Copertina

Forecasting the Price of Rice in Banda Aceh after Covid-19

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Mubarak, Fadhlul, Sundara, Vinny Yuliani, Nurniswah
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistical Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility
di: Kareem, Anmar, et al.
Pubblicazione: (2025)

News Sentiment Embeddings for Stock Price Forecasting
di: Qayyum, Ayaan
Pubblicazione: (2025)

Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books
di: Hornek, Timothée, et al.
Pubblicazione: (2025)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
di: Hirsch, Simon, et al.
Pubblicazione: (2023)

Forecasting Electricity Prices
di: Maciejowska, Katarzyna, et al.
Pubblicazione: (2022)

Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
di: Lipiecki, Arkadiusz, et al.
Pubblicazione: (2025)

Stochastic Approaches to Asset Price Analysis
di: Sekatchev, Michael, et al.
Pubblicazione: (2024)

On Bitcoin Price Prediction
di: Bournassenko, Grégory
Pubblicazione: (2025)

Machine Learning Methods for Pricing Financial Derivatives
di: Fan, Lei, et al.
Pubblicazione: (2024)

Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
di: Peik, Arash, et al.
Pubblicazione: (2024)

Electricity Spot Prices Forecasting Using Stochastic Volatility Models
di: Batyrov, Andrei Renatovich
Pubblicazione: (2024)

Price predictability at ultra-high frequency: Entropy-based randomness test
di: Shternshis, Andrey, et al.
Pubblicazione: (2023)

Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
di: Lopez-Lira, Alejandro, et al.
Pubblicazione: (2023)

Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
di: Boadi, Emmanuel
Pubblicazione: (2025)

Corporate Fundamentals and Stock Price Co-Movement
di: Wang, Lyuhong, et al.
Pubblicazione: (2024)

High-Throughput Asset Pricing
di: Chen, Andrew Y., et al.
Pubblicazione: (2023)

A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
di: Din, Riaz Ud, et al.
Pubblicazione: (2024)

Forecasting Intraday Volume in Equity Markets with Machine Learning
di: Cucuringu, Mihai, et al.
Pubblicazione: (2025)

Time-Varying Factor-Augmented Models for Volatility Forecasting
di: Zhang, Duo, et al.
Pubblicazione: (2025)

News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
di: Attaluri, Kaushal, et al.
Pubblicazione: (2024)

Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
di: Ntakaris, Adamantios, et al.
Pubblicazione: (2024)

Sub-City Real Estate Price Index Forecasting at Weekly Horizons Using Satellite Radar and News Sentiment
di: Arat, Baris, et al.
Pubblicazione: (2026)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
di: Lopez-Lira, Alejandro, et al.
Pubblicazione: (2025)

"Microstructure Modes" -- Disentangling the Joint Dynamics of Prices & Order Flow
di: Elomari-Kessab, Salma, et al.
Pubblicazione: (2024)

Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting
di: Sartipi, Timothée Hornek Amir, et al.
Pubblicazione: (2025)

Classification-Based Analysis of Price Pattern Differences Between Cryptocurrencies and Stocks
di: Zhang, Yu, et al.
Pubblicazione: (2025)

On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market
di: Sen, Abhibasu, et al.
Pubblicazione: (2019)

An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations
di: Holý, Vladimír
Pubblicazione: (2022)

The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
di: O'Connor, Ciaran, et al.
Pubblicazione: (2025)

Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach
di: Mousa, Ramin, et al.
Pubblicazione: (2025)

From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing
di: Ye, Junyi, et al.
Pubblicazione: (2024)

A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement
di: Nanyonga, Erina, et al.
Pubblicazione: (2025)

The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding
di: Kang, Sungwoo
Pubblicazione: (2026)

Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation
di: Guo, Junjie
Pubblicazione: (2025)

Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
di: Zeng, Liang, et al.
Pubblicazione: (2021)

Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
di: Khubiev, Kasymkhan, et al.
Pubblicazione: (2025)

SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
di: Brini, Alessio, et al.
Pubblicazione: (2024)

Dynamic Asset Pricing Theory for Life Contingent Risks
di: Ling, Patrick
Pubblicazione: (2025)

A GCN-LSTM Approach for ES-mini and VX Futures Forecasting
di: Michael, Nikolas, et al.
Pubblicazione: (2024)

Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
di: Alamu, Opeyemi Sheu, et al.
Pubblicazione: (2024)