Guardado en:
| Autores principales: | James, Nick, Menzies, Max |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2403.15163 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Portfolio diversification with varying investor abilities
por: James, Nick, et al.
Publicado: (2023)
por: James, Nick, et al.
Publicado: (2023)
Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
por: James, Nick, et al.
Publicado: (2024)
por: James, Nick, et al.
Publicado: (2024)
Dynamic graph neural networks for enhanced volatility prediction in financial markets
por: Kumar, Pulikandala Nithish, et al.
Publicado: (2024)
por: Kumar, Pulikandala Nithish, et al.
Publicado: (2024)
Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
por: Mounira, Chniguir, et al.
Publicado: (2023)
por: Mounira, Chniguir, et al.
Publicado: (2023)
Tracing the temporal evolution of clusters in a financial stock market
por: Arratia, Argimiro, et al.
Publicado: (2011)
por: Arratia, Argimiro, et al.
Publicado: (2011)
A three-step machine learning approach to predict market bubbles with financial news
por: Atsiwo, Abraham
Publicado: (2025)
por: Atsiwo, Abraham
Publicado: (2025)
Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
por: Takaishi, Tetsuya
Publicado: (2025)
por: Takaishi, Tetsuya
Publicado: (2025)
Systematic comparison of deep generative models applied to multivariate financial time series
por: Caulfield, Howard, et al.
Publicado: (2024)
por: Caulfield, Howard, et al.
Publicado: (2024)
Combining supervised and unsupervised learning methods to predict financial market movements
por: Palma, Gabriel Rodrigues, et al.
Publicado: (2024)
por: Palma, Gabriel Rodrigues, et al.
Publicado: (2024)
Workplace sustainability or financial resilience? Composite-financial resilience index
por: Daadmehr, Elham
Publicado: (2024)
por: Daadmehr, Elham
Publicado: (2024)
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
por: Achitouv, Ixandra, et al.
Publicado: (2024)
por: Achitouv, Ixandra, et al.
Publicado: (2024)
Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
por: Liu, Beier, et al.
Publicado: (2024)
por: Liu, Beier, et al.
Publicado: (2024)
Chain-structured neural architecture search for financial time series forecasting
por: Levchenko, Denis, et al.
Publicado: (2024)
por: Levchenko, Denis, et al.
Publicado: (2024)
Modelling financial volume curves with hierarchical Poisson processes
por: Heaukulani, Creighton, et al.
Publicado: (2024)
por: Heaukulani, Creighton, et al.
Publicado: (2024)
An empirical study of market risk factors for Bitcoin
por: Singh, Shubham
Publicado: (2024)
por: Singh, Shubham
Publicado: (2024)
Considerations on the use of financial ratios in the study of family businesses
por: Escaramís, Geòrgia, et al.
Publicado: (2025)
por: Escaramís, Geòrgia, et al.
Publicado: (2025)
Copula estimation for nonsynchronous financial data
por: Chakrabarti, Arnab, et al.
Publicado: (2019)
por: Chakrabarti, Arnab, et al.
Publicado: (2019)
Mechanisms of information communication and market price movements. The case of SP 500 market
por: Ivanova, Inga, et al.
Publicado: (2025)
por: Ivanova, Inga, et al.
Publicado: (2025)
Probabilistic models and statistics for electronic financial markets in the digital age
por: Bibinger, Markus
Publicado: (2024)
por: Bibinger, Markus
Publicado: (2024)
Stress index strategy enhanced with financial news sentiment analysis for the equity markets
por: Lefort, Baptiste, et al.
Publicado: (2024)
por: Lefort, Baptiste, et al.
Publicado: (2024)
Dynamical analysis of financial stocks network: improving forecasting using network properties
por: Achitouv, Ixandra
Publicado: (2024)
por: Achitouv, Ixandra
Publicado: (2024)
Longitudinal market structure detection using a dynamic modularity-spectral algorithm
por: Wirth, Philipp, et al.
Publicado: (2024)
por: Wirth, Philipp, et al.
Publicado: (2024)
Modelling financial returns with mixtures of generalized normal distributions
por: Duttilo, Pierdomenico
Publicado: (2024)
por: Duttilo, Pierdomenico
Publicado: (2024)
Strong denoising of financial time-series
por: Feiler, Matthias J.
Publicado: (2024)
por: Feiler, Matthias J.
Publicado: (2024)
Multifractality and its sources in the digital currency market
por: Drożdż, Stanisław, et al.
Publicado: (2025)
por: Drożdż, Stanisław, et al.
Publicado: (2025)
Visibility graphs can make money in financial markets
por: Rak, Rafał
Publicado: (2026)
por: Rak, Rafał
Publicado: (2026)
Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
por: Gerlach, Richard, et al.
Publicado: (2025)
por: Gerlach, Richard, et al.
Publicado: (2025)
Correlations versus noise in the NFT market
por: Wątorek, Marcin, et al.
Publicado: (2024)
por: Wątorek, Marcin, et al.
Publicado: (2024)
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
por: Žignić, Lucija, et al.
Publicado: (2024)
por: Žignić, Lucija, et al.
Publicado: (2024)
Complex network analysis of cryptocurrency market during crashes
por: Mukhia, Kundan, et al.
Publicado: (2024)
por: Mukhia, Kundan, et al.
Publicado: (2024)
Stock market forecasting using DRAGAN and feature matching
por: Nejad, Fateme Shahabi, et al.
Publicado: (2023)
por: Nejad, Fateme Shahabi, et al.
Publicado: (2023)
Matrix H-theory approach to stock market fluctuations
por: de Moraes, Luan M. T., et al.
Publicado: (2025)
por: de Moraes, Luan M. T., et al.
Publicado: (2025)
Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
por: Nzokem, Aubain, et al.
Publicado: (2024)
por: Nzokem, Aubain, et al.
Publicado: (2024)
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
por: Yang, Yan-Hong, et al.
Publicado: (2023)
por: Yang, Yan-Hong, et al.
Publicado: (2023)
Quantum generative modeling for financial time series with temporal correlations
por: Dechant, David, et al.
Publicado: (2025)
por: Dechant, David, et al.
Publicado: (2025)
Macroscopic properties of equity markets: stylized facts and portfolio performance
por: Campbell, Steven, et al.
Publicado: (2024)
por: Campbell, Steven, et al.
Publicado: (2024)
Entropic signatures of market response under concentrated policy communication
por: Drzazga-Szczȩśniak, Ewa A., et al.
Publicado: (2026)
por: Drzazga-Szczȩśniak, Ewa A., et al.
Publicado: (2026)
Scaling and shape of financial returns distributions modeled as conditionally independent random variables
por: Larralde, Hernán, et al.
Publicado: (2025)
por: Larralde, Hernán, et al.
Publicado: (2025)
On the potential of quantum walks for modeling financial return distributions
por: De Backer, Stijn, et al.
Publicado: (2024)
por: De Backer, Stijn, et al.
Publicado: (2024)
Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin
por: Behzadi, Sanaz, et al.
Publicado: (2023)
por: Behzadi, Sanaz, et al.
Publicado: (2023)
Ejemplares similares
-
Portfolio diversification with varying investor abilities
por: James, Nick, et al.
Publicado: (2023) -
Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
por: James, Nick, et al.
Publicado: (2024) -
Dynamic graph neural networks for enhanced volatility prediction in financial markets
por: Kumar, Pulikandala Nithish, et al.
Publicado: (2024) -
Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
por: Mounira, Chniguir, et al.
Publicado: (2023) -
Tracing the temporal evolution of clusters in a financial stock market
por: Arratia, Argimiro, et al.
Publicado: (2011)