Research on modeling of heating substations based on LSTM

T Zhang, Q Li, X Meng - 2021 IEEE 5th Conference on Energy …, 2021 - ieeexplore.ieee.org
Establish an accurate model of heating substations is the basis for optimal control of heat
supply in heating substations. However, it is very difficult to achieve an accurate model by …

Investor Heterogeneity and Factor Pricing

Z Jin - Available at SSRN 4046898, 2021 - papers.ssrn.com
This paper shows that institutional ownership plays an important role in the pricing of a
broad set of factors. Macro-related (characteristic) factors have significantly larger (smaller) …

[PDF][PDF] Which factors are priced? It depends on who you ask: Investor Heterogeneity and Factor Pricing

JIN Zhao - 2022 - researchgate.net
This paper shows that institutional ownership plays an important role in the pricing of a
broad set factors. Macro-related (characteristic) factors have significantly larger (smaller) risk …

Two-Stage Model Averaging: An Application to Forecasting Stock Returns

C Lutz - Available at SSRN 2362346, 2013 - papers.ssrn.com
This paper develops two-stage model averaging (2SMA), an extension of model averaging.
2SMA allows researchers to incorporate economic theory or prior economic information into …

[CITATION][C] Forecasting the equity premium with state variables estimated from the yield curve

N Bulusu - Available at SSRN 1628585, 2010

[CITATION][C] Predicting one day-ahead equity premium using state variable estimates obtained from the yield curve

N Bulusu - Available at SSRN 1663652, 2010