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book (11)

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2022 (12)

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Dissertation
The predictive content of financial ratios and macroeconomic factors for stock return in the EU Stock Market
Authors: --- --- ---
Year: 2022 Publisher: Liège Université de Liège (ULiège)

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Abstract

This master’s thesis studies stock returns forecasting power of microeconomic and macroeconomic variables for European listed companies. Listed companies are divided into six industries and we conduct an in-sample estimation with the Lasso and Elastic Net regression for α=0.5 and α=0.25 in order to compare the selection and the in-sample performance for the models built with the two regularization techniques. In a second step, we study the out-of-sample accuracy of the created models with several statistical tools with two time periods: one including the Covid-19 pandemic period and the other one without this time period. &#13;The results showed an insignificant relationship between stock returns and the predictive variables for both the training and testing data. Two possible explanations are either there a linear regression cannot forecast stock return as it is too volatile, or it is due to the huge number of outliers in our dataset. In conclusion, the return on equity, return on assets, net profit margin, debt-equity, earnings per share, price-to-earnings, earnings yield, dividend yield, dividend payout, book-to-market, inventory turnover, quick ratio, current ratio, inflation, long term yield and the GDP growth rate do not have prediction power on stock returns for European listed companies in the last decade.


Book
Big Data Analytics and Information Science for Business and Biomedical Applications
Authors: ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

The analysis of Big Data in biomedical as well as business and financial research has drawn much attention from researchers worldwide. This book provides a platform for the deep discussion of state-of-the-art statistical methods developed for the analysis of Big Data in these areas. Both applied and theoretical contributions are showcased.


Book
Big Data Analytics and Information Science for Business and Biomedical Applications
Authors: ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

The analysis of Big Data in biomedical as well as business and financial research has drawn much attention from researchers worldwide. This book provides a platform for the deep discussion of state-of-the-art statistical methods developed for the analysis of Big Data in these areas. Both applied and theoretical contributions are showcased.


Book
Big Data Analytics and Information Science for Business and Biomedical Applications
Authors: ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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The analysis of Big Data in biomedical as well as business and financial research has drawn much attention from researchers worldwide. This book provides a platform for the deep discussion of state-of-the-art statistical methods developed for the analysis of Big Data in these areas. Both applied and theoretical contributions are showcased.

Keywords

Humanities --- Social interaction --- high-dimensional --- nonlocal prior --- strong selection consistency --- estimation consistency --- generalized linear models --- high dimensional predictors --- model selection --- stepwise regression --- deep learning --- financial time series --- causal and dilated convolutional neural networks --- nuisance --- post-selection inference --- missingness mechanism --- regularization --- asymptotic theory --- unconventional likelihood --- high dimensional time-series --- segmentation --- mixture regression --- sparse PCA --- entropy-based robust EM --- information complexity criteria --- high dimension --- multicategory classification --- DWD --- sparse group lasso --- L2-consistency --- proximal algorithm --- abdominal aortic aneurysm --- emulation --- Medicare data --- ensembling --- high-dimensional data --- Lasso --- elastic net --- penalty methods --- prediction --- random subspaces --- ant colony system --- bayesian spatial mixture model --- inverse problem --- nonparamteric boostrap --- EEG/MEG data --- feature representation --- feature fusion --- trend analysis --- text mining --- high-dimensional --- nonlocal prior --- strong selection consistency --- estimation consistency --- generalized linear models --- high dimensional predictors --- model selection --- stepwise regression --- deep learning --- financial time series --- causal and dilated convolutional neural networks --- nuisance --- post-selection inference --- missingness mechanism --- regularization --- asymptotic theory --- unconventional likelihood --- high dimensional time-series --- segmentation --- mixture regression --- sparse PCA --- entropy-based robust EM --- information complexity criteria --- high dimension --- multicategory classification --- DWD --- sparse group lasso --- L2-consistency --- proximal algorithm --- abdominal aortic aneurysm --- emulation --- Medicare data --- ensembling --- high-dimensional data --- Lasso --- elastic net --- penalty methods --- prediction --- random subspaces --- ant colony system --- bayesian spatial mixture model --- inverse problem --- nonparamteric boostrap --- EEG/MEG data --- feature representation --- feature fusion --- trend analysis --- text mining


