Works matching IS 09277099 AND DT 2024 AND VI 64 AND IP 5
Results: 20
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization.
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- Computational Economics, 2024, v. 64, n. 5, p. 3027, doi. 10.1007/s10614-024-10556-x
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Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model.
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- Computational Economics, 2024, v. 64, n. 5, p. 3117, doi. 10.1007/s10614-024-10555-y
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The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity.
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- Computational Economics, 2024, v. 64, n. 5, p. 2909, doi. 10.1007/s10614-024-10552-1
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Option Pricing and Local Volatility Surface by Physics-Informed Neural Network.
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- Computational Economics, 2024, v. 64, n. 5, p. 3143, doi. 10.1007/s10614-024-10551-2
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China's business cycle forecasting: a machine learning approach.
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- Computational Economics, 2024, v. 64, n. 5, p. 2783, doi. 10.1007/s10614-024-10549-w
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Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020.
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- Computational Economics, 2024, v. 64, n. 5, p. 3087, doi. 10.1007/s10614-024-10548-x
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Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach.
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- Computational Economics, 2024, v. 64, n. 5, p. 2853, doi. 10.1007/s10614-024-10547-y
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Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study.
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- Computational Economics, 2024, v. 64, n. 5, p. 3049, doi. 10.1007/s10614-023-10545-6
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Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index.
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- Computational Economics, 2024, v. 64, n. 5, p. 2935, doi. 10.1007/s10614-023-10544-7
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Determinants of Nonperforming Loans: A Global Data Analysis.
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- Computational Economics, 2024, v. 64, n. 5, p. 2695, doi. 10.1007/s10614-023-10543-8
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Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters.
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- Computational Economics, 2024, v. 64, n. 5, p. 2717, doi. 10.1007/s10614-023-10539-4
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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.
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- Computational Economics, 2024, v. 64, n. 5, p. 2981, doi. 10.1007/s10614-023-10538-5
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Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation.
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- Computational Economics, 2024, v. 64, n. 5, p. 2641, doi. 10.1007/s10614-023-10535-8
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Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model.
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- Computational Economics, 2024, v. 64, n. 5, p. 2605, doi. 10.1007/s10614-023-10534-9
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The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins.
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- Computational Economics, 2024, v. 64, n. 5, p. 2663, doi. 10.1007/s10614-023-10532-x
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A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics.
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- Computational Economics, 2024, v. 64, n. 5, p. 2747, doi. 10.1007/s10614-023-10525-w
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Learning Bermudans.
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- Computational Economics, 2024, v. 64, n. 5, p. 2813, doi. 10.1007/s10614-023-10517-w
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Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach.
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- Computational Economics, 2024, v. 64, n. 5, p. 2685, doi. 10.1007/s10614-023-10516-x
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Cryptocurrency Exchange Simulation.
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- Computational Economics, 2024, v. 64, n. 5, p. 2585, doi. 10.1007/s10614-023-10495-z
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- Article
Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model.
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- Computational Economics, 2024, v. 64, n. 5, p. 2879, doi. 10.1007/s10614-023-10468-2
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