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Exploiting financial news and social media opinions for stock market analysis using MCMC Bayesian inference
Maragoudakis, Manolis; Serpanos, Dimitrios N. - In: Computational economics 47 (2016) 4, pp. 589-622
Persistent link: https://www.econbiz.de/10011712481
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Does joint modelling of the world economy pay off? : evaluating global forecasts from a Bayesian GVAR
Dovern, Jonas; Feldkircher, Martin; Huber, Florian - In: Journal of economic dynamics & control 70 (2016), pp. 86-100
Persistent link: https://www.econbiz.de/10011708641
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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu; Karlsson, Hyunjoo Kim - In: Computational economics 61 (2023) 4, pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
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Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret; Fieberg, Christian; Metko, Daniel; … - In: Journal of economic dynamics & control 155 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
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Do gas price and uncertainty indices forecast crude oil prices? : fresh evidence through XGBoost modeling
Tissaoui, Kais; Zaghdoudi, Taha; Hakimi, Abdelaziz; … - In: Computational economics 62 (2023) 2, pp. 663-687
Persistent link: https://www.econbiz.de/10014382756
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Prophet‑LSTM‑BP ensemble carbon trading price prediction model
Meng, Fansheng; Dou, Rong - In: Computational economics 63 (2024) 5, pp. 1805-1825
Persistent link: https://www.econbiz.de/10014549439
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Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian - In: Computational economics 64 (2024) 1, pp. 487-513
Persistent link: https://www.econbiz.de/10015078039
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Optimal prediction periods for new and old volatility indexes in USA and German markets
Giner, Javier; Morini, Sandra; Rosillo, Rafael - In: Computational economics 47 (2016) 4, pp. 527-549
Persistent link: https://www.econbiz.de/10011712458