Results 141 to 150 of about 1,433 (209)

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

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

A two-stage forecasting model using random forest subset-based feature selection and BiGRU with attention mechanism: Application to stock indices. [PDF]

PLoS One
Azman S, Pathmanathan D, Balakrishnan V.
europepmc   +1 more source

A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]

Entropy (Basel)
Wei Y, Xi W.
europepmc   +1 more source

Feasible generalized least squares estimation of multivariate GARCH(1, 1) models

, 2014
Federico Poloni, Giacomo Sbrana
openalex   +2 more sources

Modeling Stylized Facts in FX Markets with FINGAN-BiLSTM: A Deep Learning Approach to Financial Time Series. [PDF]

Entropy (Basel)
Kim DJ, Kim DH, Choi SY.
europepmc   +1 more source

Vector AutoRegressive Moving Average Models: A Review. [PDF]

Wiley Interdiscip Rev Comput Stat
Düker MC, Matteson DS, Tsay RS, Wilms I.   +3 more
europepmc   +1 more source

CMDMamba: dual-layer Mamba architecture with dual convolutional feed-forward networks for efficient financial time series forecasting. [PDF]

Front Artif Intell
Qin Z, Wei B, Zhai Y, Lin Z, Yu X, Jiang J.   +5 more
europepmc   +1 more source

Asymptotic Theory of General Multivariate GARCH Models

, 2011
Weibin Jiang
openalex   +1 more source

Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models [PDF]

, 2016
Lumengo Bonga‐Bonga, Lebogang Nleya
openalex