Results 1 to 10 of about 2,923 (211)

Forecasting with a Bivariate Hysteretic Time Series Model Incorporating Asymmetric Volatility and Dynamic Correlations. [PDF]

Entropy (Basel)
Than HT.
europepmc   +1 more source

Deep momentum networks with market trend dynamics. [PDF]

PLoS One
Song J, Jeon J.
europepmc   +1 more source

How climate change shapes global systemic risk transmission: A complex network approach. [PDF]

PLoS One
Zeng L, Lau WY.
europepmc   +1 more source

Backtesting VaR under the COVID-19 sudden changes in volatility. [PDF]

Financ Res Lett, 2021
Castillo B, León Á, Ñíguez TM.
europepmc   +1 more source

Early portfolio pruning: a scalable approach to hybrid portfolio selection. [PDF]

Knowl Inf Syst, 2023
Gioia DG, Fior J, Cagliero L.
europepmc   +1 more source

Enhancing the pricing efficiency of financial assets with an optimized bayesian network based on efficient fusion. [PDF]

PLoS One
Fu Q, Li X.
europepmc   +1 more source

Wavelet-Decoupled Spatiotemporal Network for Stock Return Prediction. [PDF]

Entropy (Basel)
Liao L, Wang C, Wang J, Liao Y, Lai Y.
europepmc   +1 more source

Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? [PDF]

Comput Econ, 2022
Vasileiou E.
europepmc   +1 more source

Large language model-driven time-series forecasting of financial network indicators. [PDF]

Front Artif Intell
Wang MH, Yeung Y.
europepmc   +1 more source

Nowcasting Japan's GDP. [PDF]

Empir Econ, 2023
Hayashi F, Tachi Y.
europepmc   +1 more source