This article describes a user-centred method used to design innovative pattern recognition software for technical paper documents. This kind of software can make some errors of interpretation. It will therefore be imp...This article describes a user-centred method used to design innovative pattern recognition software for technical paper documents. This kind of software can make some errors of interpretation. It will therefore be important that human operators are able to identify and correct these mistakes. The identification of errors is a difficult task because operators need to establish co-reference between the initial document and it interpretation. Moreover, users must be able to checks the interpretation without forgetting any area. This task requires the interface is easy to use. The experiments showed that the sequential display of interpretation is the most effective and that the interruptions by user reduce task duration. Moreover, queries by the system may improve error detection. This paper summarizes the main results of the research conducted in the context of this design for enhance the interface, and describes the specifications to which it gave rise.展开更多
This study examines the link between stocks and decentralized finance(DeFi)in terms of returns and volatility.Major G7 exchange-traded funds(ETFs)and various highly traded DeFi assets are considered to ensure the robu...This study examines the link between stocks and decentralized finance(DeFi)in terms of returns and volatility.Major G7 exchange-traded funds(ETFs)and various highly traded DeFi assets are considered to ensure the robustness of the empirical experiment.Specifically,this study applies the vector autoregression generalized autoregressive conditional heteroskedasticity(VAR-GARCH)model to examine the information transmission of these two markets on a two-way basis and the dynamic conditional correlation(DCC)-GARCH model to assess the bivariate correlation structure between each DeFi and ETF pair.The volatility spillover analysis proves a contagion effect occurred between different geographic markets,and even between markets of different natures and typologies,during the most turbulent moments of the COVID-19 crisis and the war in the Ukraine.Our results also reveal a weak positive correlation between most DeFi and ETF pairs and positive hedge ratios that approach unity during turbulent times.In addition,DeFi assets,except for the Bazaar(BZR)Protocol,can offer diversification gains when included in financial investment portfolios.These results are particularly relevant for portfolio managers and policy-makers when designing investment strategies,especially during periods of financial crisis.展开更多
文摘This article describes a user-centred method used to design innovative pattern recognition software for technical paper documents. This kind of software can make some errors of interpretation. It will therefore be important that human operators are able to identify and correct these mistakes. The identification of errors is a difficult task because operators need to establish co-reference between the initial document and it interpretation. Moreover, users must be able to checks the interpretation without forgetting any area. This task requires the interface is easy to use. The experiments showed that the sequential display of interpretation is the most effective and that the interruptions by user reduce task duration. Moreover, queries by the system may improve error detection. This paper summarizes the main results of the research conducted in the context of this design for enhance the interface, and describes the specifications to which it gave rise.
基金supported by Ministerio de Ciencia e Innovacion(PID2021-128829NB-100)funded by MCIN/AEI/10.13039/501100011033+1 种基金by"ERDF A way of making Europe'as wellas the Junta de Comunidades de Castlla-La Mancha(SBPLY/21/180501/000086)the Universidad de Castlla-La Mancha(2022-GRIN-34491),both of which were co-financed with ERDF funds.
文摘This study examines the link between stocks and decentralized finance(DeFi)in terms of returns and volatility.Major G7 exchange-traded funds(ETFs)and various highly traded DeFi assets are considered to ensure the robustness of the empirical experiment.Specifically,this study applies the vector autoregression generalized autoregressive conditional heteroskedasticity(VAR-GARCH)model to examine the information transmission of these two markets on a two-way basis and the dynamic conditional correlation(DCC)-GARCH model to assess the bivariate correlation structure between each DeFi and ETF pair.The volatility spillover analysis proves a contagion effect occurred between different geographic markets,and even between markets of different natures and typologies,during the most turbulent moments of the COVID-19 crisis and the war in the Ukraine.Our results also reveal a weak positive correlation between most DeFi and ETF pairs and positive hedge ratios that approach unity during turbulent times.In addition,DeFi assets,except for the Bazaar(BZR)Protocol,can offer diversification gains when included in financial investment portfolios.These results are particularly relevant for portfolio managers and policy-makers when designing investment strategies,especially during periods of financial crisis.