We find important differences in dollar-based and dollar-neutral G10 carry trades. Dollar-neutral trades have positive average returns, are highly negatively skewed, are correlated with risk factors, and exhibit considerable downside risk. In contrast, a diversified dollar-carry portfolio has a higher average excess return, a higher Sharpe ratio, minimal skewness, is unconditionally uncorrelate...

This paper introduces the spatial panel autocorrelation model, utilizes C-D production functions, constructs the spatial econometric model and finally studies the spatial correlativity between provincial economic growth and logistics. By using the spatial package of Matlab software, it verifies the possibility if there is the remarkable autocorrelation of the Chinese provincial economic growth ...

When the input to a quantizer is a sampled time series represented by x1, x2, x3, . . . , the quantization noise is a time series represented by ν1, ν2, ν3, . . . Suppose that the input time series is stationary and that its statistics satisfy the conditions for multivariable QT II (it would be sufficient that two-variable QT II conditions were satisfied for x1 and x2, x1 and x3, x1 and x4, and...

introduction the consequence of cooperation between environmental factors and circulation patterns in a long time can determine the arrangement of type and manner in humidity in geographical area. the knowledge about space dispersion in geographical areas assists preparing sound programming and proper environmental decision making. relative humidity is the most commonly used measurements of moi...

East Java Province has the fourth-highest number of COVID-19 cases among all other provinces Indonesia. This study aimed to examine spatial effect on confirmed and risk factors. Data were analyzed using Geoda software obtain Global Moran’s Index Local Spatial Autocorrelation (LISA) QGIS 2.8.1 make a map. I scatter plots also used exploring bivariate association between potential predictors. The...

Quantitative structure-retention relationships (QSRRs) are used to correlate paper chromatographic retention factors of disperse dyes with theoretical molecular descriptors. A data set of 23 compounds with known RF values was used. The genetic algorithm-multiple linear regression analysis (GA-MLR) with three selected theoretical descriptors was obtained. The stability and predictability of the ...