On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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7 results for “Vietnam”

Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnamq-fin.GN

Research examines how foreign direct investment in Vietnam affects stock returns.

problem Impact of foreign direct investment on stock returns in Vietnam.

method Analyzes data from 1995 to 2015 focusing on M&A deals.

result Foreign direct investment in Vietnam, particularly M&A, influences abnormal stock returns.

foreign direct investment stock returns Vietnam M&A abnormal returns

2023-02-14abs ↗pdf ↗

Credit Risk and Financial Performance of Commercial Banks: Evidence from Vietnamq-fin.RM

Study examines credit risk's impact on Vietnamese banks' financial performance.

problem Impact of credit risk on commercial banks' financial performance in Vietnam.

method Dynamic Difference Generalized Method of Moments (dynamic Difference GMM) approach to address autocorrelation, non-constant variance, and endogeneity issues.

result ROE and NIM persist from one year to the next, while NPLR negatively affects ROA and ROE.

credit risk commercial banks financial performance Vietnam dynamic GMM

2023-04-17abs ↗pdf ↗

Some results on the Mackenzie obstruction for transitive Lie algebroidsmath.AT

The preprint is prepared as description of results that were obtained during joint scientific project No: 71NC /2015/VNCCCT on the VIASM (Vietnam Institute for Advanced Study in Mathematics) from 08.12.2015 to 06.02.2016. The problem was formulated how to calculate so called the Mackenzie obstruction for existing of tr…

2017-08-09abs ↗pdf ↗

Analysis of market efficiency in main stock markets: using Karman-Filter as an approachq-fin.CP

Study uses Kalman-Filter to assess market efficiency in major stock markets.

problem Assessing market efficiency in major stock markets.

method Utilizes Kalman-Filter in two stages, assuming a trendline representing true market value.

result Significant portfolio returns in emerging and developed markets.

market efficiency Kalman-Filter stock markets portfolio returns emerging markets

2024-04-25abs ↗pdf ↗

Some Applications of Lie Groups in Theory of Technical Progressq-fin.GN

Lie groups applied to tech progress in economic growth.

problem Understanding the impact of technical progress on economic growth.

method Application of Lie theory and economic modeling.

result Estimation of GDP function for Viet Nam, highlighting tech progress impact.

Lie groups technical progress economic growth Vietnam GDP

2020-03-14abs ↗pdf ↗

Normal conformal metrics on

\mathbb{R}^4

with

Q

-curvature having power-like growthmath.AP

Normal solutions found for a specific curvature equation in 4D space.

problem Blow-up behavior in the Nirenberg problem and prescribed Q-curvature equation in R^4.

method Analyzing the integral form of solutions and proving existence and non-existence results.

result Normal solutions exist if and only if p ∈ (0, 4) and a specific range for Λ.

Q-curvature Nirenberg problem blow-up behavior integral solutions normal metrics

2020-10-18abs ↗pdf ↗

Fundamental Analysis in China: An Empirical Study of the Relationship between Financial Ratios and Stock Pricesq-fin.GN

The informational context is regularly questioned in a transitional economic regime like the one implemented in China or Vietnam. This article investigates this issue and the predictive power of fundamental analysis in such context and more precisely in a Chinese context with an analysis of 3 different industries (medi…

2019-10-12abs ↗pdf ↗