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Forecasting the Artificial Intelligence index returns : a hybrid approach
Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012692569
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A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting
Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-23
Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability, and the development of the artificial intelligence industry. To provide investors with a more reliable reference in terms of artificial intelligence index investment,...
Persistent link: https://www.econbiz.de/10014289091
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 6, pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
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Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan; Marfatia, Hardik A.; Pierdzioch, Christian; … - In: The journal of real estate finance and economics 64 (2022) 4, pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
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Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
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Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan; Gupta, Rangan; Pienaar, Daniel; … - In: Energy economics 114 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016
Persistent link: https://www.econbiz.de/10011541711
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Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Asgharian, Hossein - 2020
correlation, but UK EPU shocks only affect its own long-run variance. The results are consistent when we include more countries in … correlation, even after accounting for a number of alternative uncertainty measures, and that it performs better out …
Persistent link: https://www.econbiz.de/10012855094
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Presidential Cycles and Time-Varying Bond-Stock Market Correlations : Evidence from More than Two Centuries of Data
Demirer, Riza - 2018
.S. stock and government bond returns over the historical period of 1791:09-2017:12. Utilizing a dynamic conditional correlation …
Persistent link: https://www.econbiz.de/10012925166