What drives liquidity in the Chinese credit bond markets?
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100139
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- Publication type:
- Article
Works matching IS 24059188 AND DT 2024 AND VI 10
Results: 24
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Time-mixing and feature-mixing modelling for realized volatility forecast: Evidence from TSMixer model.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100143
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- Publication type:
- Article
3
Technical patterns and news sentiment in stock markets.
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- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100145
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- Publication type:
- Article
4
Tail-driven portfolios: Unveiling financial contagion and enhancing risk management.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100142
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- Publication type:
- Article
5
Revising data collection methodology - evidence from the Australian financial sector.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100131
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- Publication type:
- Article
6
Research on credit card default repayment prediction model.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100136
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- Publication type:
- Article
7
Reinforcement prompting for financial synthetic data generation.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100137
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- Publication type:
- Article
8
Learning from AI-Finance: A selected synopsis.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2025.100152
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- Publication type:
- Article
9
Post notes of 2024 ABFER-JFDS conference on AI and FinTech.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2025.100154
- Publication type:
- Article
10
Paper discussion at the 2024 ABFER-JFDS Conference on AI and FinTech.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2025.100153
- Publication type:
- Article
11
Machine learning private equity returns.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100141
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- Publication type:
- Article
12
Liquidity risk analysis via drawdown-based measures.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100138
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- Publication type:
- Article
13
Overlooked biases from misidentifications of causal structures.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100127
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- Publication type:
- Article
14
Investigating the relationship between processes and profit: A work-based assessment of process used in Australian financial planning firms.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100128
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- Publication type:
- Article
15
NFT price and sales characteristics prediction by transfer learning of visual attributes.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100148
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- Publication type:
- Article
16
Explicit formulae for the valuation of European options with price impacts.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100133
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- Publication type:
- Article
17
Do commodity prices matter for global systemic risk? Evidence from ML variable selection.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100144
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- Publication type:
- Article
18
Detecting Hawala network for money laundering by graph mining.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100147
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- Publication type:
- Article
19
China's GDP at risk: The role of housing prices.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100140
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- Publication type:
- Article
20
Interpretable machine learning model for predicting activist investment targets.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100146
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- Publication type:
- Article
21
CPC-SAX: Data mining of financial chart patterns with symbolic aggregate approXimation and instance-based multilabel classification.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100132
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- Publication type:
- Article
22
Corrigendum to "Topological tail dependence: evidence from forecasting realized volatility" [The Journal of Finance and Data Science 9 (2023) 100107].
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100135
- Publication type:
- Article
23
Deep unsupervised anomaly detection in high-frequency markets.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100129
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- Publication type:
- Article
24
Cluster-based regression using variational inference and applications in financial forecasting.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100130
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- Publication type:
- Article