Results 251 to 260 of about 186,810 (309)

Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [PDF]

Front Artif Intell
Guede-Fernández F, Wagle Y, Dias P, Giordano AP, Henriques L, Costa G, Azevedo S.   +6 more
europepmc   +1 more source

A hierarchical Bayesian inference model for volatile multivariate exponentially distributed signals. [PDF]

Front Comput Neurosci
Zhu C, Zhou K, Tang F, Tang Y, Li X, Si B.   +5 more
europepmc   +1 more source

LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]

Sci Rep
Zeng L, Huang J, Lin X.
europepmc   +1 more source

Advanced investing with deep learning for risk-aligned portfolio optimization. [PDF]

PLoS One
Nguyen MD.
europepmc   +1 more source

Implied Volatility vs. Historical Volatility: Evaluating the Effectiveness of Delta-Neutral Hedging Strategies

openaire   +1 more source

US Medical Prices and Health Insurance Premiums, 1999-2024.

JAMA Netw Open
Kanimian S, Ho V.
europepmc   +1 more source

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Modeling and predicting historical volatility in exchange rate markets

Physica A: Statistical Mechanics and its Applications, 2017
Abstract Volatility modeling and forecasting of currency exchange rate is an important task in several business risk management tasks; including treasury risk management, derivatives pricing, and portfolio risk evaluation. The purpose of this study is to present a simple and effective approach for predicting historical volatility of currency exchange
Salim Lahmiri
openaire   +3 more sources

Historic risk and implied volatility

Global Finance Journal, 2020
Abstract This study extends the volatility prediction literature with (1) new intraday realized volatility measures and (2) various implied volatility indexes for commodities, currencies, and equities. Predicting volatility is important for academics, investors, and regulators.
Mehmet F. Dicle, John Levendis
openaire   +1 more source

Does Historical Volatility Term Structure Contain Valuable Information for Predicting Volatility and Index Futures? [PDF]

SSRN Electronic Journal, 2014
We suggest that the term structure of volatility futures (e.g. VIX futures) shows a clear pattern of dependence on the current level of VIX index. At the low level of VIX (below 20) the term structure is highly upward sloping; at the high VIX level (over 30) it is strongly downward sloping.
Juliusz Jabłecki, Ryszard Kokoszczyński, Paweł Sakowski, Robert Ślepaczuk, Piotr Wójcik   +4 more
openaire   +1 more source