Results 141 to 150 of about 3,916 (205)

Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]

Entropy (Basel)
Yan K, Yue Z, Wu CC, He Q, Zhou J, Hao Z, Li Y.   +6 more
europepmc   +1 more source

AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]

iScience
Zhang M, Pan Y, Su B, Zhou D.
europepmc   +1 more source

Empirical Research on the Prediction Effect of Volatility Model Based on the Perspective of Investor Sentiment Health and Market Liquidity.

J Healthc Eng, 2022
Yang W, Yang B, Yang C.
europepmc   +1 more source

The dynamic causality in sporadic bursts between CO₂ emission allowance prices and clean energy index. [PDF]

Environ Sci Pollut Res Int, 2022
Lu X, Liu K, Liang XS, Lai KK, Cui H.
europepmc   +1 more source

Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities. [PDF]

PLoS One
Huo C, Ferreira P, Ul Haq I.
europepmc   +1 more source

Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19. [PDF]

Heliyon
Kayani UN, Aysan AF, Khan M, Khan M, Mumtaz R, Irfan M.   +5 more
europepmc   +1 more source

Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm. [PDF]

Comput Econ, 2022
Liang R, Qin B, Xia Q.
europepmc   +1 more source

Investigating the impact of investor attention on AI-based stocks: A comprehensive analysis using quantile regression, GARCH, and ARIMA models. [PDF]

PLoS One
Ravichandran S, Afjal M.
europepmc   +1 more source

Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]

Heliyon
Doabil L, Nasiru S, Iddrisu MM.
europepmc   +1 more source

Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks. [PDF]

Heliyon, 2022
Zeng H, Ahmed AD, Lu R, Dai N.
europepmc   +1 more source