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 five-factor model


Regression and Forecasting of U.S. Stock Returns Based on LSTM

arXiv.org Artificial Intelligence

This paper analyses the investment returns of three stock sectors, Manuf, Hitec, and Other, in the U.S. stock market, based on the Fama-French three-factor model, the Carhart four-factor model, and the Fama-French five-factor model, in order to test the validity of the Fama-French three-factor model, the Carhart four-factor model, and the Fama-French five-factor model for the three sectors of the market. French five-factor model for the three sectors of the market. Also, the LSTM model is used to explore the additional factors affecting stock returns. The empirical results show that the Fama-French five-factor model has better validity for the three segments of the market under study, and the LSTM model has the ability to capture the factors affecting the returns of certain industries, and can better regress and predict the stock returns of the relevant industries. Keywords- Fama-French model; Carhart model; Factor model; LSTM model.


Facial Width-to-Height Ratio Does Not Predict Self-Reported Behavioral Tendencies

arXiv.org Artificial Intelligence

A growing number of studies have linked facial width-to-height ratio (fWHR) with various antisocial or violent behavioral tendencies. However, those studies have predominantly been laboratory based and low powered. Behavioral tendencies were measured using 55 well-established psychometric scales, including self-report scales measuring intelligence, domains and facets of the five-factor model of personality, impulsiveness, sense of fairness, sensational interests, self-monitoring, impression management, and satisfaction with life. The findings revealed that fWHR is not substantially linked with any of these self-reported measures of behavioral tendencies, calling into question whether the links between fWHR and behavior generalize beyond the small samples and specific experimental settings that have been used in past fWHR research. A growing number of studies have linked facial widthto-height Broader-faced men, but not women, have also been ratio (fWHR; Weston, Friday, & Liò, 2007) with shown to be more likely to cheat when reporting dice various antisocial or violent behavioral tendencies in rolls, n = 146, t(144) = 1.97, p =.05 (Geniole, Keyes, men, but not in women.