In this paper, we design and apply the Long Short-Term Memory (LSTM) neural network approach to predict several financial classes’ time series under COVID-19 pandemic crisis period. We use the S&P GSCI commodity indices and their sub-indices and consider the stock market indices for different...

Purpose The objective of this paper is twofold. First, to study the safe-haven characteristic of the Islamic stock indexes and Ṣukūk during the crises time. Second, to evaluate this property in the last pandemic. This study employs the daily dataset from June 15, 2015, to June 15, 2020, for...