Search results for "InVEST"

An economical model for investment decisions in flexible manufacturing processes: An application to sheet metal forming operations

2004

Efficacia del sistema sperimentale combinato di indagini radar e all’infrarosso termico. Esiti della sua applicazione nella chiesa di Santa Maria dei…

2010

Il contributo vuole mostrare l'esecuzione delle indagini diagnostiche attraverso la sperimentazione di un metodo combinato di indagini radar e termografie all'infrarosso termico. I risultati dell'applicazione sperimentale del metodo sono introdotti e commentati, ponendo in risalto la loro efficacia. The contribution shows the execution of diagnostic tests through an experimental combined method of investigation through radar prospections and infrared thermography. The results of the experimental applications are introduced and commented.

What makes a good study day? An intraindividual study on university students’ time investment by means of time-series analyses

2019

Abstract University students often claim to have problems managing the time required to carry out their study demands successfully, which leads to discontent. The question is how much time do students really invest in their studies, what changes occur in time investment over a full academic term, and finally, how is study time related with students' daily study satisfaction? Daily time-series data taken from 105 university students over 154 days were analyzed by means of process analysis techniques and multilevel analysis. The learning time trajectories show a quadratic trend in independent study time and a linear decrease in lecture time. Students' daily study satisfaction was positively r…

Policy uncertainty and foreign direct investment

2020

While foreign direct investment (FDI) is known to be the most stable type of international capital flows, it may be particularly susceptible to heightened uncertainty because of its high fixed costs. We investigate the effect of domestic policy uncertainty on FDI inflows into 16 host countries using the OECD bilateral FDI panel data set and the economic policy uncertainty index from 1985 to 2013. The bilateral structure of the data enables us to disentangle pull factors of FDI from its push factors, thereby obtaining a cleaner causal identification of the higher domestic policy uncertainty effect. To alleviate remaining endogeneity concerns, we use the timing of “exogenous” elections as an …

Measuring Uncertainty in the Portfolio Selection Problem

2018

In this paper, we propose a new index for ranking portfolios based on the credibility expected return and loss on their investment. We assume that the return on a given portfolio is modeled as a trapezoidal fuzzy variable, whose credibility distribution is built using the data set of its historical returns. The credibilistic loss on the investment for a given portfolio is measured by means of a suitable loss function. In order to take risk-adverse investor attitudes into account, we analyze the performance of some credibility measures related to loss and risk on the investment for a given portfolio and their relationship with similar possibility measures. A numerical example is presented sh…

Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach.

2016

We investigate the trading behavior of Finnish individual investors trading the stocks selected to compute the OMXH25 index in 2003 by tracking the individual daily investment decisions. We verify that the set of investors is a highly heterogeneous system under many aspects. We introduce a correlation based method that is able to detect a hierarchical structure of the trading profiles of heterogeneous individual investors. We verify that the detected hierarchical structure is highly overlapping with the cluster structure obtained with the approach of statistically validated networks when an appropriate threshold of the hierarchical trees is used. We also show that the combination of the cor…

ASSESSMENT OF CORRUPTION EFFECT ON FOREIGN INVESTMENT FLOWS

2011

The purpose of the present paper is to investigate the impact of corruption on foreign direct investment (FDI) flows. Using data from the International Monetary Fund, Transparency International and United Nations conference about commerce and development data bases a cross-section econometric model was estimated to evaluate in which way and how strong corruption influence FDI inflows. Econometric modelling covers the period from year 2000 to 2007 and the data about 82 world countries that constitute more than 500 records. The main conclusion of the paper is that corruption has a negative and significant impact on the foreign direct investment inflows. Thus, changes in the level of corruptio…

Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market

2013

International audience; This paper proposes a novel measure of French investor sentiment based on the volume of internet search reported by Google Trends. We find that our sentiment indicator correlates well with alternative sentiment measures often used in the literature. Furthermore, we find that investor sentiment influences the behavior of mutual fund investors. The results also reveal evidence about short-run predictability in return. An increase in our sentiment index leads to short-term return reversal. The reversal pattern is more pronounced for smaller firms than larger firms, consistent with the predictions of noise trader's models.

The Inclusion of Socially Irresponsible Companies in Sustainable Stock Indices

2019

Social rating agencies implement complex filters to identify the companies with the best sustainable and social performance and help investors select the companies for their sustainable portfolios. This study analysed whether companies that are defined as ethical, sustainable and socially responsible by those agencies actually deserve this label. More specifically, the inclusion in the prestigious Dow Jones Sustainability Index (DJSI) World of companies that have been involved in controversies according to the Thomson Reuters Eikon database was studied. The results show that the inclusion of irresponsible companies in the DJSI Index is a fact. This outcome is in line with previous studies t…

Latvijas rūpniecības attīstības tendences un perspektīvas

2005

Advisor: Deniņš, Andris