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China futures price forecasting based on online search and information transfer

Liang, Jingyi; Jia, Guozhu - In: Data science and management : DSM 5 (2022) 4, pp. 187-198

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...

Persistent link: https://www.econbiz.de/10014517977

Forecasting volatility of stock indices with ARCH model

Alam, Md. Zahangir; Siddikee, Md. Noman; Masukujjaman, Md. - In: International journal of financial research 4 (2013) 2, pp. 126-143

Persistent link: https://www.econbiz.de/10010205105

Predicting the volatility of the Russell 3000 stock index

Xiao, Bing - In: International journal of financial research 7 (2016) 4, pp. 18-28

Persistent link: https://www.econbiz.de/10011578780

Modelling and forecasting volatility for BSE and NSE stock index : linear vs. nonlinear approach

Shanthi, A.; Thamilselvan, R. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 4, pp. 363-380

Persistent link: https://www.econbiz.de/10012153148

Robust value-at-risk forecasting of Karachi Stock Exchange

Iqbal, Farhat - In: Afro-Asian Journal of Finance and Accounting : AAJFA 7 (2017) 2, pp. 130-146

Persistent link: https://www.econbiz.de/10011748632

Forecasting stock index price using the CEEMDAN-LSTM model

Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822188

Multistep forecast of the implied volatility surface using deep learning

Medvedev, Nikita; Wang, Zhiguang - In: The journal of futures markets 42 (2022) 4, pp. 645-667

Persistent link: https://www.econbiz.de/10013187579

A CNN-LSTM stock prediction model based on genetic algorithm optimization

Baek, Heon - In: Asia Pacific financial markets 31 (2024) 2, pp. 205-220

Persistent link: https://www.econbiz.de/10014548357

Multi-factor RFG-LSTM algorithm for stock sequence predicting

Su, Zhi; Xie, Heliang; Han, Lu - In: Computational economics 57 (2021) 4, pp. 1041-1058

Persistent link: https://www.econbiz.de/10012543252

Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee

Gupta, Sanjeev; Kashyap, Sachin - In: Journal of modelling in management 11 (2016) 2, pp. 389-404

Persistent link: https://www.econbiz.de/10011529491