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PCA-ICA-LSTM: A Hybrid Deep Learning Model Based on Dimension Reduction Methods to Predict S&P 500 Index Price Mehmet SarıkoçMete Celik OriginalPaper Open access 28 May 2024
Dynamic Modeling and Simulation of Option Pricing Based on Fractional Diffusion Equations with Double Derivatives Lina Song OriginalPaper 26 May 2024
In Memoriam David A. Kendrick (1937–2024) Hans AmmanRuben MercadoBerç Rustem EditorialNotes 25 May 2024
On a Black–Scholes American Call Option Model Morteza GarshasbiShadi Malek Bagomghaleh OriginalPaper 25 May 2024
A Hybrid Multi-population Optimization Algorithm for Global Optimization and Its Application on Stock Market Prediction Ali AlizadehFarhad Soleimanian GharehchopoghAhmad Jafarian OriginalPaper 24 May 2024
Analyzing Stationarity in World Coffee Prices C. Flores KomatsuL. A. Gil-Alana OriginalPaper Open access 23 May 2024
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries Oleksandr CastelloMarina Resta OriginalPaper Open access 22 May 2024
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages Riccardo LucchettiLuca Pedini Correction Open access 18 May 2024
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data Igor SadouneMarcelin JoanisAndrea Lodi OriginalPaper 18 May 2024
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory Xiaoxiao LiuWei Wang OriginalPaper 18 May 2024
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model Siyao WeiPengfei LuoKunliang Jiang OriginalPaper 18 May 2024
Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method Rakhymzhan KazbekYogi ErlanggaDongming Wei OriginalPaper 17 May 2024
Forecasting Stock Indices: Stochastic and Artificial Neural Network Models Naman Krishna PandeArun KumarArvind Kumar Gupta OriginalPaper 16 May 2024
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model Yuhe ZhaoRonghua Ju OriginalPaper 13 May 2024
Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations Xiaoliang LiKongyan ChenBo Huang OriginalPaper 12 May 2024
Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning Davood Pirayesh NeghabMucahit CevikAyse Basar OriginalPaper 10 May 2024
An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns Alexandre Silva de OliveiraPaulo Sergio CerettaDaniel Pastorek OriginalPaper 10 May 2024
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm Jialu LingZiyu ZhongHelin Wei OriginalPaper 09 May 2024
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market Elena Farahbakhsh TouliHoang NguyenOlha Bodnar OriginalPaper Open access 08 May 2024
Analysis of Frequent Trading Effects of Various Machine Learning Models Jiahao ChenXiaofei LiJunjie Du OriginalPaper 07 May 2024
Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis Syed Moudud-Ul-HuqMd. Shahriar Rahman OriginalPaper 05 May 2024
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning Alexandre MomparlerPedro CarmonaFrancisco Climent OriginalPaper Open access 04 May 2024
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model Hongyu AnBoping Tian OriginalPaper 04 May 2024
The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics Keyvan EslamiThomas Phelan OriginalPaper 03 May 2024
Greymodels: A Shiny Package for Grey Forecasting Models in R Havisha JahajeeahAslam A. E. F. Saib OriginalPaper 03 May 2024
Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets Xavier Martínez-BarberoRoberto Cervelló-RoyoJavier Ribal OriginalPaper Open access 01 May 2024
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function Jongwoo ChoiSeongil JoJaeoh Kim OriginalPaper 30 April 2024
Can Machine Learning Explain Alpha Generated by ESG Factors? Vittorio CarleiPiera CascioliDonatella Furia OriginalPaper Open access 30 April 2024
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity Teddy Lazebnik OriginalPaper Open access 29 April 2024
Stackelberg Solutions in an Opinion Dynamics Game with Stubborn Agents Yulia KareevaArtem SedakovMengke Zhen OriginalPaper 29 April 2024
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks Mohammad Aqil SahilMeenakshi KaushalQ. M. Danish Lohani OriginalPaper 26 April 2024
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic Lynda AtilHocine FellagClara Simón de Blas Correction 21 April 2024
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting Yameng ZhangYan SongGuoliang Wei OriginalPaper 20 April 2024
Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine Jian WangWenjing JiangWei Shao OriginalPaper 15 April 2024
Brazilian Selic Rate Forecasting with Deep Neural Networks Rodrigo MoreiraLarissa Ferreira Rodrigues MoreiraFlávio de Oliveira Silva OriginalPaper 15 April 2024
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm Shuangshuang FanYichao LiXiufeng Lai OriginalPaper 13 April 2024
Can Text-Based Statistical Models Reveal Impending Banking Crises? Emile du Plessis OriginalPaper Open access 13 April 2024
Prediction and Allocation of Stocks, Bonds, and REITs in the US Market Ana Sofia MonteiroHelder SebastiãoNuno Silva OriginalPaper Open access 13 April 2024
Applying Machine Learning Algorithms to Predict the Size of the Informal Economy João FelixMichel AlexandreGilberto Tadeu Lima OriginalPaper 09 April 2024
Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices Changwoo YooSoobin KwakJunseok Kim OriginalPaper 05 April 2024
Determining Drivers of Private Equity Return with Computational Approaches Prosper Lamothe-FernándezEduardo García-ArgüellesOmar Hassani-Zerrouk OriginalPaper Open access 03 April 2024
A Smooth Transition Autoregressive Model for Matrix-Variate Time Series Andrea Bucci OriginalPaper 02 April 2024
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis Emmanouil DrakonakisStelios Kotsios OriginalPaper Open access 02 April 2024
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
A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor Román Salmerón-GómezCatalina B. García-GarcíaJosé García-Pérez OriginalPaper 30 March 2024
Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis P. S. Niveditha OriginalPaper 30 March 2024
A Consolidated MCDM Framework for Overall Performance Assessment of Listed Insurance Companies Based on Ranking Strategies Özcan IşıkAhmet ÇalıkMohsin Shabir OriginalPaper Open access 29 March 2024
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
