Results 121 to 130 of about 83,252 (229)

Combined Effects of Fat‐Tail and Spread Forecasting on Pairs Trading: A Hybrid Model Based on Integrating VAR With GRU Models

Journal of Forecasting, Volume 45, Issue 3, Page 1110-1128, April 2026.
ABSTRACT Pairs trading, a popular algorithmic trading strategy, exploits the short‐term price difference (spread) between two comoving assets. Empirically, the spread distribution of most assets in pairs trading has a fat‐tail characteristic that does not follow a normal distribution.
Yuhee Kwon, Youngsoo Choi
wiley   +1 more source

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

Journal of Forecasting, Volume 45, Issue 3, Page 1245-1260, April 2026.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley   +1 more source

Investment Factors in Bitcoin based on UTAUT: Indonesian Investor

Sriwijaya International Journal of Dynamic Economics and Business
Bitcoin gained significant popularity starting in 2017, when the price soared from around $1,000 at the beginning year to nearly $20,000 in December. The aim of this research to analyze the factors of investment in bitcoin in Indonesia.
Dewi Tamara, Anita Maharani
doaj   +1 more source

Converting Binary Floating‐Point Numbers to Shortest Decimal Strings: An Experimental Review

Software: Practice and Experience, Volume 56, Issue 4, Page 462-478, April 2026.
ABSTRACT Background When sharing or logging numerical data, we must convert binary floating‐point numbers into their decimal string representations. For example, the number π might become 3.1415927. Engineers have perfected many algorithms for producing such accurate, short strings.
Jaël Champagne Gareau, Daniel Lemire
wiley   +1 more source

Can Bitcoin Investors Profit from Buy, Hold, and Sell Recommendations by Crypto Analysts?

, 2020
Dirk Gerritsen, Rick A.C. Lugtigheid, Thomas Walther   +2 more
openalex   +1 more source

Financial Time Series Uncertainty: A Review of Probabilistic AI Applications

Journal of Economic Surveys, Volume 40, Issue 2, Page 915-953, April 2026.
ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen, Tord Johan Espe, Kristoffer Grude, Morten Risstad, Rickard Sandberg   +4 more
wiley   +1 more source

Long Short‐Term Memory Network and Statistical Time Series Analysis Forecast Models for 30 min Interval Wind Farm Power Output and Regional Price Variables

Environmetrics, Volume 37, Issue 2, March 2026.
ABSTRACT This study compares parametric statistical time series models, such as autoregressive moving average (ARMA), with nonparametric artificial neural networks, specifically long short‐term memory (LSTM) models, for univariate forecasting. Two time series are analyzed separately: wind power output from the Clements Gap wind farm and the regional ...
Luigi R. Cirocco, Joshua Chopin, Belinda Chiera, John W. Boland   +3 more
wiley   +1 more source

Implementing UML Models, Principles of Knowledge Representation and Bitcoin Blockchain Technology to Enhance Transparency of Property Payments and Property Registries and Property Transfers Based in the Brazilian Real Estate Registration System

Fronteiras da Representação do Conhecimento
Objective: This paper proposes a Solution Concept based on Bitcoin Blockchain to aid in solving the problem of transparency in the Brazilian Real Estate Registry System by registering property payments, property ownership, and property transfers on the ...
Elton Eiji Sasaki, Daniel Grossmann, Egon Walter Wildauer   +2 more
doaj  

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro, Antonio A. Golpe, Jose Carlos Vides   +2 more
wiley   +1 more source

Pre‐IPO Tokens: Trading in the Dark

Accounting Perspectives, Volume 25, Issue 1, Page 125-145, March 2026.
ABSTRACT Pre‐IPO tokens offer a new way for individual investors to access the private equity markets. However, without access to the private firm or to regulated public disclosures, token traders operate under extreme information asymmetry. This paper examines the behavior of the pre‐IPO token market around private funding events, such as venture ...
Johnathon Cziffra, Margaret Fong
wiley   +1 more source