Foreign exchange forecasting and portfolio optimization strategy based on hybrid-molecular differential evolution algorithms

X Zhang, C Zhong, L Abualigah - Soft Computing, 2023 - Springer
At present, the COVID-19 epidemic is still spreading at home and abroad, and the foreign
exchange market is highly volatile. From financial institutions to individual investors, foreign …

Deep learning for financial engineering

MY Chen, AK Sangaiah, TH Chen, ED Lughofer… - Computational …, 2022 - Springer
Financial operations are generally related to huge amounts of cash flow with risks and
uncertainties attracting much research efforts for the development of sophisticated …

Volatility spillovers and contagion during major crises: an early warning approach based on a deep learning model

M Sahiner - Computational Economics, 2024 - Springer
This paper contributes to the ongoing debate on the nature and characteristics of the
volatility transmission channels of major crash events in international stock markets between …

A novel linear-model-based methodology for predicting the directional movement of the euro-dollar exchange rate

M Argotty-Erazo, A Blázquez-Zaballos… - IEEE …, 2023 - ieeexplore.ieee.org
Predicting the price and trends of financial instruments is a major challenge in the financial
industry, impacting investment decision-making efficiency for various stakeholders. Although …

A bibliometric analysis on the application of deep learning in economics, econometrics, and finance

A Salehpour, K Samadzamini - International Journal of …, 2024 - inderscienceonline.com
This research looked at the deep learning applications in economics, econometrics, and
finance. Two hundred fifty articles from the Scopus database's index of journals published …

Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach

P Tang, W Xu, H Wang - The North American Journal of Economics and …, 2024 - Elsevier
There are complex risk correlations between financial sectors, and the risks generated by
different financial sectors propagate, accrue, and cluster through the network of correlations …

Market Risk Analysis with Value at Risk Models using Machine Learning in BIST-30 Banking Index

Y Demirdöğen - Adam Academy Journal of Social Sciences, 2024 - dergipark.org.tr
Market risk is one of the most critical risks for banks and portfolio managers. According to
Basel criteria, Value at Risk (VaR) calculations should be conducted at regular intervals …

Financial hedging incentive contracts in global supply chains: A distributionally robust approach

X Li, H Yu, C Sun - Managerial and Decision Economics, 2025 - Wiley Online Library
This paper developed a global supply chain with a supplier and a retailer in different
countries. When exchange rate and demand risks are concentrated in retailer, a …

Algorithm Analysis of VaR for Financial Market Risk Based on Optimized BP Neural Network

Q Tai - … Conference on Distributed Computing and Electrical …, 2023 - ieeexplore.ieee.org
VaR (Value at Risk) is an important tool for predicting and preventing financial risk, and it is
also a widely used method for quantitatively measuring financial risk internationally. Due to …

Temporal fusion point-interval forecasting: A comprehensive approach for financial time series prediction

X Qi, Z Xu, F Wang - Applied Soft Computing, 2024 - Elsevier
In the era of rapid information technology development, the financial markets are
increasingly inundated with vast amounts of data, thereby underscoring the critical …