In air quality management, at urban and regional levels, road transport remains the cornerstone of residential, commercial, and industrial activities, and the vehicle exhaust emissions maintain the position of one of the key contributing sources. In Indian cities, big and small, vehicle exhaust emissions and dust from vehicle movement on the roads, contribute to as much as 50% of particulate matter pollution in a year. So, having access to a vehicle exhaust emissions inventory that is reliable and replicable is critical for air quality management and this exercise starts with access to vehicle stock numbers. These numbers are typically obtained from vehicle registration databases, traffic surveys, and other governmental records, and often require time consuming data cleaning protocols before they can used for emissions and pollution baseline analysis. This paper provides a cleaned and open-access vehicle stock database, as registered and in-use fleet, for the period covering 1993 and 2018, for all India and states, along with an estimate of age-mix of the vehicles using survival functions.

This work addresses the intricate task of predicting the prices of diverse financial assets, including stocks, indices, and cryptocurrencies, each exhibiting distinct characteristics and behaviors under varied market conditions. To tackle the challenge effectively, a novel hybridized architecture, AE-GRU, integrating the encoder-decoder principle with GRU is designed. The experimentation involves multiple activation functions and hyperparameter tuning. With extensive experimentation and enhancements applied to AE-LSTM, the proposed AE-GRU architecture still demonstrates significant superiority in forecasting the annual prices of volatile financial assets from multiple sectors mentioned above. Thus, the novel AE-GRU architecture emerges as a superior choice for price prediction across diverse sectors and fluctuating market scenarios by extracting important non-linear features of financial data and retaining the long-term context from past observations.

Mangrove forests store and sequester large area-specific quantities of blue carbon (C_org). Except for tundra and peatlands, mangroves store more C_org per unit area than any other ecosystem. Mean mangrove C_org stock is 738.9 Mg C_org ha⁻¹ and mean global stock is 6.17 Pg C_org, which equates to only 0.4–7% of terrestrial ecosystem C_org stocks but 17% of total tropical marine C_org stocks. Seagrasses sequester more C_org per unit area than mangroves (179.6 g C_org m⁻²·a⁻¹) but twice the C_org sequestered by mangroves globally (15 Tg C_org a⁻¹). Mangroves sequester only 4% (range 1.3–8%) of C_org sequestered by terrestrial ecosystems, indicating that mangroves are a minor contributor to global C storage and sequestration. CO₂ emissions from mangrove losses equate to 0.036 Pg CO₂-equivalents a⁻¹ based on rates of C sequestration but 0.088 Pg CO₂-equivalents a⁻¹ based on complete destruction for conversion to aquaculture and agriculture. Mangrove CO₂ emissions account for only 0.2% of total global CO₂ emissions but 18% of CO₂ emissions from the tropical coastal ocean. Despite significant data limitations, the role of mangrove ecosystems in climate change mitigation is globally insignificant but may be more significant and effective at the national and regional scale.

This paper aims to quantify the effect of the deadly novel coronavirus (COVID-19) pandemic outbreak on Chinese stock market performance. Shanghai Stock Exchange Composite Index and its component sector indices are examined in this study. The pandemic is represented by a lockdown dummy, new COVID-19 cases and a dummy for 3 February 2020. First, descriptive analysis is performed on these indices to compare their performances before and during the lockdown period. Next, regression analysis with Exponential Generalized Autoregressive Conditional Heteroscedasticity specification is estimated to quantify the pandemic effect on the Chinese stock market. This paper finds that health care, information technology and telecommunication services sectors were relatively more pandemic-resistant, while other sectors were more severely hurt by the pandemic outbreak. The extent to which each sector was affected by pandemic and sentiments in other financial and commodity markets were reported in details in this paper. The findings of this paper are resourceful for investors to avoid huge loss amid pandemic outburst and the China Securities Regulatory Commission in handling future pandemic occurrence to cool down excessive market sentiments.

