Forecast the role of GCC financial stress on oil market and GCC financial markets using convolutional neural networks
Year of publication: |
2023
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Authors: | Mezghani, Taicir ; Abbes, Mouna Boujelbène |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 30.2023, 3, p. 505-530
|
Subject: | 1D-CNN approach and portfolio optimization | Covid-19 crisis | GCC financial stress | GCC stock–bond market returns | Oil shocks | Arabische Golf-Staaten | Gulf countries | Ölpreis | Oil price | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Neuronale Netze | Neural networks | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Coronavirus |
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