Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets Cathy W. S. ChenCindy T. H. Chien OriginalPaper 05 March 2024
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets Wenbin HuJunzi Zhou OriginalPaper 05 March 2024
Developing Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators Nabanita DasBikash SadhukhanSatyajit Chakrabarti OriginalPaper 04 March 2024
Forecasting House Prices through Credit Conditions: A Bayesian Approach Rosa van der DriftJan de HaanPeter Boelhouwer OriginalPaper Open access 04 March 2024
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error Deepak Kumar YadavAkanksha BhardwajAlpesh Kumar OriginalPaper 02 March 2024
Market Ecology: Trading Strategies and Market Volatility Kun XingHonggang Li OriginalPaper 02 March 2024
Engineering Optimal Cooperation Levels with Prosocial Autonomous Agents in Hybrid Human-Agent Populations: An Agent-Based Modeling Approach Tian GuoZhixue HeJun Tanimoto OriginalPaper 29 February 2024
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model Akio MatsumotoFerenc Szidarovszky OriginalPaper 28 February 2024
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach Amar RaoMarco TedeschiUmer Shahzad OriginalPaper 27 February 2024
Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method Yanbo ZhangMengkun LiangHaiying Ou OriginalPaper 21 February 2024
Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets Walid MensiXuan Vinh VoSang Hoon Kang OriginalPaper 21 February 2024
Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach Aykut EkinciSafa Sen OriginalPaper Open access 19 February 2024
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test Zhenxin WangShaoping WangYayi Yan OriginalPaper 19 February 2024
Option Pricing and Local Volatility Surface by Physics-Informed Neural Network Hyeong-Ohk BaeSeunggu KangMuhyun Lee OriginalPaper 17 February 2024
Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020 Knut Lehre SeipDan Zhang OriginalPaper Open access 16 February 2024
Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model Tian-Shyr DaiBo-Jen ChenMu-En Wu OriginalPaper Open access 16 February 2024
Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study Sharif MozumderMohammad Zoynul AbedinAmjad Hossain OriginalPaper 14 February 2024
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model Sarah MignotFrank Westerhoff OriginalPaper Open access 13 February 2024
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization Eric LuxenbergPhilipp SchieleStephen Boyd OriginalPaper 12 February 2024
Machine Learning-Based Approach for Predicting the Altcoins Price Direction Change from a High-Frequency Data of Seven Years Based on Socio-Economic Factors, Bitcoin Prices, Twitter and News Sentiments Anamika GuptaGaurav PandeyShreyan Sarkar OriginalPaper 07 February 2024
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index Ozan Evkayaİsmail GürGülden Poyraz OriginalPaper Open access 06 February 2024
The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity Ijaz YounisHimani GuptaXuan Tang OriginalPaper 04 February 2024
Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model Xenos Chang-Shuo LinDaniel Wei-Chung MiaoEmma En-Tze Chang OriginalPaper 04 February 2024
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach Shun ChenLingling GuoLei Ge OriginalPaper 02 February 2024
China's business cycle forecasting: a machine learning approach Pan TangYuwei Zhang OriginalPaper 31 January 2024
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics Yin LiuGuo-Liang TianHong Qin OriginalPaper 22 January 2024
Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters Yen-Wu TiTian-Shyr DaiYou-Jia Sun OriginalPaper Open access 19 January 2024
Determinants of Nonperforming Loans: A Global Data Analysis MBelen SalasProsper LamotheLucia Valcarce OriginalPaper Open access 18 January 2024
Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimisation Framework David NedělaSergio Ortobelli LozzaTomáš Tichý OriginalPaper Open access 16 January 2024
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach L. L. B. MirandaL. S. Lima OriginalPaper 15 January 2024
Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage Miklesh YadavSabia TabassumMarcos Santos OriginalPaper 13 January 2024 Pages: 1047 - 1070
A Novel Window Analysis and Its Application to Evaluating High-Frequency Trading Strategies Ha Che-NgocThach Nguyen-NgocThao Nguyen-Trang OriginalPaper 13 January 2024
The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins Mahmut BağcıPınar Kaya SoyluSelçuk Kıran OriginalPaper 10 January 2024
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility F. LamantiaD. RadiT. Tichy OriginalPaper 10 January 2024
Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation Xiufang LiZhiwang ZhangHui Pan OriginalPaper 08 January 2024
Feature Selection and Hyperparameters Optimization Employing a Hybrid Model Based on Genetic Algorithm and Artificial Neural Network: Forecasting Dividend Payout Ratio Fatih KonakMehmet Akif BülbülDiler Türkoǧlu OriginalPaper 05 January 2024 Pages: 1673 - 1693
Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model Yanyu GuoZhicheng ZhangHuayun Du OriginalPaper 02 January 2024
Cryptocurrency Exchange Simulation Kirill MansurovAlexander SemenovRustam Ibragimov OriginalPaper 02 January 2024
Correction to: Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction Rachna SableShivani GoelPradeep Chatterjee Correction 29 December 2023
Pricing Fade-in Options Under GARCH-Jump Processes Xingchun WangHan Zhang OriginalPaper 29 December 2023
An Enterprise Multi-agent Model with Game Q-Learning Based on a Single Decision Factor Siying XuGaoyu ZhangXianzhi Yuan OriginalPaper 28 December 2023
Reconstructing Cryptocurrency Processes via Markov Chains Tanya AraújoPaulo Barbosa OriginalPaper Open access 24 December 2023
Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy Jinshun WuLuyao Wu OriginalPaper 20 December 2023
Machine Learning-Based Time Series Prediction at Brazilian Stocks Exchange Ana Paula dos Santos GularteDanusio Gadelha Guimarães FilhoVitor Venceslau Curtis OriginalPaper 20 December 2023
Correction to: Option Pricing Based on the Residual Neural Network Lirong GanWei-han Liu Correction 18 December 2023
Insights on the Theory of Robust Games G. P. CrespiD. RadiM. Rocca OriginalPaper Open access 14 December 2023
Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis Onur ÖzdemirAnoop S. Kumar OriginalPaper 10 December 2023 Pages: 1255 - 1279
Panel Interval-Valued Data Nonlinear Regression Models and Applications Ai-bing JiQing-qing LiJin-jin Zhang OriginalPaper 06 December 2023
