Is the Price of Ether Driven by Demand or Pure Speculation?

2024-9-12

Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models

2024-9-12

Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors

2024-9-11

Asset Prices with Investor Protection in the Cross-Sectional Economy

2024-9-10

Correction to: Tales of Turbulence: BERT‑based Multimodal Analysis of FED Communication Dynamics Amidst COVID‑19 Through FOMC Minutes

2024-9-10

Correction to: Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network

2024-9-9

An Adaptive Differential Evolution Algorithm Based on Data Preprocessing Method and a New Mutation Strategy to Solve Dynamic Economic Dispatch Considering Generator Constraints

2024-9-8

A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ$$\beta$$ Formulation

2024-8-23

A Hybrid Machine Learning Model Architecture with Clustering Analysis and Stacking Ensemble for Real Estate Price Prediction

2024-8-20

Understanding and Attaining an Investment Grade Rating in the Age of Explainable AI

2024-8-18

Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models

2024-8-17

Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation

2024-8-15

Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk

2024-8-14

Household Financial Fragility, Debt and Income in a Dynamic Model

2024-8-14

Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier

2024-8-14

Machine Learning Methods and Time Series: A Through Forecasting Study via Simulation and USA Inflation Analysis

2024-8-14

Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations

2024-8-12

Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model

2024-8-10

Detecting Insider Trading in the Indian Stock Market: An Optimized Deep Learning Approach

2024-8-9

Deep Learning for Solving and Estimating Dynamic Macro-finance Models

2024-8-9

Financial Performance and Corporate Distress: Searching for Common Factors for Firms in the Indian Registered Manufacturing Sector

2024-8-6

Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading

2024-8-5

An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance

2024-8-3

Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach

2024-8-1

Financial Series Forecasting: A New Fuzzy Inference System for Crisp Values and Interval-Valued Predictions

2024-7-31

The Impact of Financial Stress on New Energy Vehicles Industry from Cross-correlation to Explainable Machine Learning: Proof from China

2024-7-31

Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model

2024-7-30

Advances in Forecasting Home Prices

2024-7-29

Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach

2024-7-25

Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis

2024-7-25

Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model

2024-7-22

Measuring and Forecasting Stock Market Volatilities with High-Frequency Data

2024-7-17

Game Analysis of the Behavior of Participants in Green Supply Chain Finance Based on Digital Technology Platforms

2024-7-17

Stability and Convergence Analysis of a Numerical Method for Solving a $$\zeta$$-Caputo Time Fractional Black–Scholes Model via European Options

2024-7-16

Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China

2024-7-16

Enhancing Long-Term GDP Forecasting with Advanced Hybrid Models: A Comparative Study of ARIMA-LSTM and ARIMA-TCN with Dense Regression

2024-7-16

Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law

2024-7-13

Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms

2024-7-13

Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM

2024-7-13

Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment

2024-7-12

Systemic Financial Risk of Stock Market Based on Multiscale Networks

2024-7-9

Bias Correction in the Least-Squares Monte Carlo Algorithm

2024-7-8

Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach

2024-7-8

Modelling Mixed-Frequency Time Series with Structural Change

2024-7-8

Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm

2024-7-8

A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference

2024-7-6

Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph

2024-7-5

An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model

2024-7-3

Building an Annual Retrospective for French Labor Market (1959–1975) As a Complement of the INSEE’s Time Series (1975–2021)

2024-7-3

Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends

2024-6-28