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policy indicators. By identifying key variables of public finance across as many OECD countries as possible, and with a time … series element to allow for longitudinal analysis, the OECD Public Finance Dataset provides a detailed data set to contribute … country groupings and individual country public finance profiles are highlighted as examples of the potential of these data to …
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integrated analysis of money, finance and macroeconomics and its application to changing institutional and historical …
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antiquated cash-based, single-entry system of public finance with a modern double-entry accounting system that uses a single …
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recently published papers to provide recent information technology advances in finance for inclusive development. Retained … investment strategies with particular emphasis, inter alia on: informal finance, microfinance, mobile banking, crowdfunding …, microinsurance, Islamic finance, remittances, Payment for Environmental Services (PES) and the Diaspora Investment in Agriculture …
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This paper develops a pairs trading framework based on a mean-reverting jump-diffusion model and applies it to minute-by-minute data of the S&P 500 oil companies from 1998 to 2015. The established statistical arbitrage strategy enables us to perform intraday and overnight trading. Essentially,...
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Long short-term memory (LSTM) networks are a state-of-the-art technique for sequence learning. They are less commonly applied to financial time series predictions, yet inherently suitable for this domain. We deploy LSTM networks for predicting out-of-sample directional movements for the...
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