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A Smooth Transition Autoregressive Model for Matrix-Variate Time Series Andrea Bucci OriginalPaper 02 April 2024
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Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers Lucas Mussoi AlmeidaFernanda Maria MüllerMarcelo Scherer Perlin OriginalPaper 01 April 2024
Trade Friction in Two-Country HANK with Financial Friction Chenxin ZhangYujie YangWenwen Hou OriginalPaper 30 March 2024
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Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics Farwah Ali SyedKwo-Ting FangMuhammad Asif Zahoor Raja OriginalPaper 28 March 2024
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Tales of Turbulence: BERT-based Multimodal Analysis of FED Communication Dynamics Amidst COVID-19 Through FOMC Minutes Bilal TaskinFuat Akal OriginalPaper Open access 28 March 2024
Designing Ensemble-Based Models Using Neural Networks and Temporal Financial Profiles to Forecast Firms’ Financial Failure Philippe du Jardin OriginalPaper 28 March 2024
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Standard Errors for Regression-Based Causal Effect Estimates in Economics Using Numerical Derivatives Joseph V. Terza OriginalPaper 25 March 2024
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On Using Proportional Representation Methods as Alternatives to Pro-rata Based Order Matching Algorithms in Stock Exchanges Sanjay BhattacherjeePalash Sarkar OriginalPaper 21 March 2024
Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection Priya SinghManoj Jha OriginalPaper 19 March 2024
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Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context Jie Cheng OriginalPaper Open access 16 March 2024
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Robust Prediction Intervals for Valuation of Large Portfolios of Variable Annuities: A Comparative Study of Five Models Tingting SunHaoyuan WangDonglin Wang OriginalPaper 15 March 2024
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis Guglielmo Maria CaporaleJosé Javier de Dios MazariegosLuis A. Gil-Alana OriginalPaper Open access 13 March 2024
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Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets Cathy W. S. ChenCindy T. H. Chien OriginalPaper 05 March 2024
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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
