This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, more reliable predictability in indexes than large common stocks, and no evidence that predictability has diminished over time. A "strong-form" anal...

I wish to develop theoretical frameworks for enhancement of predictability based on dynamical systems theory. To help enhance predictability of sudden and severe events, I wish to investigate transition mechanisms between dynamical regimes. I also wish to throw a bridge between Eulerian and Lagrangian viewpoints and explore impact of severe events on large-scale transport in planetary flows. Kn...

in this paper, we present some inequalities for the co-pi index involving the some topological indices, the number of vertices and edges, and the maximum degree. after that, we give a result for trees. in addition, we give some inequalities for the largest eigenvalue of the co-pi matrix of g.

Using the corresponding industry return in the foreign countries, I show that the foreign operations information of multinational firms is slowly incorporated into stock prices. A trading strategy based on this effect generates an abnormal return of approximately 0.8% per month, or 9.6% per year, controlling for risk-based factors. The return predictability is not driven by U.S. industry moment...

in this paper, we introduce the notion of primal strong co-ideals and give some results involving them. it is shown thatsubtractive strong co-ideals are intersection of all primal strong co-ideals that contain them. also we prove that the representation of strong co-ideals as reduced intersections of primal strong co-ideals is unique.

The North Atlantic is one of the few places on the globe where the atmosphere is linked to the deep ocean through air—sea interaction. While the internal variability of the atmosphere by itself is only predictable over a period of one to two weeks, climate variations are potentially predictable for much longer periods of months or even years because of coupling with the ocean. This work present...

Weak ties play a significant role in the structures and the dynamics of community networks. Based on the contact process, we study numerically how weak ties influence the predictability of epidemic dynamics. We first investigate the effects of the degree of bridge nodes on the variabilities of both the arrival time and the prevalence of disease, and find out that the bridge node with a small de...