Mapping network structures and dynamics of decentralised cryptocurrencies: The evolution of Bitcoin (2009-2023). [PDF]
Venturini M +4 more
europepmc +1 more source
Stock Portfolio Management Based on AI Technology
ABSTRACT Forecasting stock performance is crucial for formulating a profitable trading approach aimed at achieving significant gains. In addition, prediction results serve as essential prerequisites for creating and optimizing active investment portfolios.
Alejandro Moreno Alonso +1 more
wiley +1 more source
An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]
Ragab M.
europepmc +1 more source
Optimal Variance Forecasting in a Trading Context
ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley +1 more source
Development of a cryptocurrency price prediction model: leveraging GRU and LSTM for Bitcoin, Litecoin and Ethereum. [PDF]
Kaur R +7 more
europepmc +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
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 +2 more
wiley +1 more source
Behaviorally informed deep reinforcement learning for portfolio optimization with loss aversion and overconfidence. [PDF]
Charkhestani A, Esfahanipour A.
europepmc +1 more source
Abstract Background Interventions targeting subthreshold depression (StD) are critically important for preventing major depressive disorder's onset. Our smartphone‐based, video‐viewing website (SPSRS), which presents positive word stimulation in videos, is a novel intervention for improving StD's depressive symptoms. Because no rigorous evidence exists
Hiroyuki Uchida +4 more
wiley +1 more source
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs. [PDF]
Nguyen APN +3 more
europepmc +1 more source
ABSTRACT The ubiquitous proliferation of artificial intelligence (AI) technologies across contemporary global economic systems necessitates a comprehensive empirical examination of their environmental ramifications, particularly with respect to environmental sustainability paradigms.
Brahim Bergougui
wiley +1 more source

