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
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2024 AND VI 64 AND IP 6
Results: 20
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Estimation of Models for Stock Returns.
- Published in:
- Computational Economics, 2024, v. 64, n. 6, p. 3577, doi. 10.1007/s10614-024-10580-x
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- Article
3
Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War.
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- Computational Economics, 2024, v. 64, n. 6, p. 3555, doi. 10.1007/s10614-024-10573-w
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- Article
4
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
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- Publication type:
- Article
5
A General and Efficient Method for Solving Regime-Switching DSGE Models.
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- Computational Economics, 2024, v. 64, n. 6, p. 3645, doi. 10.1007/s10614-024-10570-z
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- Publication type:
- Article
6
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
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- Publication type:
- Article
7
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
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- Publication type:
- Article
8
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
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- Article
9
Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets.
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- Computational Economics, 2024, v. 64, n. 6, p. 3447, doi. 10.1007/s10614-024-10563-y
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- Publication type:
- Article
10
Market Ecology: Trading Strategies and Market Volatility.
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- Computational Economics, 2024, v. 64, n. 6, p. 3333, doi. 10.1007/s10614-024-10562-z
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- Publication type:
- Article
11
Monetary Policy and the Evolution of Wealth Disparity: An Assessment Using US Survey of Consumer Finance Data.
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- Computational Economics, 2024, v. 64, n. 6, p. 3509, doi. 10.1007/s10614-024-10560-1
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- Publication type:
- Article
12
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
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- Publication type:
- Article
13
Recalculate Without Recomputing.
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- Computational Economics, 2024, v. 64, n. 6, p. 3279, doi. 10.1007/s10614-024-10558-9
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- Publication type:
- Article
14
Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method.
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- Computational Economics, 2024, v. 64, n. 6, p. 3243, doi. 10.1007/s10614-024-10557-w
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- Publication type:
- Article
15
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
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- Publication type:
- Article
16
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
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- Article
17
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
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- Publication type:
- Article
18
Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach.
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- Computational Economics, 2024, v. 64, n. 6, p. 3161, doi. 10.1007/s10614-023-10537-6
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- Publication type:
- Article
19
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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- Publication type:
- Article
20
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
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- Publication type:
- Article