Securities and Exchange Commission (SEC) form 13F allows the public a quarterly glimpse of the holdings of top asset managers. Here the authors propose two novel quantitative approaches for constructing portfolio-generating models based on these data, as well as guidelines for feature...

Glyphosate (GLY) is the most widely used organophosphorus herbicide in agriculture. The present study aimed to analyze the comprehensive toxicological effects of GLY of juvenile common carp and an epithelioma papulosum cyprinid (EPC) cell line. In the in vivo experiments, exposure to GLY (5 and...

This paper analyzes the use of Reinforcement Learning in trading Agricultural ETFs. The first section of the paper examines the performance of using a naive trading strategy to be used in a later comparison with Reinforcement Learning strategies. Here, returns were very volatile, with agents...

“Meme Stocks'' are stocks that experience extreme price increases in short time periods as a result of attention/hype generated on social media and online forums (most notably Reddit and Twitter). Since the price increase of these stocks is artificial (relying on the fever of the Internet) and...

Information disclosure plays a crucial role in regulating the behavior of public companies and protecting the minority shareholders' interests. An accurate, integrated, timely, and adequate disclosure is a legal obligation for listed companies based on Securities Law of China. However, many...

We compare the explainability of cryptocurrency returns from macro and microeconomic risk factors during stressed and normal market environments, in particular, analyzing the effects of the COVID-19 pandemic to cryptocurrency return explainability. We find that risk-premiums are encapsulated...

The fall of LTCM (Long Term Capital Management) and Lehman Brothers remain some of the most debated topics in modern financial history. Following the Russian financial crisis of 1998, LTCM, a new but prominent hedge fund, found itself on the edge of bankruptcy. However, LTCM was ‘saved’ in a...