Is this you? As a journalist, you can create a free Muck Rack account to customize your profile, list your contact preferences, and upload a portfolio of your best work.
Claim your profile
Advanced search Applied Economics Letters Latest Articles Submit an article Journal homepage Full Article Figures & data References Supplemental Citations Metrics Reprints & Permissions Read this article /doi/full/10.1080/13504851.2026.2731139?needAccess=true ABSTRACT Artist-centric royalties weight announced play categories before a fixed pool is divided. This common-cell restriction limits arbitrary recording-specific ex-post allocations.
Fig 5 was incorrectly included and should be omitted. In the APT strategy subsection of the Empirical analysis, there are errors in the second paragraph. The correct paragraph is: We classify stocks into two categories: upward potential stocks (undervalued stocks) and downward potential stocks (overvalued stocks), based on a comparison of their expected returns with actual returns.
PLOS ONE, Jul 2023 This study analyzes the explanatory power of the latent factor conditional asset pricing model for the Korean stock market using an autoencoder. The autoencoder is a type of neural network in machine learning that can extract latent factors. Specifically, we apply the conditional autoencoder (CA) model that estimates factor exposure as a flexible nonlinear function of covariates. Our main findings are as follows.
As a journalist, you can create a free Muck Rack account to customize your profile, list your contact preferences, and upload a portfolio of your best work.
