Open Access. Powered by Scholars. Published by Universities.®
Social and Behavioral Sciences Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 3 of 3
Full-Text Articles in Social and Behavioral Sciences
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.
An Integrated Framework For Modeling And Predicting Spatiotemporal Phenomena In Urban Environments, Tuc Viet Le
An Integrated Framework For Modeling And Predicting Spatiotemporal Phenomena In Urban Environments, Tuc Viet Le
Dissertations and Theses Collection (Open Access)
This thesis proposes a general solution framework that integrates methods in machine learning in creative ways to solve a diverse set of problems arising in urban environments. It particularly focuses on modeling spatiotemporal data for the purpose of predicting urban phenomena. Concretely, the framework is applied to solve three specific real-world problems: human mobility prediction, trac speed prediction and incident prediction. For human mobility prediction, I use visitor trajectories collected a large theme park in Singapore as a simplified microcosm of an urban area. A trajectory is an ordered sequence of attraction visits and corresponding timestamps produced by a visitor. …
On Predicting User Affiliations Using Social Features In Online Social Networks, Minh Thap Nguyen
On Predicting User Affiliations Using Social Features In Online Social Networks, Minh Thap Nguyen
Dissertations and Theses Collection (Open Access)
User profiling such as user affiliation prediction in online social network is a challenging task, with many important applications in targeted marketing and personalized recommendation. The research task here is to predict some user affiliation attributes that suggest user participation in different social groups.