Book
Brain Computer Interfaces and Emotional Involvement: Theory, Research, and Applications
Author:
ISBN: 3036553770 3036553789 Year: 2022 Publisher: MDPI - Multidisciplinary Digital Publishing Institute

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This reprint is dedicated to the study of brain activity related to emotional and attentional involvement as measured by Brain–computer interface (BCI) systems designed for different purposes. A BCI system can translate brain signals (e.g., electric or hemodynamic brain activity indicators) into a command to execute an action in the BCI application (e.g., a wheelchair, the cursor on the screen, a spelling device or a game). These tools have the advantage of having real-time access to the ongoing brain activity of the individual, which can provide insight into the user’s emotional and attentional states by training a classification algorithm to recognize mental states. The success of BCI systems in contemporary neuroscientific research relies on the fact that they allow one to “think outside the lab”. The integration of technological solutions, artificial intelligence and cognitive science allowed and will allow researchers to envision more and more applications for the future. The clinical and everyday uses are described with the aim to invite readers to open their minds to imagine potential further developments.


Book
Big Data Analytics and Information Science for Business and Biomedical Applications II
Authors: ---
ISBN: 3036555501 3036555498 Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

The analysis of big data in biomedical, business and financial research has drawn much attention from researchers worldwide. This collection of articles aims to provide a platform for an in-depth discussion of novel statistical methods developed for the analysis of Big Data in these areas. Both applied and theoretical contributions to these areas are showcased.


Book
Sustainability Analysis and Environmental Decision-Making Using Simulation, Optimization, and Computational Analytics
Authors: ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

Effective environmental decision-making is often challenging and complex, where final solutions frequently possess inherently subjective political and socio-economic components. Consequently, complex sustainability applications in the “real world” frequently employ computational decision-making approaches to construct solutions to problems containing numerous quantitative dimensions and considerable sources of uncertainty. This volume includes a number of such applied computational analytics papers that either create new decision-making methods or provide innovative implementations of existing methods for addressing a wide spectrum of sustainability applications, broadly defined. The disparate contributions all emphasize novel approaches of computational analytics as applied to environmental decision-making and sustainability analysis – be this on the side of optimization, simulation, modelling, computational solution procedures, visual analytics, and/or information technologies.

Keywords

Research & information: general --- Mathematics & science --- streamflow forecasting --- C-vine copula --- quantile regression --- joint dependencies --- water resource management --- ecological relationship --- factorial analysis --- input-output analysis --- optimal path --- reduction --- urban solid waste system --- desalination --- reverse osmosis --- modelling --- simulation --- parameter estimation --- seawater --- boron --- watershed management --- nonpoint source pollution --- point source pollution --- water quality --- pollutant loadings --- South Texas --- eco-efficiency --- DEA --- CO2 emissions --- forecasting --- ecological indicators --- biomass gasification --- machine learning --- computer modeling --- computer simulation --- regression --- model reduction --- LASSO --- classification --- feature selection --- financial market --- investing --- sustainability --- renewable energy support --- energy modeling --- energy system design --- generation profile --- environmental footprint --- renewable energy --- electricity production --- unlisted companies --- Germany --- feed-in tariff --- biofuel policy --- investment profitability analysis --- the pay-off method --- simulation decomposition --- sourcing --- operational flexibility --- business aviation --- turboprop --- electric motor --- specific power --- Monte Carlo simulation --- Iowa food-energy-water nexus --- nitrogen export --- system modeling --- weather modeling --- optimal allocation --- interval --- fuzzy --- dynamic programming --- water resources --- n/a


Book
Sustainability Analysis and Environmental Decision-Making Using Simulation, Optimization, and Computational Analytics
Authors: ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

Effective environmental decision-making is often challenging and complex, where final solutions frequently possess inherently subjective political and socio-economic components. Consequently, complex sustainability applications in the “real world” frequently employ computational decision-making approaches to construct solutions to problems containing numerous quantitative dimensions and considerable sources of uncertainty. This volume includes a number of such applied computational analytics papers that either create new decision-making methods or provide innovative implementations of existing methods for addressing a wide spectrum of sustainability applications, broadly defined. The disparate contributions all emphasize novel approaches of computational analytics as applied to environmental decision-making and sustainability analysis – be this on the side of optimization, simulation, modelling, computational solution procedures, visual analytics, and/or information technologies.

