Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]
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Copula-based risk aggregation with trapped ion quantum computers. [PDF]
Sci Rep, 2023 Zhu D +5 more
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Multi-model transfer function approach tuned by PSO for predicting stock market implied volatility explained by uncertainty indexes. [PDF]
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The relationship between sovereign credit rating changes and firm risk. [PDF]
Heliyon, 2023 Chang CC, Wong WK, Lo ST, Liao YH.
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The resilience of ethical assets against different uncertainty shocks. [PDF]
HeliyonHasan MB +4 more
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Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. [PDF]
Econ Anal Policy, 2023 Mensi W, Vo XV, Ko HU, Kang SH.
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An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets. [PDF]
Entropy (Basel)Yu J, Wang L, Sun X.
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Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. [PDF]
Financ Innov, 2023 Gherghina ŞC, Simionescu LN.
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A machine learning approach to risk based asset allocation in portfolio optimization. [PDF]
Sci RepAgal S, Raulji K, Odedra ND.
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Fresh evidence on connectedness between prominent markets during COVID-19 pandemic. [PDF]
Environ Sci Pollut Res Int, 2023 Younis I +5 more
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