Results 101 to 110 of about 4,544 (205)

A Comprehensive Survey of Cryptocurrency Forecasting: Methods, Trends, and Challenges

Journal of Applied Informatics and Computing
This comprehensive survey paper explores the diverse landscape of cryptocurrency forecasting, tracing its evolution from an alternative to traditional monetary systems to its significant growth in the global financial arena.
Mahmood Yousaf, Muhammad Tariq, Abdul Jabbar, Syed Qaiser Jalil   +3 more
doaj   +1 more source

Sistem Pendukung Keputusan Perdagangan Cryptocurrency Menggunakan Pembobotan Kombinasi Indikator EMA, RSI, MACD, dan Bollinger Bands

JOINS (Journal of Information System)
Perdagangan cryptocurrency mempunyai perubahan harga yang cepat dan besar yang menyebabkan pengambilan keputusan investor ketika membeli aset hanya mengandalkan intuisi sehingga berpotensi menimbulkan risiko kerugian.
M. Zaky Pria Maulana, Rizky Parlika, Firza Prima Aditiawan   +2 more
doaj   +1 more source

Models backtesting performances.

This study employs seven advanced machine learning approaches to conduct numerical predictions of the next-day returns of VIX constant-maturity futures (VIX CMFs) using the term structure information derived from VIX CMFs.
Keran Li (9099584), Yaling Liu (204231), Xianbo Tang (18414623), Sangyuan Wang (18414620), Yijun Chen (107514)   +4 more
core   +1 more source

An efficient implementation of the backtesting of trading strategies

, 2005
Some trading strategies are becoming more and more complicated and utilize a large amount of data, which makes the backtesting of these strategies very time consuming.
Ni, J, Zhang, C, Chengqi Zhang, Jiarui Ni   +3 more
core   +1 more source

A discussion paper for possible approaches to building a statistically valid backtesting framework

This paper explores potential methodologies for constructing a backtesting framework for financial institutions that is statistically valid. Although backtesting is an indispensable instrument for ensuring regulatory compliance and risk management ...
Weinberg, Abraham Itzhak, Arakelian, Veni, Schwendner, Peter, Bolesta, Karolina, Sutiene, Kristina, Vlah Jeric, Silvija, Liu, Yiting, Osterrieder, Joerg, Potì, Valerio   +8 more
core   +1 more source

Backtesting of Stock Market

, 2010
The thesis deals with the information system in the company Cyrrus, a.s.. The aim of this thesis is to review the information system using analytical methods SWOT and HOS 8.
Veselý, Václav
core  

Backtesting for counterparty credit risk

Backtesting for counterparty credit risk (CCR) constitutes a major challenge for risk and trading departments in banks that use internal models or have an interest in calculating their credit default exposures for potential future exposure limitation or ...
Holger Plank and Peter Glößner, Sebastian Schnitzler, Niklas Rother   +2 more
core  

Title: Development of Systematic Backtesting Processes of Value-at-Risk

, 2008
Positions in financial instruments expose the owner to market risk, which refers to the possibility of loss in the market value of the positions due to adverse changes in interest rates, foreign exchange rates, equity prices and commodity prices.
Kimmo Lehikoinen, Martin Jespersen, Instructor M. Sc   +2 more
core  

A structured multi-head attention prediction method based on heterogeneous financial data. [PDF]

PeerJ Comput Sci, 2023
Zhao C, Li F, Peng Z, Zhou X, Zhuge Y.
europepmc   +1 more source

Backtesting Expected Shortfall: the design and implementation of different backtests

, 2015
De senaste åren har frågan om huruvida det är möjligt att hitta backtester som validerar Expected Shortfall varit ett omdiskuterat ämne efter att Gneiting 2011 visade att Expected Shortfall saknade den matematiska egenskapen som kallas elicitabilitet.
openaire   +1 more source