In this article, the authors investigate whether stock selection across various sectors is efficient enough to outperform an overall market. Stocks from 2006 to 2020 were selected across sectors to calculate beta values using the Capital Asset Pricing Model.
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Exploring the effects of diverse historical stock price data on the accuracy of stock price prediction models
Algorithmic trading has been increasingly used by Americans. In this work, we tested whether including the opening, closing, and highest prices in three supervised learning models affected their performance. Indeed, we found that including all three prices decreased the error of the prediction significantly.
Read More...Environmental, social, and governance ratings and firm performance: Evidence from the Chinese stock market
Large corporations often are known for their financial power, but what social and environmental power and conscious do they have? The more responsible corporations are in relation to environmental, social, and governance criteria the better they do fiscally.
Read More...Understanding investors behaviors during the COVID-19 outbreak using Twitter sentiment analysis
The authors examine a relationship between tweet sentiment and stock market behavior during the early weeks of the COVID-19 pandemic.
Read More...Reddit v. Wall Street: Why Redditors beat Wall Street at its own game
Here the authors investigated the motivation of a short squeeze of GameStop stock where users of the internet forum Reddit drove a sudden increase in GameStop stock price during the start of 2021. They relied on both qualitative and quantitative analyses where they tracked activity on the r/WallStreetBets subreddit in relation to mentions of GameStop. With these methods they found that while initially the short squeeze was driven by financial motivations, later on emotional motivations became more important. They suggest that social phenomena can be dynamic and evolve necessitating mixed method approaches to study them.
Read More...The determinants and incentives of corporate greenhouse gas emission reduction
This study used hand-collected Greenhouse gas (GHG) emissions data from the Environmental Protection Agency (EPA) and aimed to understand the determinants and incentives of GHG emissions reduction. It explored how companies’ financials, Chief Executive Officer (CEO) compensation, and corporate governance affected GHG emissions. Results showed that companies reporting GHG emissions were wide-spread among the 48 industries represented by two-digit Standard Industrial Classification (SIC) codes.
Read More...Discovery of the Heart in Mathematics: Modeling the Chaotic Behaviors of Quantized Periods in the Mandelbrot Set
This study aimed to predict and explain chaotic behavior in the Mandelbrot Set, one of the world’s most popular models of fractals and exhibitors of Chaos Theory. The authors hypothesized that repeatedly iterating the Mandelbrot Set’s characteristic function would give rise to a more intricate layout of the fractal and elliptical models that predict and highlight “hotspots” of chaos through their overlaps. The positive and negative results from this study may provide a new perspective on fractals and their chaotic nature, helping to solve problems involving chaotic phenomena.
Read More...Disruptions in protein-protein interactions between HTT, PRPF40B, and MECP2 are involved in Lopes-Maciel-Rodan syndrome
In an extensive study of gene mutations, and their resulting effect on protein-protein interactions, Desai and Stork found that HTT-PRPF40B-MECP2 interactions are weakened with progression of Lopes-Maciel-Rodan syndrome.
Read More...The effect of viscous drag on damped simple harmonic motion
Dynamic viscosity is a quantity that describes the magnitude of a fluid’s internal friction or thickness. Traditionally, scientists measure this quantity by either calculating the terminal velocity of a falling sphere or the time a liquid takes to flow through a capillary tube. However, they have yet to conduct much research on finding this quantity through viscous damped simple harmonic motion. The present study hypothesized that the relationship between the dynamic viscosity and the damping coefficient is positively correlated.
Read More...Formation and sticking of air bubbles in water in d-block containers
Bubbles! In this study, the authors investigate the effects that different materials, temperature, and distance have on the formation of water bubbles on the surface of copper and steel. They calculated mathematical relations based on the outcomes to better understand whether interstitial hydrogen present in the d-block metals form hydrogen bonds with the water bubbles to account for the structural and mechanical stability.
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