Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models
Y Zhang, M Cucuringu, AY Shestopaloff… - arXiv preprint arXiv …, 2023 - arxiv.org
In multivariate time series systems, key insights can be obtained by discovering lead-lag
relationships inherent in the data, which refer to the dependence between two time series …
relationships inherent in the data, which refer to the dependence between two time series …
[HTML][HTML] Environmental, social, and governance (ESG) and artificial intelligence in finance: State-of-the-art and research takeaways
T Lim - Artificial Intelligence Review, 2024 - Springer
The rapidly growing research landscape in finance, encompassing environmental, social,
and governance (ESG) topics and associated Artificial Intelligence (AI) applications …
and governance (ESG) topics and associated Artificial Intelligence (AI) applications …
Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models
Y Zhang, M Cucuringu, AY Shestopaloff… - arXiv preprint arXiv …, 2023 - arxiv.org
In multivariate time series systems, lead-lag relationships reveal dependencies between
time series when they are shifted in time relative to each other. Uncovering such …
time series when they are shifted in time relative to each other. Uncovering such …
Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor Models
Y Zhang, M Cucuringu, A Shestopaloff… - Proceedings of the Fourth …, 2023 - dl.acm.org
In multivariate time series systems, lead-lag relationships reveal dependencies between
time series when they are shifted in time relative to each other. Uncovering such …
time series when they are shifted in time relative to each other. Uncovering such …
The power of ethical words
In this research, we analyse the impact of the inclusion of ethical expressions in the
prospectuses of socially responsible (SR) mutual funds on money flows. We contribute to the …
prospectuses of socially responsible (SR) mutual funds on money flows. We contribute to the …
Environmental, Social, and Governance (ESG) and Artificial Intelligence in Finance: State-of-the-Art and Research Takeaways
LIM Tristan - 2023 - researchsquare.com
The rapidly growing research landscape in finance, encompassing environmental, social,
and governance (ESG) topics and associated Artificial Intelligence (AI) applications …
and governance (ESG) topics and associated Artificial Intelligence (AI) applications …