We study how stock return’s predictability and model uncertainty affect a rational buy-and-hold investor’s decision to allocate her wealth for different lengths of investment horizons in the UK market. We consider the FTSE All-Share Index as the risky asset, and the UK Treasury bill as the risk free asset in forming the investor’s portfolio. We identify the most powerful predictors of the stock...

BACKGROUND Current guidelines dictate a gradual exercise progression after a concussion; however, it is unclear what proportion of athletes experience a recurrence of symptoms once they are symptom free at rest. Estimating the proportion of athletes and predictors of symptom recurrence would help shape return-to-play protocols. PURPOSE To determine the proportion and associated risk factors o...

The objective of this paper is to revisit the concepts diversifiable and non-diversifiable risk, expound portfolio risk in two ways: mathematically first, with practical examples, second It also explains lending borrowing at risk-free rate return, addition juxtaposing diversification method measure unsystematic against utilizing Beta systematic risk. Furthermore, it briefly examines mathematica...

The mining and energy sector is still the driving force for economic development community empowerment, especially around activities. Therefore, increased investment in sectors needs to be balanced with stricter safety environmental policies. This paper aims formulate a quadratic portfolio optimization model, apply it several stocks sectors. In this paper, assumed that risk measured using Value...

To predict NFL game outcomes, we examine the application of technical stock market techniques to sentiment gathered from social media. From our analysis we found a $14.84 average return per sentiment-based wager compared to a $12.21 average return loss on the entire 256 games of the 2015-2016 regular season if using an odds-only approach. We further noted that wagers on underdogs (i.e., the les...

We find economically and statistically significant gains when using machine learning for portfolio allocation between the market index risk-free asset. Optimal rules time-varying expected returns volatility are implemented with two Random Forest models. One model is employed in forecasting monthly excess macroeconomic factors including payout yields. The second used to estimate prevailing volat...

Current embryonic attempts at software self–healing produce mechanisms that are often oblivious to the semantics of the code they supervise. We believe that, in order to help inform runtime repair strategies, such systems require a more detailed analysis of dynamic application behavior. We describe how to profile an application by analyzing all function calls (including library and system) made...

one of the capital market financial instruments, especially in islamic countries, is sukuk or islamic securities. sukuk is based on islamic law. different types of sukuk are available for different economic situations of countries and different investors. one type of sukuk is mozare'e which is the subject of this research. to do this, we have used financial indices of crops to compare moza...