Results 131 to 140 of about 41,185 (205)

Optimal Variance Forecasting in a Trading Context

Journal of Forecasting, Volume 45, Issue 2, Page 733-748, March 2026.
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

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

Efficacy of a video‐viewing intervention of smartphone‐based positive word stimulation on depressive symptoms in individuals with subthreshold depression: Protocol for a randomized controlled trial

Psychiatry and Clinical Neurosciences Reports, Volume 5, Issue 1, March 2026.
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, Takumi Igusa, Chihaya Machida, Tomohiro Shimada, Kazuki Hirao   +4 more
wiley   +1 more source

Detrended Cross-Correlations and Their Random Matrix Limit: An Example from the Cryptocurrency Market. [PDF]

Entropy (Basel)
Drożdż S, Jarosz P, Kwapień J, Skupień M, Wątorek M.   +4 more
europepmc   +1 more source

Blockchain and Digital Technologies in the Telecommunications Industry

Thunderbird International Business Review, Volume 68, Issue 2, Page 139-163, March/April 2026.
ABSTRACT This article examines how fourth industrial revolution (4IR) technologies, specifically blockchain and digital twin technologies, can be utilized to address the energy supply challenge and enhance the management of distributed telecom infrastructure assets in a research context.
Charles Okeyia, Nuno Marques de Almeida, Joe Amad‐Echendu, Simplice A. Asongu   +3 more
wiley   +1 more source

Attention-augmented hybrid CNN-LSTM model for social media sentiment analysis in cryptocurrency investment decision-making. [PDF]

Sci Rep
Tiwari D, Bhati BS, Nagpal B, Alturki N, Bayisenge L.   +4 more
europepmc   +1 more source

Financial Volatility Spillovers and Risk Dynamics in Global Tourism: Evidence From Equity and Bond Markets

Thunderbird International Business Review, Volume 68, Issue 2, Page 209-237, March/April 2026.
ABSTRACT This study explores the financial volatility and asset interdependence in the global tourism sector by examining spillover dynamics between tourism equities and both green and non‐green financial assets from global stock and bond markets.
Md. Nahiduzzaman, Rubaiyat Shabbir, Bapon Chandra Kuri, Bablu Kumar Dhar, Anick Roy   +4 more
wiley   +1 more source

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

A Hybrid Framework for Stock Price Forecasting Using Metaheuristic Feature Selection Approaches and Transformer Models Enhanced by Temporal Embedding and Attention Pruning

Applied AI Letters, Volume 7, Issue 1, February 2026.
Workflow of the proposed hybrid BWO‐Transformer framework for stock price prediction. ABSTRACT Accurately predicting stock prices remains a major challenge in financial analytics due to the complexity and noise inherent in market data. Feature selection plays a critical role in improving both computational efficiency and predictive performance. In this
Amirhossein Malakouti Semnani, Sohrab Kordrostami, Amirhossein Refahi Sheikhani, Mohammad Hossein Moattar   +3 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