The past few years have witnessed the great success of recommender systems, which can significantly help users to find out personalized items for them from the information era. One of the widest applied recommendation methods is the Matrix Factorization (MF). However, most of the researches on...

We examine the distribution characteristics of stock market liquidity by employing the generalized additive models for location, scale and shape (GAMLSS) model and three-minute frequency data from Chinese stock markets. We find that the BCPE distribution within the GAMLSS framework fits the...

Recently, Recommender Systems has been widely applied in helping users find potentially interesting items from the era of big data. However, most of researches on this topic have focused on estimating the direct relationships between users and items, neglecting other available information. In...

In this paper, we employ the multivariate CUSUM (cumulative sum) test for covariance structure as well as the renormalized partial directed coherence (PDC) method to capture the structural causality change of real estate stock indices of five emerging Asian countries and regions (i.e., Thailand,...