A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting
M Patel, K Jariwala, C Chattopadhyay - ACM Computing Surveys, 2024 - dl.acm.org
Financial technology (FinTech) is a field that uses artificial intelligence to automate financial
services. One area of FinTech is stock analysis, which aims to predict future stock prices to …
services. One area of FinTech is stock analysis, which aims to predict future stock prices to …
Determinants of stock market liquidity–a macroeconomic perspective
P Naik, YV Reddy - … and Finance in Emerging Market Economies, 2024 - Taylor & Francis
This study examines the impact of macroeconomic indicators on the liquidity of the Indian
stock market by using the Granger Causality, Vector Auto-Regressive Model, and Impulse …
stock market by using the Granger Causality, Vector Auto-Regressive Model, and Impulse …
[PDF][PDF] Assessment of country institutional factor on sustainable energy target achievement in European Union
This study examines causality relation between the quality of national institutional
frameworks designed to ensure higher energy efficiency and the distance to the …
frameworks designed to ensure higher energy efficiency and the distance to the …
High-dimensional simultaneous inference on non-gaussian var model via de-biased estimator
L Liu, D Zhang - arXiv preprint arXiv:2111.01382, 2021 - arxiv.org
Simultaneous inference for high-dimensional non-Gaussian time series is always
considered to be a challenging problem. Such tasks require not only robust estimation of the …
considered to be a challenging problem. Such tasks require not only robust estimation of the …
Exploring fluctuations and interconnected movements in stock, commodity, and cryptocurrency markets
This research employs a vector autoregression (VAR) analysis to explore the volatility and
dynamic interactions between stock, commodity, and cryptocurrency markets. It focuses on …
dynamic interactions between stock, commodity, and cryptocurrency markets. It focuses on …
Empirical Analysis of the “China‒US factor” in Stock Market Linkages
H Qian, B Yang, W Huang - Emerging Markets Finance and Trade, 2024 - Taylor & Francis
This article studies the economic impact of China and the US from 2011 to 2023 through
stock market linkages. A bivariate VAR model is used for nonlinear Granger causality …
stock market linkages. A bivariate VAR model is used for nonlinear Granger causality …
[PDF][PDF] Non-fungible tokens and factors affecting their pricing in a meta synthesis method
Z Dehghani FiroozAbadi… - Financial Management …, 2024 - jfm.alzahra.ac.ir
Non-fungible tokens are known as unique digital assets that are stored in the blockchain.
Their non-fungibility makes them different from other crypto assets. Therefore, their pricing is …
Their non-fungibility makes them different from other crypto assets. Therefore, their pricing is …
Wheat Under Pressure: Assessing the Influence of Climate Change on Pakistan's Agricultural Landscape
This study examined the effects of climate change on wheat production in Pakistan,
documenting yearly changes in the atmosphere such as floods, rainfall, and increasing …
documenting yearly changes in the atmosphere such as floods, rainfall, and increasing …
[PDF][PDF] Liquidity in Indian Stock Market: An Empirical Study
PU Naik - 2022 - irgu.unigoa.ac.in
Market liquidity is the security marketability (Amihud & Mendelson, 1986) and is an essential
component of equity markets. It generally refers to the ease with which a security can be …
component of equity markets. It generally refers to the ease with which a security can be …
The Causal Relationship Between Stocks, Gold, Crude Oil, and Bond Returns in Poland
K Mamcarz - Annales Universitatis Mariae Curie-Skłodowska, Sectio …, 2024 - ceeol.com
Theoretical background: Capital investments involve taking risks to achieve a favourable
rate of return. Investors are offered various options, including stocks, bonds, and …
rate of return. Investors are offered various options, including stocks, bonds, and …