Neural network–based financial volatility forecasting: A systematic review
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 …
players. A snapshot of state-of-the-art neural network–based financial volatility forecasting …
Novel stock crisis prediction technique—a study on indian stock market
N Naik, BR Mohan - IEEE Access, 2021 - ieeexplore.ieee.org
A stock market crash is a drop in stock prices more than 10% across the major indices. Stock
crisis prediction is a difficult task due to more volatility in the stock market. Stock price sell …
crisis prediction is a difficult task due to more volatility in the stock market. Stock price sell …
Oil price uncertainty and manufacturing production
Given the rapid rise and volatility of oil prices, the paper investigates the effect of oil price
uncertainty on the South African manufacturing production using monthly observations …
uncertainty on the South African manufacturing production using monthly observations …
Carbon market risk estimation using quantum conditional generative adversarial network and amplitude estimation
Accurately and efficiently estimating the carbon market risk is paramount for ensuring
financial stability, promoting environmental sustainability, and facilitating informed decision …
financial stability, promoting environmental sustainability, and facilitating informed decision …
Study on the Pakistan stock market using a new stock crisis prediction method
A Stock market collapse occurs when stock prices drop by more than 10% across all main
indexes. Predicting a stock market crisis is difficult because of the increased volatility in the …
indexes. Predicting a stock market crisis is difficult because of the increased volatility in the …
[PDF][PDF] GARCH models in value at risk estimation: empirical evidence from the Montenegrin stock exchange
J Cerović Smolović, M Lipovina-Božović… - Economic research …, 2017 - hrcak.srce.hr
This article considers the adequacy of generalised autoregressive conditional
heteroskedasticity (GARCH) model use in measuring risk in the Montenegrin emerging …
heteroskedasticity (GARCH) model use in measuring risk in the Montenegrin emerging …
[PDF][PDF] The role of the loss function in value-at-risk comparisons
This paper examines whether the comparison of value-at-risk (VaR) models depends on the
loss function used for such a purpose. We show a detailed comparison for several VaR …
loss function used for such a purpose. We show a detailed comparison for several VaR …
Modeling oil price uncertainty effects on economic growth in Mexico: a sector-level analysis
D Rodríguez-Benavides, R Andrés-Rosales… - … Science and Pollution …, 2022 - Springer
This paper analyzes the impact of international oil price uncertainty on the different
economic sectors (primary, secondary, and tertiary) in Mexico in the period 1993: 1–2020: 4 …
economic sectors (primary, secondary, and tertiary) in Mexico in the period 1993: 1–2020: 4 …
[图书][B] Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing
C Kenyon, R Stamm - 2012 - books.google.com
Providing the most up-to-date tools and techniques for pricing interest rate and credit
products for the new financial world, this book discusses pricing and hedging, funding and …
products for the new financial world, this book discusses pricing and hedging, funding and …
Volatility forecasts by clustering: Applications for VaR estimation
It is well known that volatility has time-varying and clustering characteristics. The information
content of volatility clustering is particularly important in turbulent periods, such as the stage …
content of volatility clustering is particularly important in turbulent periods, such as the stage …