Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
Fuente:
arXiv
Saved in:
| Main Authors: | Pokou, Fredy, Kamdem, Jules Sadefo, Gnandi, Kpante Emmanuel |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets
by: Gnandi, Kpante Emmanuel, et al.
Published: (2026)
by: Gnandi, Kpante Emmanuel, et al.
Published: (2026)
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
by: Pokou, Fredy, et al.
Published: (2025)
by: Pokou, Fredy, et al.
Published: (2025)
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)
by: Våle, Oskar, et al.
Published: (2026)
Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure
by: Hong, Yuxi
Published: (2025)
by: Hong, Yuxi
Published: (2025)
Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets
by: Rahat, Md. Yeasin, et al.
Published: (2025)
by: Rahat, Md. Yeasin, et al.
Published: (2025)
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)
by: Yi, Mingxuan, et al.
Published: (2026)
Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)
Enhancing Black-Scholes Delta Hedging via Deep Learning
by: Qiao, Chunhui, et al.
Published: (2024)
by: Qiao, Chunhui, et al.
Published: (2024)
Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)
MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)
by: Zhu, Peng, et al.
Published: (2024)
Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)
by: Liu, Chang
Published: (2023)
SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest
by: Talazadeh, Saber, et al.
Published: (2024)
by: Talazadeh, Saber, et al.
Published: (2024)
Beyond the Black Box: Interpretability of LLMs in Finance
by: Tatsat, Hariom, et al.
Published: (2025)
by: Tatsat, Hariom, et al.
Published: (2025)
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
by: Deng, Lin, et al.
Published: (2023)
by: Deng, Lin, et al.
Published: (2023)
Nansde-net: A neural sde framework for generating time series with memory
by: Ozai, Hiromu, et al.
Published: (2026)
by: Ozai, Hiromu, et al.
Published: (2026)
A three-step machine learning approach to predict market bubbles with financial news
by: Atsiwo, Abraham
Published: (2025)
by: Atsiwo, Abraham
Published: (2025)
Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes
by: Joseph, Sobin, et al.
Published: (2024)
by: Joseph, Sobin, et al.
Published: (2024)
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
by: Puoti, Francesco, et al.
Published: (2025)
by: Puoti, Francesco, et al.
Published: (2025)
Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by: Ni, Haowei, et al.
Published: (2024)
by: Ni, Haowei, et al.
Published: (2024)
Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
by: Peik, Arash, et al.
Published: (2025)
by: Peik, Arash, et al.
Published: (2025)
International Trade Flow Prediction with Bilateral Trade Provisions
by: Pan, Zijie, et al.
Published: (2024)
by: Pan, Zijie, et al.
Published: (2024)
Emoji Driven Crypto Assets Market Reactions
by: Zuo, Xiaorui, et al.
Published: (2024)
by: Zuo, Xiaorui, et al.
Published: (2024)
Improving the Accuracy of Transaction-Based Ponzi Detection on Ethereum
by: Huynh, Phuong Duy, et al.
Published: (2023)
by: Huynh, Phuong Duy, et al.
Published: (2023)
Predictive AI with External Knowledge Infusion: Datasets and Benchmarks for Stock Markets
by: Dukkipati, Ambedkar, et al.
Published: (2025)
by: Dukkipati, Ambedkar, et al.
Published: (2025)
Cross-Lingual News Event Correlation for Stock Market Trend Prediction
by: Arshad, Sahar, et al.
Published: (2024)
by: Arshad, Sahar, et al.
Published: (2024)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)
by: Zhu, Peng, et al.
Published: (2024)
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)
by: Kim, Namhyoung, et al.
Published: (2026)
Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis
by: Wu, Yuanhong, et al.
Published: (2026)
by: Wu, Yuanhong, et al.
Published: (2026)
Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction
by: Jiang, Junzhe, et al.
Published: (2025)
by: Jiang, Junzhe, et al.
Published: (2025)
AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
by: Wang, Shengkun, et al.
Published: (2024)
by: Wang, Shengkun, et al.
Published: (2024)
ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics
by: Ray, Rahul D
Published: (2026)
by: Ray, Rahul D
Published: (2026)
Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
by: Boadi, Emmanuel
Published: (2025)
by: Boadi, Emmanuel
Published: (2025)
Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach
by: Sathish, Sanjay, et al.
Published: (2024)
by: Sathish, Sanjay, et al.
Published: (2024)
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by: Lazanas, Alexis, et al.
Published: (2026)
by: Lazanas, Alexis, et al.
Published: (2026)
Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models
by: Thumm, Dennis
Published: (2025)
by: Thumm, Dennis
Published: (2025)
Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
by: Mukeri, Amir, et al.
Published: (2020)
by: Mukeri, Amir, et al.
Published: (2020)
Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction
by: Xiao, Jue, et al.
Published: (2024)
by: Xiao, Jue, et al.
Published: (2024)
Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
by: Omranpour, Soroush, et al.
Published: (2024)
by: Omranpour, Soroush, et al.
Published: (2024)
Similar Items
-
Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets
by: Gnandi, Kpante Emmanuel, et al.
Published: (2026) -
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
by: Pokou, Fredy, et al.
Published: (2025) -
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026) -
Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
by: Khubiev, Kasymkhan, et al.
Published: (2025) -
Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure
by: Hong, Yuxi
Published: (2025)