Dynamic Portfolio Return Classification Using Price-Aware Logistic Regression.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 11, p. 1885, doi. 10.3390/math13111885
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- Publication type:
- Article
Works matching DE "HANG Seng Index"
Results: 44
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Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities.
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- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2148366
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- Article
3
The impacts of audit committee expertise on real earnings management: Evidence from Hong Kong.
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- Cogent Business & Management, 2022, v. 9, n. 1, p. 1, doi. 10.1080/23311975.2022.2126124
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- Article
4
Sparse minimax portfolio and Sharpe ratio models.
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- Journal of Industrial & Management Optimization, 2022, v. 18, n. 5, p. 3247, doi. 10.3934/jimo.2021111
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- Article
5
Evolution of financial network through non-linear coupling of time series.
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- Logic Journal of the IGPL, 2020, v. 28, n. 2, p. 248, doi. 10.1093/jigpal/jzy049
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- Article
6
The Impact of Foreign Stock Market Indices on Predictions Volatility of the WIG20 Index Rates of Return Using Neural Networks.
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- Computational Economics, 2025, v. 65, n. 5, p. 2761, doi. 10.1007/s10614-024-10662-w
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- Article
7
Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets.
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- Computational Economics, 2024, v. 64, n. 6, p. 3207, doi. 10.1007/s10614-023-10526-9
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- Article
8
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network.
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- Computational Economics, 2022, v. 59, n. 4, p. 1557, doi. 10.1007/s10614-021-10136-3
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- Article
9
A Mixture Autoregressive Model Based on an Asymmetric Exponential Power Distribution.
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- Axioms (2075-1680), 2023, v. 12, n. 2, p. 196, doi. 10.3390/axioms12020196
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- Publication type:
- Article
10
Stock Market Volatility Estimation: A Case Study of the Hang Seng Index.
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- International Journal of Advanced Computer Science & Applications, 2024, v. 15, n. 5, p. 232, doi. 10.14569/ijacsa.2024.0150524
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- Article
11
ON THE DYNAMIC RELATIONSHIPS BETWEEN THE HOUSING MARKET, STOCK MARKET AND MACROECONOMIC VARIABLES IN HONG KONG.
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- Journal of Prediction Markets, 2022, v. 16, n. 2, p. 101, doi. 10.5750/jpm.v16i2.1948
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- Article
12
Jump Risk Contagion Under Regime Switching: An Empirical Analysis Based on the CSI 300 Index and the Hang Seng Index.
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- Discrete Dynamics in Nature & Society, 2024, v. 2024, p. 1, doi. 10.1155/2024/2572156
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- Article
13
Research on Stock Index Prediction Based on the Spatiotemporal Attention BiLSTM Model.
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- Mathematics (2227-7390), 2024, v. 12, n. 18, p. 2812, doi. 10.3390/math12182812
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- Publication type:
- Article
14
A Synergistic Multi-Objective Evolutionary Algorithm with Diffusion Population Generation for Portfolio Problems.
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- Mathematics (2227-7390), 2024, v. 12, n. 9, p. 1368, doi. 10.3390/math12091368
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- Article
15
Time-Varying Causalities in Prices and Volatilities between the Cross-Listed Stocks in Chinese Mainland and Hong Kong Stock Markets.
- Published in:
- Mathematics (2227-7390), 2022, v. 10, n. 4, p. N.PAG, doi. 10.3390/math10040571
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- Article
16
To assess the multiperiod market risk with deep learning method taking the boosting additive quantile regression as an example.
- Published in:
- Computational Intelligence, 2022, v. 38, n. 1, p. 216, doi. 10.1111/coin.12456
- Publication type:
- Article
17
Deep Convolutional Transformer Network for Stock Movement Prediction.
- Published in:
- Electronics (2079-9292), 2024, v. 13, n. 21, p. 4225, doi. 10.3390/electronics13214225
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- Article
18
A multivariate cointegration time series model and its applications in analysing stock markets in China.
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- Economic Research-Ekonomska Istrazivanja, 2020, v. 33, n. 1, p. 698, doi. 10.1080/1331677X.2020.1711792
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- Article
19
Probability weighting functions obtained from Hong Kong index option market.
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- Economic Research-Ekonomska Istrazivanja, 2019, v. 32, n. 1, p. 1922, doi. 10.1080/1331677X.2019.1638285
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- Publication type:
- Article
20
Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models.
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- Canadian Journal of Statistics, 2021, v. 49, n. 4, p. 1152, doi. 10.1002/cjs.11614
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- Article
21
Integration of Nifty 50 with Select Global Indices: Post Pandemic -- An Empirical Evidence.
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- International Journal of Financial Management, 2024, v. 14, n. 3, p. 21, doi. 10.21863/ijfm/2024.14.3.003
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- Publication type:
- Article
22
The Impact of ESG Rating on Hedging Downside Risks: Evidence from a Weight-Tilted Hang Seng Index.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 2, p. 57, doi. 10.3390/jrfm17020057
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- Article
23
Simulating Multi-Asset Classes Prices Using Wasserstein Generative Adversarial Network: A Study of Stocks, Futures and Cryptocurrency.
