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Due to the instability and inhomogeneity of solar energy, development of solar heating system is limited in many areas. Dynamic simulation method is used to systematically study the energy consumption of the same SHS in three different regions in western China. DeST simulation software is used...
Persistent link: https://www.econbiz.de/10013301784
In this note, we introduce how to use Volatility Index (VIX) for postprocessing quantitative strategies so as to increase the Sharpe ratio and reduce trading risks. The signal from this procedure is an indicator of trading or not on a daily basis. Finally, we analyze this procedure on SH510300...
Persistent link: https://www.econbiz.de/10013403744
Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network (GAN) and conditional GAN (CGAN) have been explored to...
Persistent link: https://www.econbiz.de/10013405101
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Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network (GAN), conditional GAN (CGAN), and autoencoding CGAN...
Persistent link: https://www.econbiz.de/10013492414
The argument that corporate social responsibility (CSR) can be used opportunistically by insiders suggests that exercising CSR may be detrimental to shareholder value. Consistent with this view, we document a positive relation between firms with higher scores of CSR and short-selling activities,...
Persistent link: https://www.econbiz.de/10013309277
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The root causes and governance of subnational debt are intensely discussed in regional and policy research. This study contributes to literature by using the growth target constraints as a lens to investigate the boom of urban debt under political incentives. Using the urban construction...
Persistent link: https://www.econbiz.de/10014244282