New Public Management helps universities and research institutions to perform in a highly competitive research environment. Evaluating publicly financed research results improves transparency, helps in reflection and self-assessment, and provides information for strategic decision making. In...

New Public Management helps universities and research institutions to perform in a highly competitive research environment. Evaluating publicly financed research results improves transparency, helps in reflection and self-assessment, and provides information for strategic decision making. In...

Appropriate risk management is crucial to ensure the competitiveness of financial institutions and the stability of the economy. One widely used financial risk measure is Value-at-Risk (VaR). VaR estimates based on linear and parametric models can lead to biased results or even underestimation...

Data from social media has created opportunities to understand how and why people move through their urban environment and how this relates to criminal activity. To aid resource allocation decisions in the scope of predictive policing, the paper proposes an approach to predict weekly crime...

Deep learning has substantially advanced the state-of-the-art in computer vision, natural language processing and other elds. The paper examines the potential of contemporary recurrent deep learning architectures for nancial time series forecasting. Considering the foreign exchange market as...

The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. Observational studies are standard in policy evaluation from labour markets, educational surveys and other empirical studies. To control for a...

The shift of human communication to online platforms brings many benefits to society due to the ease of publication of opinions, sharing experience, getting immediate feedback and the opportunity to discuss the hottest topics. Besides that, it builds up a space for antisocial behavior such as...

Deep learning has substantially advanced the state of the art in computer vision, natural language processing, and other fields. The paper examines the potential of deep learning for exchange rate forecasting. We systematically compare long short- term memory networks and gated recurrent units...

The paper examines the potential of deep learning to produce decision support models from structured, tabular data. Considering the context of financial risk management, we develop a deep learning model for predicting whether individual spread traders are likely to secure profits from future...

Many Southeast European countries are currently undergoing a process of liberalization of electric power markets. The paper analyses day-ahead price dynamics on some of these new markets and in Germany as a benchmark of a completely decentralized Western European market. To that end, several...