Machine Learning Modeling on Mixed-frequency Data for Financial Growth at Risk
Determination of macroeconomic policies in real-time requires assessing the correct
information regarding current economic conditions. This statement spurred researchers to …
information regarding current economic conditions. This statement spurred researchers to …
Modeling the Volatility of World Energy Commodity Prices Using the GARCH-Fractional Cointegration Model
Energy commodity prices usually fluctuate, non-linear and non-stationary. These stylish facts
pose a big challenge in predicting the volatility of energy commodity prices because they …
pose a big challenge in predicting the volatility of energy commodity prices because they …
Modeling and Forecasting Return Volatilities of Inter-Capital Market Indices using GARCH-Fractional Cointegration Model Variation
M Effendi, DD Prastyo, MS Akbar - Procedia Computer Science, 2024 - Elsevier
This research compares modeling and forecasting the volatility of the IHSG, N225, and
BSESN30 capital market indices using the GARCH variation model against the GARCH …
BSESN30 capital market indices using the GARCH variation model against the GARCH …
Micro and macro determinants of delisting and liquidity in Indonesian stock market: A time-dependent covariate of survival cox approach
DD Prastyo, YN Rucy, ADC Sigalingging… - …, 2018 - matematika.utm.my
Coxmodel is popular in survival analysis. In the case of time-varying covariate; several
subject-specific attributes possibly to change more frequently than others. This paper deals …
subject-specific attributes possibly to change more frequently than others. This paper deals …
Value-At-Risk Analysis Using ARIMAX-GARCHX Approach For Estimating Risk Of Bank Central Asia Stock Returns
F Arumningtyas, A Prahutama… - Jurnal …, 2021 - journal.universitasbumigora.ac.id
Before buying a stock, an investor must estimate the risk which will be received. VaR is one
of the methods that can be used to measure the level of risk. Most stock returns have a high …
of the methods that can be used to measure the level of risk. Most stock returns have a high …
Conditional Value-At-Risk Modelling Using Hybrid LASSO-QRNN to Quantify the Market Risk Dependence on Oil and Gas Companies' Stock in Indonesia
The oil and gas sector is pivotal to the global economy, influencing financial investment
decisions due to its substantial impact on economic and geopolitical stability. Consequently …
decisions due to its substantial impact on economic and geopolitical stability. Consequently …
[PDF][PDF] TUGAS AKHIR–SS141501 ANALISIS RISIKO RETURN SAHAM SUB SEKTOR TELEKOMUNIKASI DI INDONESIA MENGGUNAKAN METODE CVaR DENGAN …
NP PAMUNGKAS - repository.its.ac.id
The growth of Indonesian internet users is growing rapidly from year to year. So that internet
service investment among telecommunication company is promising. Telecommunication …
service investment among telecommunication company is promising. Telecommunication …