Long-memory models are frequently used in finance and other fields to capture long-range dependence in time series data. However, correctly identifying whether a process has long memory is crucial. This paper highlights a significant limitation in using the sample autocorrelation function (ACF)...

This paper aims to discuss the current state of Google Trends as a useful tool for fashion consumer analytics, show the importance of being able to forecast fashion consumer trends and then presents a univariate forecast evaluation of fashion consumer Google Trends to motivate more academic...

As technology continues to revolutionise today’s economy, Big Data, Blockchain and Cryptocurrency are rapidly transforming themselves into mainstream functions within the financial services industry. This book examines each concept individually, analysing the opportunities and challenges they...