Stock Price Prediction with Heavy-Tailed Distribution Time-Series Generation Based on WGAN-BiLSTM.
- Published in:
- Computational Economics, 2025, v. 65, n. 3, p. 1775, doi. 10.1007/s10614-024-10639-9
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Works matching IS 09277099 AND DT 2025 AND VI 65 AND IP 3
Results: 22
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Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning.
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- Computational Economics, 2025, v. 65, n. 3, p. 1617, doi. 10.1007/s10614-024-10618-0
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Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market: Monitoring the Dynamic Networks of Stock Returns...: E. F. Touli et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1741, doi. 10.1007/s10614-024-10616-2
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Analysis of Frequent Trading Effects of Various Machine Learning Models.
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- Computational Economics, 2025, v. 65, n. 3, p. 1707, doi. 10.1007/s10614-024-10611-7
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Greymodels: A Shiny Package for Grey Forecasting Models in R: Greymodels: A Shiny...: J.Havisha, A.E.F.S. Aslam.
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- Computational Economics, 2025, v. 65, n. 3, p. 1549, doi. 10.1007/s10614-024-10610-8
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Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis: Stock Market Efficiency of the BRICS Countries: S. Moudud-Ul-Huq, M. S. Rahman.
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- Computational Economics, 2025, v. 65, n. 3, p. 1643, doi. 10.1007/s10614-024-10607-3
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Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity: Going a Step Deeper Down the Rabbit Hole...: T. Lazebnik.
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- Computational Economics, 2025, v. 65, n. 3, p. 1759, doi. 10.1007/s10614-024-10606-4
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Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets.
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- Computational Economics, 2025, v. 65, n. 3, p. 1479, doi. 10.1007/s10614-024-10604-6
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A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks: A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data...: M. A. Sahil.
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- Computational Economics, 2025, v. 65, n. 3, p. 1373, doi. 10.1007/s10614-024-10603-7
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Can Machine Learning Explain Alpha Generated by ESG Factors?
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- Computational Economics, 2025, v. 65, n. 3, p. 1457, doi. 10.1007/s10614-024-10602-8
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Stackelberg Solutions in an Opinion Dynamics Game with Stubborn Agents: Stackelberg Solutions in an Opinion...: Y. Kareeva et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1397, doi. 10.1007/s10614-024-10601-9
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A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting: A novel hybrid model by integrating...: Y. Zhang et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1341, doi. 10.1007/s10614-024-10599-0
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A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function: A Bayesian Time-Varying Coefficient Model...: J. Choi et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1429, doi. 10.1007/s10614-024-10598-1
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Brazilian Selic Rate Forecasting with Deep Neural Networks: Brazilian Selic Rate Forecasting with Deep Neural Networks: R. Moreira et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1319, doi. 10.1007/s10614-024-10597-2
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The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics: The Art of Temporal Approximation: An Investigation...: K. Eslami, T. Phelan.
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- Computational Economics, 2025, v. 65, n. 3, p. 1505, doi. 10.1007/s10614-024-10596-3
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Can Text-Based Statistical Models Reveal Impending Banking Crises?
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- Computational Economics, 2025, v. 65, n. 3, p. 1265, doi. 10.1007/s10614-024-10594-5
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Applying Machine Learning Algorithms to Predict the Size of the Informal Economy: Applying Machine Learning Algorithms to Predict...: J. Felix et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1169, doi. 10.1007/s10614-024-10593-6
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Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model: Unleashing the Potential of Mixed Frequency Data...: H. An, B. Tian.
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- Computational Economics, 2025, v. 65, n. 3, p. 1567, doi. 10.1007/s10614-024-10592-7
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Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm: Determinants and Pathways for Inclusive Growth in China...: S. Fan et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1231, doi. 10.1007/s10614-024-10591-8
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Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices: Calibration of Local Volatility...: C. Yoo et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1147, doi. 10.1007/s10614-024-10590-9
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21
Prediction and Allocation of Stocks, Bonds, and REITs in the US Market.
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- Computational Economics, 2025, v. 65, n. 3, p. 1191, doi. 10.1007/s10614-024-10589-2
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Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine.
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- Computational Economics, 2025, v. 65, n. 3, p. 1299, doi. 10.1007/s10614-024-10554-z
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