Results 161 to 170 of about 23,897 (230)

Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo. [PDF]

Entropy (Basel)
Huijsdens H, Leeftink D, Geerligs L, Hinne M.   +3 more
europepmc   +1 more source

The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]

PLoS One
Zhang C, Liu S, Qin M, Gao B.
europepmc   +1 more source

Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]

PLoS One
Hasan MB, Hossain MN, Khatun H, Uddin GS, Bilgin MH, Tian S.   +5 more
europepmc   +1 more source

Investigating the dynamics and uncertainties in portfolio optimization using the Fourier-Millen transform. [PDF]

PLoS One
Alkhudaydi MH, Alharthi AM.
europepmc   +1 more source

Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]

J Appl Stat
Mendes FHPES, Turatti DE, Pumi G.
europepmc   +1 more source

Two forecasting model selection methods based on time series image feature augmentation. [PDF]

Sci Rep
Jiang W, Wang Q, Li H.
europepmc   +1 more source

Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]

PLoS One
Zhang G, Zhao H, Fan R.
europepmc   +1 more source

AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]

Heliyon
Dammak W, Fakhfekh M, Alnafisah H, Jeribi A.   +3 more
europepmc   +1 more source

A novel hybrid interval prediction framework integrating multiobjective optimization and quantile deep learning for copper price prediction. [PDF]

Sci Rep
Wang Y, Du P, Xu Y, Wang J.
europepmc   +1 more source

The wave-particle duality of corporate financial metrics. [PDF]

PLoS One
Zhu W, Lyu J, Li X, Chen Z.
europepmc   +1 more source