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Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices

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Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading

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In recent years, Bitcoin has received substantial attention as potentially high-earning investment. However, its volatile price movement exhibits great financial risks. Therefore, how to accurately predict and capture changing trends in the Bitcoin market is of substantial importance to...

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The role of news sentiment in oil futures returns and volatility forecasting : data-decomposition based deep learning approach

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Algorithms comparison on intraday index return prediction : evidence from China

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Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks

Li, Xiaoyue; Uysal, A. Sinem; Mulvey, John M. - In: European journal of operational research : EJOR 299 (2022) 3, pp. 1158-1176

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Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market

Jian, Zhihong; Li, Xupei; Zhu, Zhican - In: Pacific-Basin finance journal 64 (2020), pp. 1-14

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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models

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Battle damage-oriented spare parts forecasting method based on wartime influencing factors analysis and ε-support vector regression

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Do economic policy uncertainty and its components predict China's housing returns?

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