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Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: International review of financial analysis 94 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
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Prediction of realized volatility and implied volatility indices using AI and machine learning : a review
Gunnarsson, Elias Søvik; Isern, Håkon Ramon; … - In: International review of financial analysis 93 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014543698
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Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo; Wang, Chenlu; Zhang, Hongwei - In: International review of financial analysis 89 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
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Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014446911
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Inflation prediction in emerging economies : machine learning and FX reserves integration for enhanced forecasting
Mirza, Nawazish; Rizvi, Kumail Abbas; Naqvi, Bushra; … - In: International review of financial analysis 94 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014543932
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When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim; Muhammad Shafiullah; Naeem, Muhammad Abubakr - In: International review of financial analysis 93 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
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Detecting stock market manipulation via machine learning : evidence from China Securities Regulatory Commission punishment cases
Liu, Qingbai; Wang, Chuanjie; Zhang, Ping; Zheng, Kaixin - In: International review of financial analysis 78 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013252477
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Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie; Ma, Feng; Xu, Jin; Zhang, Zehui - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
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Machine learning approaches to forecasting cryptocurrency volatility : considering internal and external determinants
Wang, Yijun; Andreeva, Galina; Martin-Barragan, Belen - In: International review of financial analysis 90 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014468797
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Who is unhappy for Brexit? : a machine-learning, agent-based study on financial instability
Polyzos, Stathis; Samitas, Aristeidis; Katsaiti, … - In: International review of financial analysis 72 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012437347