Results 61 to 70 of about 44,135 (267)
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
An Advanced CNN-LSTM Model for Cryptocurrency Forecasting
Electronics, 2021 Nowadays, cryptocurrencies are established and widely recognized as an alternative exchange currency method. They have infiltrated most financial transactions and as a result cryptocurrency trade is generally considered one of the most popular and ...
I. Livieris +3 more
semanticscholar +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite the universal acknowledgment of financial profit expectations as an investment driver, environmental concern has been suggested as a factor influencing investors' decisions to purchase cryptocurrency. In this sense, this study investigates the impact of environmental information on investment allocation decisions to purchase different ...
Moritz Wendl +2 more
wiley +1 more source
HUKUM ISLAM TERHADAP PENGGUNAAN CRYPTOCURRENCY SEBAGAI ALAT PEMBAYARAN ZAKAT
Hakam: Jurnal Kajian Hukum Islam dan Hukum Ekonomi Islam, 2023 Cryptocurrency has emerged as a significant phenomenon in the world of finance and technology. Along with its popularity, there have been debates and controversies regarding the use of cryptocurrency as a form of wealth and currency for zakat payment ...
Shinta Dewi, Ita Rodiah
doaj +1 more source
PLoS ONE, 2021 In recent years, the growth of cryptocurrency has undergone an enormous increase in cryptocurrency markets all around the world. Sadly, only insignificant heed has been paid to the unveiling of determinants of cryptocurrency adoption globally ...
G. Abbasi +4 more
semanticscholar +1 more source
Stock Portfolio Management Based on AI Technology
Journal of Forecasting, EarlyView.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
Optimal Variance Forecasting in a Trading Context
Journal of Forecasting, EarlyView.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
A Deep Learning-based Cryptocurrency Price Prediction Model That Uses On-chain Data
IEEE Access, 2022 Cryptocurrency has recently attracted substantial interest from investors due to its underlying philosophy of decentralization and transparency. Considering cryptocurrency’s volatility and unique characteristics, accurate price prediction is essential ...
Gyeongho Kim +3 more
semanticscholar +1 more source
Speed of Adjustment in Digital Assets in a Decentralized Financial World
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah +3 more
wiley +1 more source
AUTOMATED CRYPTOCURRENCIES PRICES PREDICTION USING MACHINE LEARNING
ICTACT Journal on Soft Computing, 2018 Currently, Cryptocurrency is one of the trending areas of research among researchers. Many researchers may analyze the cryptocurrency features in several ways such as market price prediction, the impact of cryptocurrency in real life and so on.
Ruchi Mittal +2 more
doaj +1 more source