Intelligent financial forecasting using transformers, neuro-symbolic AI, and agent-based systems. [PDF]
Jeyajeev V +6 more
europepmc +1 more source
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Examining the safe-haven and hedge capabilities of gold and cryptocurrencies: A GARCH and regression quantiles approach in geopolitical and market extremes. [PDF]
Ben Ameur H, Jamaani F, N Abu Alfoul M.
europepmc +1 more source
ABSTRACT This study examines the efficiency of systemic risk transmission to international oil futures markets by analyzing the dynamic connectedness between three distinct Common Volatility (COVOL) measures: Energy, Asset, and Country, and compares such with five major oil benchmarks.
Thomas Conlon +3 more
wiley +1 more source
An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]
Ragab M.
europepmc +1 more source
How much does the reaction environment matter in photocatalytic CO2 reduction? Using Cu‐doped SrTiO3 as a model catalyst, the solid–gas configuration is found to outperform liquid and pressurized systems, revealing that reaction‐phase engineering plays a decisive role in controlling efficiency and product selectivity. ABSTRACT Carbon dioxide conversion
Mohammed A. M. Bajiri +9 more
wiley +1 more source
High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]
Kuang W.
europepmc +1 more source
Heteroscedasticity effects as component to future stock market predictions using RNN-based models. [PDF]
Sadon AN, Ismail S, Khamis A, Tariq MU.
europepmc +1 more source
Stock Forecasting Based on Informational Complexity Representation: A Framework of Wavelet Entropy, Multiscale Entropy, and Dual-Branch Network. [PDF]
Tian G, Xu C, Yang Y.
europepmc +1 more source