This study analyzed the CO2 capture potential for Parque Natural Regional Serrania de las Quinchas buffer area in Colombia. For this purpose, multitemporal analysis for land covering for years 1989, 2000, 2006, 2011, 2017 and 2021 was made using the Normalized Difference Vegetation Index (NDVI), and Corine Land Cover (CLC) methodology. In the same way, Aboveground Biomass (AGB) was measured for representative parcels by measuring tree’s diameters and heights and applying the adequate allometric models; carbon content in soils was measured too. Results show that dense forest has grown since 1989 and the carbon stock in all the vegetation covers increased by 14,3% from 1989 until 2021, using literature data for tropical humid forests. If measured AGB values obtained in this study are used, the carbon stock average is 3 times this value. Measured carbon average content in AGB was 374,3 Ton C/Ha, well above the average for the content reported for humid tropical forests in Colombia; carbon content in soils was 897,19 Ton/Ha, 2,4 times that found in the AGB. In total, an average of 1271,49 Ton C/Ha (AGB+ soil) was found and a pattern of dense forest recovery was found, but in a more dispersed way than in the past. A very interesting potential for existing forests recovery was found for this area. Strategies for this include the development of sustainable practices, land use management, everything pursuing biodiversity preservation and the participation and leading of the local communities.

Climate and land-use changes have been contributing to increase the occurrence of extreme wild-fires, shifting fire regimes and driving desertification, particularly in Mediterranean-climate regions. However, few studies have researched the effects of land-use change on fire regimes and carbon storage at the broad national scale. To address this gap, we used spatially explicit data from annual burned areas in mainland Portugal to build a typology of fire regimes based on the accumulated burned area and its temporal concentration (Gini index) between 1984 and 2019, which was combined with 2018 carbon stock data (above- and below-ground), and a landscape typology re-sulting from cluster analysis over land-use composition, diversity and configuration, to explore relationships between landscape types and the two major ecosystem services at stake: wildfire reduction and carbon stock. Cross tabulations, logistic and linear regressions were performed on these data and results revealed a strong relationship between landscapes dominated by maritime pine and eucalypt forest plantations and high-hazardous fire regime but hold the highest carbon stock. Shrubland-mixed landscapes were associated with lower carbon stocks but less hazardous fire regimes. Specialized agricultural landscapes, as well as mixed native forests and mixed agro-forestry landscapes, were the least associated with wildfires. In the case of agricultural landscapes however, this good wildfire performance is achieved at the cost of the poorest carbon stock, de-noting land degradation, whereas native forests and agroforestry landscapes strike the best trade-off between carbon stock and fire regime. Our findings support how nature-based solutions promoting wildfire mitigation and carbon stock ecosystem services may prevent and revert land degradation harming Mediterranean regions.

Deep reinforcement learning (DRL) has achieved significant results in many Machine Learning (ML) benchmarks. In this short survey we provide an overview of DRL applied to trading on financial markets, including a short meta-analysis using Google Scholar, with an emphasis on using hierarchy for dividing the problem space as well as using model-based RL to learn a world model of the trading environment which can be used for prediction. In addition, multiple risk measures are defined and discussed, which not only provide a way of quantifying the performance of various algorithms, but they can also act as (dense) reward-shaping mechanisms for the agent. We discuss in detail the various state representations used for financial markets, which we consider critical for the success and efficiency of such DRL agents. The market in focus for this survey is the cryptocurrency market.

The forest transition – or forest-area transition – has been put forward as a land-use concept by A.S. Mather in 1992 (The forest transition. Area 24, 367-379), to describe the historical trend generally observed in the forest area of developed countries, embodied in a V-shaped curve of the forest area over time, and that may serve as a paradigm to understand and anticipate deforestation in the developing world. Well in line with a geographical approach to forests, forest transition has thus been defined as one-dimensional, forest area being the reference state variable. From a forestry perspective, the analysis appears to be reductive, as forests are described by many other state variables than area, including forest growing stock, composition in tree species, or stand structure. Whether the drivers of forest transition (population dynamics, economic modes of production and consciousness, as classified by Mather) also impact these other forest state variables in a general way thus comes forth as a logical issue.From a deductive analysis of forest transition drivers, and from forest trends brought to light in Europe, France, and at other places in the world, we here argue that the forest transition concept can be extended to a multi-dimensional space of forest attributes, characterized by typical ideal dynamics. Cumulative impacts onto forests and irreversible losses in forest biodiversity over a forest transition are hence highlighted. Global change, as a parallel consequence of countries’ developing process, further appears as one additional albeit less coupled dimension of forest transition, as it modifies forest productivity and vitality over time. Since forest ecosystem services and forest profitability primarily depend on such attributes, we argue that the extension of the forest transition concept has significance for land-use change and forest protection issues. A prospect on future changes in the forests of developed countries with the European space as a benchmark is finally proposed that leads to extend the temporal significance of forest transition. Though poorly described, returning forests on abandoned agricultural lands are significant, and deserve greater attention.

