Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Entire DC Network
Novel Deep Learning Methods Combined With Static Analysis For Source Code Processing, Duy Quoc Nghi Bui
Novel Deep Learning Methods Combined With Static Analysis For Source Code Processing, Duy Quoc Nghi Bui
Dissertations and Theses Collection (Open Access)
It is desirable to combine machine learning and program analysis so that one can leverage the best of both to increase the performance of software analytics. On one side, machine learning can analyze the source code of thousands of well-written software projects that can uncover patterns that partially characterize software that is reliable, easy to read, and easy to maintain. On the other side, the program analysis can be used to define rigorous and unique rules that are only available in programming languages, which enrich the representation of source code and help the machine learning to capture the patterns better. …
Three Essays On Financial Economics, Jiangyuan Li
Three Essays On Financial Economics, Jiangyuan Li
Dissertations and Theses Collection (Open Access)
Disagreement measures are known to predict cross-sectional stock returns but fail to predict market returns. This paper proposes a partial least squares disagreement index by aggregating information across individual disagreement measures and shows that this index significantly predicts market returns both in- and out-ofsample. Consistent with the theory in Atmaz and Basak (2018), the disagreement index asymmetrically predicts market returns with greater power in high sentiment periods, is positively associated with investor expectations of market returns, predicts market returns through a cash flow channel, and can explain the positive volume-volatility relationship.