Works matching IS 09277099 AND DT 2024 AND VI 64 AND IP 6
Results: 20
Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3683, doi. 10.1007/s10614-024-10583-8
- By:
- Publication type:
- Article
Estimation of Models for Stock Returns.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3577, doi. 10.1007/s10614-024-10580-x
- By:
- Publication type:
- Article
Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3555, doi. 10.1007/s10614-024-10573-w
- By:
- Publication type:
- Article
Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3617, doi. 10.1007/s10614-024-10571-y
- By:
- Publication type:
- Article
A General and Efficient Method for Solving Regime-Switching DSGE Models.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3645, doi. 10.1007/s10614-024-10570-z
- By:
- Publication type:
- Article
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3473, doi. 10.1007/s10614-024-10567-8
- By:
- Publication type:
- Article
Developing Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3407, doi. 10.1007/s10614-024-10566-9
- By:
- Publication type:
- Article
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3353, doi. 10.1007/s10614-024-10564-x
- By:
- Publication type:
- Article
Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3447, doi. 10.1007/s10614-024-10563-y
- By:
- Publication type:
- Article
Market Ecology: Trading Strategies and Market Volatility.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3333, doi. 10.1007/s10614-024-10562-z
- By:
- Publication type:
- Article
Monetary Policy and the Evolution of Wealth Disparity: An Assessment Using US Survey of Consumer Finance Data.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3509, doi. 10.1007/s10614-024-10560-1
- By:
- Publication type:
- Article
Engineering Optimal Cooperation Levels with Prosocial Autonomous Agents in Hybrid Human-Agent Populations: An Agent-Based Modeling Approach.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3317, doi. 10.1007/s10614-024-10559-8
- By:
- Publication type:
- Article
Recalculate Without Recomputing.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3279, doi. 10.1007/s10614-024-10558-9
- By:
- Publication type:
- Article
Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3243, doi. 10.1007/s10614-024-10557-w
- By:
- Publication type:
- Article
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3181, doi. 10.1007/s10614-024-10553-0
- By:
- Publication type:
- Article
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3295, doi. 10.1007/s10614-024-10550-3
- By:
- Publication type:
- Article
Forecasting House Prices through Credit Conditions: A Bayesian Approach.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3381, doi. 10.1007/s10614-023-10542-9
- By:
- Publication type:
- Article
Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3161, doi. 10.1007/s10614-023-10537-6
- By:
- Publication type:
- Article
Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3207, doi. 10.1007/s10614-023-10526-9
- By:
- Publication type:
- Article
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3543, doi. 10.1007/s10614-023-10510-3
- By:
- Publication type:
- Article