The purpose of this project is to explore the potential of Long Short-Term Memory (LSTM), a type of recurrent neural network (RNN), as a tool for making directional predictions for assets. The focus will be on using LSTM for classifying up/down moves in stock indices, stocks, and FX rates (EUR/USD). Various financial ratios, advanced technical indicators, and volatility estimators will be used as features to enhance the predictive power of the model. Incorporating credit spreads and news indicators can also improve the model. The advantage of LSTM is its ability to handle sequences of arbitrary length, which means that longer time frames such as 5-day, 10-day, or 1-week returns can be used for prediction. Before using RNNs, exploratory data analysis (EDA) will be performed to understand the underlying patterns in the data. This may include dimensionality reduction techniques such as autoencoding, self-organizing maps, or decision tree regression. The results of the EDA will be used to guide the selection of features for the LSTM model. It is important to note that long memory and stationarity are common characteristics of time series data, such as interest rates or economic indicators. Power-law autocorrection, Hurst exponent fractional, or Markov processes may be used to model these data. Predicting 5-day, 10-day returns for equities or 1-week, 1-month returns for financial factors presents two challenges. First, a large amount of data is required, typically 7–10 years of data. Second, positive autocorrelation in the 5-day or 10-day returns in equity time series must be isolated.

The cryopreservation of gametes and embryos is an important element of biodiversity conservation. One species in need of conservation is the honey bee Apis mellifera L. Changing environmental factors, especially the anthropogenic factor, have led to a reduction in the numbers of this insect species. In this study, we provide an example of the creation of a biobank of honey bee drone sperm. For sperm cryopreservation, drones of the most common subspecies of honey bees common in Russia were selected. These were the dark forest bee, Apis mellifera mellifera from the Republic of Bashkortostan, with three subspecies (A. m. carnica, A. m. carpatica, and A. m. caucasica) from the southern regions of Russia, as well as two breeding stocks, the Far Eastern bee and Prioksky bee. For subspecies identification, morphometric and genetic methods were used. The subspecies of the studied samples were confirmed by the analysis of the tRNAleu-COII locus of mitochondrial DNA and nine microsatellite markers of nuclear DNA. It was shown that bees of the Prioksky breeding stock belong to the subspecies A. m. caucasica based on phylogenetic analysis, and the Far Eastern breeding stock is a stable hybrid, descending on the maternal line from the evolutionary lineage C or O. The results of the morphometric analysis are consistent with the results of the genetic analysis. For the cryopreservation of sperm, we used a honey diluent. As a result, the viability of frozen–thawed sperm decreased by 20.3% compared to fresh sperm, and overall motility decreased by 25-fold. The measurement of the sperm concentration in the spermatheca of artificially inseminated queens showed that it varied from 0.22 to 4.4 million/μL. Therefore, the use of honey in sperm cryopreservation has great potential.

Efficient textual data distributions (TDD) alignment and generation are open research problems in textual analytics and NLP. It is presently difficult to parsimoniously and methodologically confirm that two or more natural language datasets belong to similar distributions, and to identify the extent to which textual data possess alignment. This study focuses on addressing a segment of the broader problem described above by applying multiple supervised and unsupervised machine learning (ML) methods to explore the behavior of TDD by (i) topical alignment, and (ii) by sentiment alignment. Furthermore we use multiple text generation methods including fine-tuned GPT-2, to generate text by topic and by sentiment. Finally we develop a unique process driven variation of Kullback-Leibler divergence (KLD) application to TDD, named KL Textual Distributions Contrasts (KL-TDC) to identify the alignment of machine generated textual corpora with naturally occurring textual corpora. This study thus identifies a unique approach for generating and validating TDD by topic and sentiment, which can be used to help address sparse data problems and other research, practice and classroom situations in need of artificially generated topic or sentiment aligned textual data.

