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Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach
We evaluate the environment, society, and corporate governance rating (ESG rating) contribution from a new perspective; the highest ESG rating mitigates the impact of unexpected change in the implied volatility on the ...
The Backbone of the Financial Interaction Network Using a Maximum Entropy Distribution
(World Scientific Publishing Company, 2022-10-19)
We modeled the stocks of the financial system as a set of many interacting like spins derived from binary daily returns. From the empirical observation of these returns, we used a Boltzmann machine to infer a distribution ...
Cheating Modulated by Time Pressure in the Matrix Task
No studies have investigated dishonesty during a time pressure extension greater than that of seconds. The objective was to determine if cheating groups report having completed a larger number of matrices than non-cheating ...