Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Nowak P, Gatarek D.
europepmc +1 more source
Chaotic and Stochastic Components in an Influenza Surveillance Series: Nonlinear Dynamics and Predictive Modeling Study. [PDF]
Goncalves CPDS, Rouco C.
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Modeling Stylized Facts in FX Markets with FINGAN-BiLSTM: A Deep Learning Approach to Financial Time Series. [PDF]
Kim DJ, Kim DH, Choi SY.
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Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
Zeng J, Wu J.
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A Cross-Modal Temporal Alignment Framework for Artificial Intelligence-Driven Sensing in Multilingual Risk Monitoring. [PDF]
Sun H +6 more
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Predicting BRICS NIFTY50 returns using XAI and S.A.F.E AI lens. [PDF]
Ghosh I +4 more
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Beyond mediation: an evolutionary benchmark for emotionally and normatively competent AI. [PDF]
Oshio K.
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Digital Leadership, Information Entropy, and Stock Price Volatility: Evidence from CEO Social Media Behavior. [PDF]
Zou Y, Tian J, Zhang Y, Shi G, Cai X.
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Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]
Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
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