Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Volatility forecasting is an important aspect of finance as it dictates many decisions of market
players. A snapshot of state-of-the-art neural network–based financial volatility forecasting …

Research background: The Russian invasion on Ukraine of February 24, 2022 sharply
raised the volatility in commodity and financial markets. This had the adverse effect on the …

The media has prominently featured the totemic reproductive number R in its COVID-19
coverage despite being an imperfect measure of the degree of infectivity of the virus. As …

Recently retail and institutional investors have begun to include Bitcoin in their portfolios,
creating a transmission channel for Bitcoin volatility and therefore increasing regulatory …

Financial market prediction and optimal trading strategy development remain challenging
due to market complexity and volatility. Our research in quantum finance and reinforcement …

The Chilean health authorities have implemented a sanitary strategy known as dynamic
quarantine or strategic quarantine to cope with the COVID-19 pandemic. Under this system …

We suggest a simple and general way to improve the GARCH volatility models using the
intraday range between the highest and the lowest price to proxy volatility. We illustrate the …

In this paper, we analyzed a dataset of over 2000 crypto-assets to assess their credit risk by
computing their probability of death using the daily range. Unlike conventional low …

Based on a dynamic model for the high/low range of electricity prices, this article analyses
the effects of Germany's green energy policy on the volatility of the electricity market. Using …