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- Journal of Risk & Financial Management, 2022, v. 15, n. 1, p. 26, doi. 10.3390/jrfm15010026
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- Article
24
Sparse index tracking using sequential Monte Carlo.
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- Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353
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- Article
25
On a buffered threshold autoregressive stochastic volatility model.
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- Applied Stochastic Models in Business & Industry, 2022, v. 38, n. 6, p. 974, doi. 10.1002/asmb.2689
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- Article
26
The Financial Risk Measurement EVaR Based on DTARCH Models.
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- Entropy, 2023, v. 25, n. 8, p. 1204, doi. 10.3390/e25081204
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- Publication type:
- Article
27
Dynamic Banking Systemic Risk Accumulation under Multiple-Risk Exposures.
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- Entropy, 2022, v. 24, n. 12, p. 1848, doi. 10.3390/e24121848
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- Publication type:
- Article
28
A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model.
- Published in:
- Entropy, 2021, v. 23, n. 4, p. 484, doi. 10.3390/e23040484
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- Publication type:
- Article
29
Composite Multiscale Partial Cross-Sample Entropy Analysis for Quantifying Intrinsic Similarity of Two Time Series Affected by Common External Factors.
- Published in:
- Entropy, 2020, v. 22, n. 9, p. 1003, doi. 10.3390/e22091003
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- Publication type:
- Article
30
Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2022, v. 26, n. 5, p. 723, doi. 10.1515/snde-2021-0032
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- Article
31
Forecasting China's stock market risk under the background of the Stock Connect programs.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2024, v. 28, n. 3, p. 2483, doi. 10.1007/s00500-023-08496-z
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- Article
32
Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy.
- Published in:
- Risks, 2022, v. 10, n. 12, p. 223, doi. 10.3390/risks10120223
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- Publication type:
- Article
33
A risk analysis of step-down equity-linked securities based on regime-switching copula.
- Published in:
- Communications for Statistical Applications & Methods, 2020, v. 27, n. 1, p. 79, doi. 10.29220/CSAM.2020.27.1.079
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- Publication type:
- Article
34
On robust estimation of hidden semi-Markov regime-switching models.
- Published in:
- Annals of Operations Research, 2024, v. 338, n. 2/3, p. 1049, doi. 10.1007/s10479-024-05989-4
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- Publication type:
- Article
35
Investor behavior and weather factors: evidences from Asian region.
- Published in:
- Annals of Operations Research, 2021, v. 299, n. 1/2, p. 349, doi. 10.1007/s10479-019-03335-7
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- Publication type:
- Article
36
Comparative Volatility Analysis of USA and China Stock Market Indices using GARCH Family Models.
- Published in:
- Revista de Stiinte Politice / Revue des Sciences Politiques, 2024, n. 83, p. 108
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- Publication type:
- Article
37
Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty.
- Published in:
- Discrete Dynamics in Nature & Society, 2021, p. 1, doi. 10.1155/2021/5095467
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- Publication type:
- Article
38
Option hedging using LSTM-RNN: an empirical analysis.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 10, p. 1753, doi. 10.1080/14697688.2021.1905171
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- Publication type:
- Article
39
A hybrid model integrating long short-term memory with adaptive genetic algorithm based on individual ranking for stock index prediction.
- Published in:
- PLoS ONE, 2022, v. 17, n. 8, p. 1, doi. 10.1371/journal.pone.0272637
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- Publication type:
- Article
40
不动产投资信托基金风险宏观经济影响因素分析.
- Published in:
- Journal of Beijing University of Civil Engineering & Architecture, 2022, v. 38, n. 4, p. 103, doi. 10.19740/j.2096-9872.2022.04.14
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- Publication type:
- Article
41
The impacts of business ethics and diversity on ESG disclosure: Evidence from Hong Kong.
- Published in:
- Journal of Corporate Accounting & Finance (Wiley), 2023, v. 34, n. 4, p. 208, doi. 10.1002/jcaf.22644
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- Publication type:
- Article
42
Audit committee financial expertise, accrual, and real earnings management.
- Published in:
- Journal of Corporate Accounting & Finance (Wiley), 2022, v. 33, n. 3, p. 102, doi. 10.1002/jcaf.22552
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- Publication type:
- Article
43
Time‐Series Forecasting Using SVMD‐LSTM: A Hybrid Approach for Stock Market Prediction.
- Published in:
- Journal of Probability & Statistics, 2025, v. 2025, p. 1, doi. 10.1155/jpas/9464938
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- Publication type:
- Article
44
Action-specialized expert ensemble trading system with extended discrete action space using deep reinforcement learning.
- Published in:
- PLoS ONE, 2020, v. 15, n. 7, p. 1, doi. 10.1371/journal.pone.0236178
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- Publication type:
- Article