Results 81 to 90 of about 1,916 (133)

Combination of multivariate volatility forecasts [PDF]

This paper proposes a novel approach to the combination of conditional covariance matrix forecasts based on the use of the Generalized Method of Moments (GMM).
Alessandra Amendola, Giuseppe Storti
core  

Automatic autism spectrum disorder detection using artificial intelligence methods with MRI neuroimaging: A review. [PDF]

Front Mol Neurosci, 2022
Moridian P, Ghassemi N, Jafari M, Salloum-Asfar S, Sadeghi D, Khodatars M, Shoeibi A, Khosravi A, Ling SH, Subasi A, Alizadehsani R, Gorriz JM, Abdulla SA, Acharya UR.   +13 more
europepmc   +1 more source

Parametric portfolio policy with momentum-based sentiment trading strategy. [PDF]

PLoS One
Lee WY, Lin YH, Yu JR, Lien D.
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

Risk Management of Daily Tourist Tax Revenues for the Maldives [PDF]

International tourism is the principal economic activity for Small Island Tourism Economies (SITEs). There is a strongly predictable component of international tourism, specifically the government revenue received from taxes on international tourists ...
Bernardo da Veiga, Michael McAleer, Riaz Shareef   +2 more
core  

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

PLoS One
Nguyen MD.
europepmc   +1 more source

Training Multilayer Perceptron with Genetic Algorithms and Particle Swarm Optimization for Modeling Stock Price Index Prediction. [PDF]

Entropy (Basel), 2020
Ecer F, Ardabili S, Band SS, Mosavi A.
europepmc   +1 more source

Dynamic Specification Tests for Static Factor Models [PDF]

We derive computationally simple score tests of serial correlation in the levels and squares of common and idiosyncratic factors in static factor models.
Enrique Sentana, Gabriele Fiorentini
core