Finance research letters, Год журнала: 2024, Номер 67, С. 105846 - 105846
Опубликована: Июль 18, 2024
Язык: Английский
Finance research letters, Год журнала: 2024, Номер 67, С. 105846 - 105846
Опубликована: Июль 18, 2024
Язык: Английский
Applied Economics Letters, Год журнала: 2025, Номер unknown, С. 1 - 5
Опубликована: Май 25, 2025
Язык: Английский
Процитировано
0PLoS ONE, Год журнала: 2024, Номер 19(7), С. e0303707 - e0303707
Опубликована: Июль 11, 2024
The complex financial networks, with their nonlinear nature, often exhibit considerable noises, inhibiting the analysis of market dynamics and portfolio optimization. Existing studies mainly focus on application global motion filtering linear matrix to reduce noise interference. To minimize in networks enhance timing strategies, we introduce an advanced methodology employing dynamic derived from mutual information. Subsequently, construct investment portfolios, focusing peripheral stocks both Chinese American markets. We utilize growth decline patterns eigenvalue associated identify trends collective movement, revealing distinctive performance during periods reinforced weakened movements further enhancing strategy performance. Notably, this is first instance applying information focused stocks. comparative demonstrates that portfolios comprising within global-motion-filtered higher Sharpe Sortino ratios compared those Pearson correlation as well full matrices. Moreover, our strategies proves robust across bearish markets, bullish turbulent conditions. Beyond optimization, results provide significant potential implications for diverse research fields such biological, atmospheric, neural sciences.
Язык: Английский
Процитировано
2Kybernetes, Год журнала: 2024, Номер unknown
Опубликована: Июль 31, 2024
Purpose The purpose of this study is to address the limitations traditional methods for managing intellectual property rights (IPRs) by proposing a blockchain-based solution. By leveraging blockchain technology and smart contracts, aim create comprehensive ecosystem that offers advantages such as reduced transaction costs, improved transparency, enhanced security increased liquidity levels IP assets. Design/methodology/approach This paper proposes using manage through contract-based ecosystem. It outlines use non-fungible tokens (NFTs) on represent IPRs, with contracts automating interactions encoding rules various processes applications, licensing, transfers royalty distribution. Governance mechanisms, decentralized autonomous organizations (DAOs), are employed allow stakeholders propose vote contract changes, ensuring adaptability. approach aims streamline IPR workflows, reduce improve transparency enhance security. Findings findings suggest implementing can lead benefits. These include security, assets streamlined automated processes. allows detailed management, valuation trading IPRs. Furthermore, simulation results demonstrate robustness efficiency our proposed ecosystem, outperforming management systems in terms speed cost-effectiveness. simulations highlight practical viability integrating into workflows. Practical implications adopting significant. streamlining processes, reducing costs improving expedite protection commercialization their Additionally, accessibility investors financiers spur innovation economic growth. Originality/value contributes field novel contracts. blockchain, more efficient transparent way reliance costly opaque methods. potential benefits efficiency, collaboration
Язык: Английский
Процитировано
2Future Business Journal, Год журнала: 2024, Номер 10(1)
Опубликована: Авг. 5, 2024
Abstract This paper aims to investigate the impact of influential ESG factors on risk, focusing debt risk and liquidity risk. The influence a sample companies listed New York Stock Exchange belonging NYSE index is analyzed over 10-year period, 2012–2021. quantitative framework covers multitude indicators regarding debt, liquidity, corporate governance, environment, CEO characteristics, performance, other variables, research methodology uses method least squares highlight their impact, using regression models with fixed random effects, both linear nonlinear. By estimating models, empirical results confirm hypotheses found in existing knowledge stage that are significantly influenced by asset profitability, duality influences while gender diversity has negative specifically Additionally, it shown emergence COVID-19 brings significant changes company autonomy financial pandemic negatively through restrictions, economic uncertainty, amplification risks. These crucial for practitioners necessity integrating criteria into assessment process decision-making. Furthermore, concerning policy decision-makers, they help promote sustainability responsible approach. Therefore, can companies' performance how perceived investors. understanding correctly evaluating these factors, one identify manage risks more efficiently, achieve better long-term returns, make appropriate decisions, business environment.
Язык: Английский
Процитировано
2Finance research letters, Год журнала: 2024, Номер 67, С. 105846 - 105846
Опубликована: Июль 18, 2024
Язык: Английский
Процитировано
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