayuki - 2016
Horizontal-merger price simulations, which rely upon pre-merger data to predict post-merger prices, have been proposed …-run pricing effects of merger in the Korean automobile industry for the period 1991-2010. This period saw the merger of Hyundai … and Kia Motors in 1998, a merger caused by the Asian economic crisis and which resulted in the conglomeration of 70 …
Persistent link: https://www.econbiz.de/10013006696