Highlights•We suggest a new approach to model the volatility of returns.•The model
combines the Range-GARCH model with a new robust estimation.•The suggested robust …

The banking sector is increasingly recognising the need to implement robo-advisory. The
introduction of this service may lead to increased efficiency of banks, improved quality of …

This work proposes a novel methodology to help in decision making in the cryptocurrency
market. Two investment strategies have been designed for Ethereum (ETH), based on …

This paper investigates the enhancement of financial time series forecasting with the use of
neural networks through supervised autoencoders, aiming to improve investment strategy …

The exponential development of expressways has resulted in increased demand for
highway electromechanical (E&M) equipment. However, the constant changes in …

One of the most important challenges in the financial and cryptocurrency field is accurately
predicting cryptocurrency price trends. Leveraging artificial intelligence (AI) is beneficial in …

Fuzzy risk assessment methods encompass a wide range of techniques used in various
fields such as finance, engineering, and environmental science. The main objective of this …

This study explores the impact of public statements from major central banks, specifically the
FED and the ECB, on Bitcoin volatility from 2018 to 2021. Utilizing high-frequency data, we …

Vi undersøker og sammenligner evnen avanserte maskinlæringsmodeller og tradisjonelle
økonometriske modeller har til å predikere volatilitet en dag fermover i tid for Bitcoin, med …

Increasing profitability and reducing risk always requires choosing a smart investment path
while taking advantage of data analysis; Therefore, it is necessary to provide a technique in …