This paper describes the structure of a rule-based econometric forecasting system designed to produce multi-equation econometric models. The paper describes the functioning of a working system which builds the econometric forecasting equation for each series submitted and produces forecasts of...

Abstract. We generalize the definition of Proof Labeling Schemes toreactive systems, that is, systems where the configuration is supposedto keep changing forever. As an example, we address the main classicaltest case of reactive tasks, namely, the task of token passing. DifferentRPLSs are given...

This paper describes the structure of a rule-based econometric forecasting system designed to produce multi-equation econometric models. The paper describes the functioning of a working system which builds the econometric forecasting equation for each series submitted and produces forecasts of...

In this paper, we estimate alpha for major hedge fund indexes. To set the stage, we examine several alternative methods for replicating Hedge Fund Research Inc. hedge fund indexes. The replication methods include stepwise regression, variations of the lasso shrinkage method, principal component...

Many hedge funds attempt to achieve high returns by employing leverage. However, it is difficult to track the degree of leverage used by hedge funds over time because detailed timely information about their positions in asset markets is generally unavailable. This paper discusses how to combine...

Purpose As Chinese imported cross-border e-commerce has entered a stage of rapid development, the problem of consumer shopping risk is increasingly prominent and the crisis of consumer trust is intensified. The theory of establishing consumer trust in traditional online shopping can no longer...