Results 121 to 130 of about 3,768 (196)

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +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

Influencing factors and mechanisms of action on the participation intentions of cryptocurrency investment fraud victims-A quantitative examination from the perspective of the theory of planned behavior. [PDF]

PLoS One
Wang J, Deng L.
europepmc   +1 more source

The effect of inflation and the failure of Silicon Valley bank on shareholder wealth

Review of Financial Economics, Volume 44, Issue 2, April 2026.
Abstract This study examines how the collapse of Silicon Valley Bank (SVB) and heightened inflation affected shareholders wealth in U.S. financial institutions. Using daily stock returns from February 15 to March 29, 2023, we calculate abnormal and cumulative abnormal returns to measure market reactions.
Bijoy Chandra Das, Fakhrul Hasan, Soma Rani Sutradhar, Muhanned Ali Obeidat   +3 more
wiley   +1 more source

Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies. [PDF]

Front Appl Math Stat
Subramoney SD, Chinhamu K, Chifurira R.
europepmc   +1 more source

Speculative Bubbles and Control Theory—An Endogenous Approach

System Dynamics Review, Volume 42, Issue 2, April/June 2026.
ABSTRACT Speculative bubble formation has been a long observed feature of markets, and continues to be a major focus of behavioral finance, economics, marketing, and operations management research. While these bubbles arise from specific physical or informational features of specific markets, their formation is also driven by the interplay between ...
James Paine
wiley   +1 more source

Digital assets: risks, regulations, mitigation. [PDF]

Financ Innov
Teng HW, Härdle WK, Osterrieder J, Pele DT, Baals LJ, Papavassiliou V, Bolesta K, Kabašinskas A, Filipovska O, Thomaidis NS, Moukas AI, Goundar S, Nasir JA, Weinberg AI, Arakelian V, Truică CO, Akar M, Kabaklarlı E, Apostol ES, Iannario M, Bȩdowska-Sójka B, Skaftadóttir HK, Yildirim O, Shala A, Pisoni G, Coita IF, Korba S, Hafner CM, Schwendner P, Molnár B, Xhumari E.   +30 more
europepmc   +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

Hybrid ANFIS-MPA and FFNN-MPA Models for Bitcoin Price Forecasting. [PDF]

Biomimetics (Basel)
Baştemur Kaya C, Kaya E, Sıramkaya E.
europepmc   +1 more source

Accredited Investors in the US Population

FINANCIAL PLANNING REVIEW, Volume 9, Issue 1, March 2026.
ABSTRACT Over the past few decades, there has been substantial growth in “private” financial markets, which generally have restrictions on who can participate and lower regulatory requirements. A primary way for individuals to qualify for private investments is to be an “accredited investor,” typically meaning that they meet certain income, wealth, or ...
Katherine Carman, Alycia Chin
wiley   +1 more source