Keywords

streamflow forecasting --- C-vine copula --- quantile regression --- joint dependencies --- water resource management --- ecological relationship --- factorial analysis --- input-output analysis --- optimal path --- reduction --- urban solid waste system --- desalination --- reverse osmosis --- modelling --- simulation --- parameter estimation --- seawater --- boron --- watershed management --- nonpoint source pollution --- point source pollution --- water quality --- pollutant loadings --- South Texas --- eco-efficiency --- DEA --- CO2 emissions --- forecasting --- ecological indicators --- biomass gasification --- machine learning --- computer modeling --- computer simulation --- regression --- model reduction --- LASSO --- classification --- feature selection --- financial market --- investing --- sustainability --- renewable energy support --- energy modeling --- energy system design --- generation profile --- environmental footprint --- renewable energy --- electricity production --- unlisted companies --- Germany --- feed-in tariff --- biofuel policy --- investment profitability analysis --- the pay-off method --- simulation decomposition --- sourcing --- operational flexibility --- business aviation --- turboprop --- electric motor --- specific power --- Monte Carlo simulation --- Iowa food-energy-water nexus --- nitrogen export --- system modeling --- weather modeling --- optimal allocation --- interval --- fuzzy --- dynamic programming --- water resources --- n/a


Book
Sustainability Analysis and Environmental Decision-Making Using Simulation, Optimization, and Computational Analytics
Authors: ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

Effective environmental decision-making is often challenging and complex, where final solutions frequently possess inherently subjective political and socio-economic components. Consequently, complex sustainability applications in the “real world” frequently employ computational decision-making approaches to construct solutions to problems containing numerous quantitative dimensions and considerable sources of uncertainty. This volume includes a number of such applied computational analytics papers that either create new decision-making methods or provide innovative implementations of existing methods for addressing a wide spectrum of sustainability applications, broadly defined. The disparate contributions all emphasize novel approaches of computational analytics as applied to environmental decision-making and sustainability analysis – be this on the side of optimization, simulation, modelling, computational solution procedures, visual analytics, and/or information technologies.

Keywords

Research & information: general --- Mathematics & science --- streamflow forecasting --- C-vine copula --- quantile regression --- joint dependencies --- water resource management --- ecological relationship --- factorial analysis --- input-output analysis --- optimal path --- reduction --- urban solid waste system --- desalination --- reverse osmosis --- modelling --- simulation --- parameter estimation --- seawater --- boron --- watershed management --- nonpoint source pollution --- point source pollution --- water quality --- pollutant loadings --- South Texas --- eco-efficiency --- DEA --- CO2 emissions --- forecasting --- ecological indicators --- biomass gasification --- machine learning --- computer modeling --- computer simulation --- regression --- model reduction --- LASSO --- classification --- feature selection --- financial market --- investing --- sustainability --- renewable energy support --- energy modeling --- energy system design --- generation profile --- environmental footprint --- renewable energy --- electricity production --- unlisted companies --- Germany --- feed-in tariff --- biofuel policy --- investment profitability analysis --- the pay-off method --- simulation decomposition --- sourcing --- operational flexibility --- business aviation --- turboprop --- electric motor --- specific power --- Monte Carlo simulation --- Iowa food-energy-water nexus --- nitrogen export --- system modeling --- weather modeling --- optimal allocation --- interval --- fuzzy --- dynamic programming --- water resources --- streamflow forecasting --- C-vine copula --- quantile regression --- joint dependencies --- water resource management --- ecological relationship --- factorial analysis --- input-output analysis --- optimal path --- reduction --- urban solid waste system --- desalination --- reverse osmosis --- modelling --- simulation --- parameter estimation --- seawater --- boron --- watershed management --- nonpoint source pollution --- point source pollution --- water quality --- pollutant loadings --- South Texas --- eco-efficiency --- DEA --- CO2 emissions --- forecasting --- ecological indicators --- biomass gasification --- machine learning --- computer modeling --- computer simulation --- regression --- model reduction --- LASSO --- classification --- feature selection --- financial market --- investing --- sustainability --- renewable energy support --- energy modeling --- energy system design --- generation profile --- environmental footprint --- renewable energy --- electricity production --- unlisted companies --- Germany --- feed-in tariff --- biofuel policy --- investment profitability analysis --- the pay-off method --- simulation decomposition --- sourcing --- operational flexibility --- business aviation --- turboprop --- electric motor --- specific power --- Monte Carlo simulation --- Iowa food-energy-water nexus --- nitrogen export --- system modeling --- weather modeling --- optimal allocation --- interval --- fuzzy --- dynamic programming --- water resources


Book
Advanced Operation and Maintenance in Solar Plants, Wind Farms and Microgrids
Authors: --- ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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This reprint presents advances in operation and maintenance in solar plants, wind farms and microgrids. This compendium of scientific articles will help clarify the current advances in this subject, so it is expected that it will please the reader.

