Results 111 to 120 of about 81,477 (238)
Optimal Transport Autoregression to Forecast High‐Frequency Financial Data Distributions
Applied Stochastic Models in Business and Industry, Volume 42, Issue 1, January/February 2026.ABSTRACT In this paper, we study the properties and performance of optimal transport autoregression in modeling and forecasting high‐frequency financial data distributions. We build on a class of univariate autoregressive transport models recently proposed in the literature (Zhu and Müller) where the distributional time series dynamics is modeled ...
Paolo Pagnottoni
wiley +1 more source
Auto Machine Learning dengan Menggunakan H2O AutoML untuk Prediksi Harga Bitcoin
, 2021 Geadalfa Giyanda, Siti Saidah
openalex +2 more sources
The Complex Community Structure of the Bitcoin Address Correspondence\n Network [PDF]
, 2021 Jan A. Fischer +4 more
openalex +1 more source
Corporate Social Responsibility and Environmental Management, Volume 33, Issue 1, Page 217-235, January 2026.ABSTRACT Despite the universal acknowledgment of financial profit expectations as an investment driver, environmental concern has been suggested as a factor influencing investors' decisions to purchase cryptocurrency. In this sense, this study investigates the impact of environmental information on investment allocation decisions to purchase different ...
Moritz Wendl +2 more
wiley +1 more source
LNMesh: Who Said You need Internet to send Bitcoin? Offline Lightning Network Payments using Community Wireless Mesh Networks [PDF]
, 2023 Ahmet Kurt +3 more
openalex +1 more source
Explainable AI With Imbalanced Learning Strategies for Blockchain Transaction Fraud Detection
Engineering Reports, Volume 8, Issue 1, January 2026.Research methodology pipeline for blockchain fraud detection. ABSTRACT Blockchain networks now support billions of dollars in daily transactions, making reliable and transparent fraud detection essential for maintaining user trust and financial stability.
Ahmed Abbas Jasim Al‐Hchaimi +2 more
wiley +1 more source
Commodity Prices, Tax Purpose Recognition and Bitcoin Volatility: Using ARCH/GARCH Modeling [PDF]
, 2020 Raja Nabeel‐Ud‐Din Jalal +2 more
openalex +1 more source
Shock‐Triggered Asymmetric Response Stochastic Volatility
Journal of Forecasting, Volume 45, Issue 1, Page 217-240, January 2026.ABSTRACT We propose a novel asymmetric stochastic volatility model (STAR‐SV) in which the leverage parameter adjusts to the magnitude of past shocks. This flexible specification captures both the leverage effects and their propagation more effectively than standard asymmetric volatility models.
J. Miguel Marin, Helena Veiga
wiley +1 more source