Lehman Brothers' failure in 2008 demonstrated the importance of understanding interconnectedness in interbank networks. The interbank market plays a significant role in facilitating market liquidity and providing short-term funding for each other to smooth liquidity shortages. Knowing the...

Machine learning (ML) is a new-age thriving technology, which facilitates computers to read and interpret from the previously present data automatically. It makes use of multiple algorithms to build models, mathematical in nature, and then makes predictions for the new data using the past data...

Although appealing from a theoretical point of view, empirical assessments of dynamic portfolio optimizations in a mean-variance framework often fail to reach the high expectations set forth by analytical evaluations. A major reason for this shortfall is the imprecise estimation of asset moments...

Assistant Conversational Agents (chatbots) are becoming increasingly complex and sophisticated since they are enabled to understand and respond to human language. Chatbots have varying organizational functions, from customer support to personal assistance, and have dominated the digital market...

The synchronicity effect between the financial market and online response for time-series forecasting is an important task with wide applications. This study combines data from the Baidu index (BDI), Google trends (GT), and transfer entropy (TE) to forecast a wide range of futures prices with a...

Forecasting changes in stock prices is extremely challenging given that numerous factors cause these prices to fuctuate. The random walk hypothesis and efcient market hypothesis essentially state that it is not possible to systematically, reliably predict future stock prices or forecast changes...

Goods and services are sold through social media by individuals not authorized as legitimate dealers, resulting in lost taxes and customs duties to governments. This study proposes a model called SHIELD for detecting these violations through unstructured data in social media. The process...