Results 121 to 130 of about 4,780 (188)

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

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

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

Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network. [PDF]

Entropy (Basel)
Gong XL, Wang XT.
europepmc   +1 more source

Stock Portfolio Management Based on AI Technology

Journal of Forecasting, Volume 45, Issue 2, Page 458-469, March 2026.
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, Joaquín Ordieres‐Meré   +1 more
wiley   +1 more source

A two-stage framework for enhancing crsyptocurrency portfolio performance: Integrating credibilistic CVaR criterion with a novel asset preselection approach. [PDF]

PLoS One
Ghanbari H, Tavakoli S, Shabani M, Mohammadi E, Sadjadi SJ, Kumar RR.   +5 more
europepmc   +1 more source

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

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

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

A novel framework for secure cryptocurrency transactions using quantum crypto guard. [PDF]

PeerJ Comput Sci
Alsayaydeh JAJ, Yusof MF, Yahaya NA, Kovtun V, Herawan SG.   +4 more
europepmc   +1 more source