Keywords

Research & information: general --- Physics --- wind turbine --- electric generator --- spectral analysis --- fault diagnosis --- photovoltaic power forecasting --- data-driven --- deep learning --- variational autoencoders --- RNN --- angle swinging --- grid frequency oscillations --- electromechanical system --- inertial masses --- microgrids --- coordination protection --- distributed generation --- photovoltaic resources --- DigSILENT --- photovoltaic module --- defect detection --- power plant --- efficiency --- thermal image --- photovoltaic aging --- dark I-V curves --- bidirectional power inverter --- online distributed measurement of dark I-V curves --- sustainability --- compressive strength --- Bolomey formula --- sustainable concrete --- glass powder --- solar cell --- solar panel --- parameter extraction --- analytical --- Lambert W-function --- spacecraft solar panels --- I-V curve --- modeling --- wind power --- non-conventional renewable energy --- forecasting --- energy bands --- combinatorial optimization --- deep learning (DL) --- unmanned aerial vehicle (UAV) --- photovoltaic (PV) systems --- image-processing --- image segmentation --- semantic segmentation --- faults diagnostic --- artificial intelligence --- unbalanced datasets --- synthetic data --- artificial neural network based MPPT --- hybrid boost converter --- renewable energies --- solar power system --- microgrid --- control system --- storage system --- primary control --- photovoltaic (PV) plants --- coverage path planning (CPP) --- corrosion monitoring --- FPGA --- offshore wind turbines --- ultrasound --- thickness loss --- SCADA --- visualisation --- software --- wind-turbine --- windfarm --- cross-platform --- HMI --- GUI --- corrosion --- monitoring --- photovoltaic systems --- expected energy models --- fleet-scale --- lasso regression --- performance modeling --- machine learning --- fault location in photovoltaic arrays --- failure modes simulation --- fault detection criterion --- adaptive protection --- distributed power generation --- power distribution --- power system protection --- wind turbine --- electric generator --- spectral analysis --- fault diagnosis --- photovoltaic power forecasting --- data-driven --- deep learning --- variational autoencoders --- RNN --- angle swinging --- grid frequency oscillations --- electromechanical system --- inertial masses --- microgrids --- coordination protection --- distributed generation --- photovoltaic resources --- DigSILENT --- photovoltaic module --- defect detection --- power plant --- efficiency --- thermal image --- photovoltaic aging --- dark I-V curves --- bidirectional power inverter --- online distributed measurement of dark I-V curves --- sustainability --- compressive strength --- Bolomey formula --- sustainable concrete --- glass powder --- solar cell --- solar panel --- parameter extraction --- analytical --- Lambert W-function --- spacecraft solar panels --- I-V curve --- modeling --- wind power --- non-conventional renewable energy --- forecasting --- energy bands --- combinatorial optimization --- deep learning (DL) --- unmanned aerial vehicle (UAV) --- photovoltaic (PV) systems --- image-processing --- image segmentation --- semantic segmentation --- faults diagnostic --- artificial intelligence --- unbalanced datasets --- synthetic data --- artificial neural network based MPPT --- hybrid boost converter --- renewable energies --- solar power system --- microgrid --- control system --- storage system --- primary control --- photovoltaic (PV) plants --- coverage path planning (CPP) --- corrosion monitoring --- FPGA --- offshore wind turbines --- ultrasound --- thickness loss --- SCADA --- visualisation --- software --- wind-turbine --- windfarm --- cross-platform --- HMI --- GUI --- corrosion --- monitoring --- photovoltaic systems --- expected energy models --- fleet-scale --- lasso regression --- performance modeling --- machine learning --- fault location in photovoltaic arrays --- failure modes simulation --- fault detection criterion --- adaptive protection --- distributed power generation --- power distribution --- power system protection

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