Sentiment and covariance characteristics

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Expected returns : An empirical asset pricing study

Doctoral thesis (PhD) - Nord University, 2020publishedVersio

ESG news spillovers across the value chain

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A simple but powerful measure of market efficiency

We construct a simple measure to quantify the level of market efficiency. We apply this measure to investigate the level of market efficiency and analyze its variation over time. The main contribution of the new measure is that it makes it easy to compare market efficiency across assets, time, regions, and data frequencies. We find that markets are often efficient, but can be significantly inefficient over longer periods. Our empirical results indicates that in many periods of major economic events, financial markets becomes less efficient. This corroborates earlier results on market efficiency, and simplifies interpretation and comparisons.publishedVersionUnit Licence Agreemen

Building Legal Case Retrieval Systems with Lexical Matching and Summarization using A Pre-Trained Phrase Scoring Model

We present our method for tackling the legal case retrieval task of the Competition on Legal Information Extraction/Entailment 2019. Our approach is based on the idea that summarization is important for retrieval. On one hand, we adopt a summarization based model called encoded summarization which encodes a given document into continuous vector space which embeds the summary properties of the document. We utilize the resource of COLIEE 2018 on which we train the document representation model. On the other hand, we extract lexical features on different parts of a given query and its candidates. We observe that by comparing different parts of the query and its candidates, we can achieve better performance. Furthermore, the combination of the lexical features with latent features by the summarization-based method achieves even better performance. We have achieved the state-of-the-art result for the task on the benchmark of the competition

Performance analysis for three cases of outage probability in one-way DF full-duplex relaying network with presence of direct link

In this paper, the one-way decode-and-forward (DF) full-duplex relaying network system with presence of direct link is investigated. In the analysis section, we derived the exact, lower, and upper bound for outage probability (OP) with maximal ratio combining (MRC) at the receiver. Furthermore, the system performance's analytical expressions are verified by using the Monte Carlo simulation. In addition, we investigated the effect of the main parameters on the OP of the proposed system. Finally, we can sate that the simulation curves overlap the analytical curves to convince the analysis section. This research can provide a novel recommendation for the communication network