The relationship between the returns and volatility of stocks, gold, bonds, and Bitcoin (BTC) to changes in inflation, interest rates (SBI), and exchange rates is a compelling topic, encompassing factors such as inter-asset interactions, and the roles of assets as hedge or safe-haven. We aims the inter-assetscorrelation using Granger Causality Test and the role of hedge or safe-haven assets against uncertainty using GARCH for normal condition and quantile regression in crisis. Last, we built an optimal portfolio using the Arbitrage Pricing Model (APT) consists of 28% stocks, 16% gold, 27% bonds, and 29% BTC, with returns 1.7796% over the Rf. Monthly trading records from 2018 until 2023 are used. The results demonstrate a correlation between the returns of gold and bonds with BTC, while stock volatility is found to correlate with BTC volatility. Furthermore we found a negative correlation between gold returns and exchange rates, though gold shows no correlation with other variables, indicating its effectiveness as a hedge in normal conditions. The bond serve primarily as a diversifier against exchange rate and inflation in normal, bearish, and bullish market conditions. These findings suggest that gold and bonds are more stable instruments and serve as risk mitigation strategy for BTC.

Our aim is at three feels: i) study safe haven properties of sectoral CDS; ii) study hedging effectiveness and measure the diversification benefits of introducing them in both Conventional and Islamic stock markets portfolios and iii) compare these results with VSTOXX, Gold and Bitcoin indices. To do this, we estimate time varying hedge ratio using (A)DCC and GOGARCH models and then deduce hedging effectiveness.. We follow the same methodology for each sub-period and each refit to test the effect of bubble crypto currency and COVID-19 pandemic on hedging effectiveness. Empirical results show the superiority of industrial CDS sectoral index to hedge both conventional and Islamic stock markets whether long or short term despite that their performances were reduced slightly during the second and third periods. VSTOXX and Others sectoral CDS indices offers Hedging performances that are generally better than Bitcoin and gold.

The purpose of this study is to examine the relationship between the institutional investors which can affect financial performance for corporate sustainability on the income smoothing. Therefore, this study focus on the connection between the nature of stock rights and income smoothing in China. For this study, hypotheses were established on the relationship each state-controlled companies, income smoothing, and information equilibrium of individual investors, and empirical analysis was conducted through related variables. The analysis results are summarized in three categories as follows. First, this research finds that state-controlled firms (CONTs) prefer income smoothing activities compared to non-state-controlled firms for the long-term sustainable development of firms using data from 2011 to 2019. Second, this study found out that Institutional investors support the behavior of CONTs to smooth their earnings because this behavior is seen as an attempt by CONTs to convey valuable private information to other investors. Third, we was able to discover that institutional investors' monitoring effect is predominantly driven by pressure-resistant institutional investors. This research complements the lack of empirical research on income smoothing and enable to give a guideline that the type of stock rights is a critical key determinant of participation in income smoothing activities for stable growth and sustainability in the future.

Soil amendments with composted organic materials are recommended to increase soil organic matter (SOM), promote soil fertility, and the Circular Economy. Growing areas of hedged olive groves in southern Iberia peninsula generate huge amounts of olive leaves whose potential as soil organic amendment is not fully studied. An experimental field trial in a hedged olive grove (cv. “Cobrançosa”) was set up near Portalegre, Portugal, to test a compost of olive leaves plus sheep manure (2:1) applied in the row, at soil surface. Three nominal rates (0 or control, 2.5 and 5.0 kg m-2) were used, in a complete randomized block setup (3 treatments, 3 replicas, 9 plots) and soil chemical properties of layers 0-5, 5-15, and 15-30 cm deep were annually monitored. Results (mainly in layer 0-5 cm) showed increases in total N, carbon of the particulate organic matter (POM-C), permanganate oxidizable carbon (POX-C), extractable phosphorus, and zinc, after one year, and increases in soil organic carbon (SOC), C-stock, pHKCl, extractable phosphorus, and zinc, after two years. POX-C was the most sensitive SOM-related indicator, showing increases up to 30 cm deep after one year. This compost improved soil fertility, but should be monitored over longer periods of time, namely for SOC and extractable zinc content.

Estimating Forest growing stock volume (GSV) is crucial for forest growth and resource management, as it reflects forest productivity. National measurements are laborious and costly, however integrating satellite data such as optical, Synthetic Aperture Radar (SAR), and Airborne Laser Scanning (ALS) with National Forest Inventory (NFI) data and machine learning (ML) methods has transformed forest management. In this study, Random Forest (RF), Support Vector Regression (SVR), and Extreme Gradient Boosting (XGBoost) were used to predict GSV using Estonian NFI data, Sentinel-2 imagery, and ALS point cloud data. Four variable combinations were tested: CO1 (vegetation indices and LiDAR), CO2 (vegetation indices and individual band reflectance), CO3 (LiDAR and individual band reflectance), and CO4 (a combination of vegetation indices, individual band reflectance, and LiDAR). Across Estonia's geographical regions, RF consistently delivered the best performance. In the northwest (NW), RF achieved an R² of 0.63 and an RMSE of 125.39 m³/plot. In the southwest (SW), it achieved an R² of 0.73 and an RMSE of 128.86 m³/plot. In the northeast (NE), RF achieved an R² of 0.64 and an RMSE of 133.77 m³/plot, and an R² of 0.70 and an RMSE of 120.72 m³/plot was achieved in the southeast (SE). These results underscore RF's precision in predicting GSV across diverse environments, though refining variable selection and improving tree species data could further enhance accuracy.

This paper explores the application of machine learning in financial time series analysis, focusing on predicting trends in financial enterprise stocks and economic data. It begins by distinguishing stocks from stocks and elucidates risk management strategies in the stock market. Traditional statistical methods such as ARIMA and exponential smoothing are discussed in terms of their advantages and limitations in economic forecasting. Subsequently, the effectiveness of machine learning techniques, particularly LSTM and CNN-BiLSTM hybrid models, in financial market prediction is detailed, highlighting their capability to capture nonlinear patterns in dynamic markets. The study demonstrates the advancements in predictive accuracy and robustness achieved by deep learning methods through empirical analysis and model validation. The findings contribute significantly to academic discourse and offer practical insights for investors, financial analysts, and policymakers navigating market volatility and optimizing investment strategies. Finally, the paper outlines prospects for machine learning in financial forecasting, laying a theoretical foundation and methodological framework for achieving more precise and reliable economic predictions.

This study investigates the latest advancements in utilizing machine learning techniques for predicting financial market movements. Financial markets are complex systems influenced by numerous factors, making accurate predictions challenging but highly valuable. The research explores various machine learning approaches, including supervised learning, unsupervised learning, reinforcement learning, and deep learning, to enhance the accuracy and reliability of financial market forecasts. The study provides a comprehensive review of current methodologies, highlighting key innovations and their applications in financial market prediction. Techniques such as neural networks, support vector machines, random forests, and ensemble methods are examined in the context of their ability to analyze vast amounts of financial data, identify patterns, and generate actionable insights. Additionally, the research delves into the integration of alternative data sources, such as social media sentiment, news articles, and macroeconomic indicators, to improve prediction models. Through empirical analysis and case studies, the study demonstrates the effectiveness of advanced machine learning models in predicting stock prices, currency exchange rates, and commodity prices. It also discusses the challenges associated with these techniques, including overfitting, data quality issues, and the need for interpretability in model outputs. Findings suggest that machine learning techniques can significantly enhance the predictive power of financial models, offering more accurate and timely insights for investors and financial analysts. The study concludes with recommendations for future research directions, emphasizing the importance of model transparency, the incorporation of diverse data sets, and the continuous adaptation of machine learning algorithms to evolving market conditions.