Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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Complex network analysis of cryptocurrency market during crasheshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2405.05642Digital Resources/Online E-Resources |
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2 |
Material Type: Article
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High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysishttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2405.05634Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UKarXiv.org, 2024-042024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2404.01451Full text available |
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4 |
Material Type: Article
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A closer look at the chemical potential of an ideal agent systemhttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.09233Digital Resources/Online E-Resources |
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5 |
Material Type: Article
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An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspectivehttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2310.04907Digital Resources/Online E-Resources |
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6 |
Material Type: Article
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Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLShttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2309.17219Digital Resources/Online E-Resources |
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7 |
Material Type: Article
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Advanced Statistical Arbitrage with Reinforcement LearningarXiv.org, 2024-032024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2403.12180Full text available |
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8 |
Material Type: Article
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The puzzle of Carbon Allowance spreadarXiv.org, 2024-022024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.12982Full text available |
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9 |
Material Type: Article
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Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factorshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2206.13860Digital Resources/Online E-Resources |
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10 |
Material Type: Article
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2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT modelshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2202.01043Digital Resources/Online E-Resources |
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11 |
Material Type: Article
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Previs\~ao dos pre\c{c}os de abertura, m\'inima e m\'axima de \'indices de mercados financeiros usando a associa\c{c}\~ao de redes neurais LSTMhttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2108.10065Digital Resources/Online E-Resources |
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12 |
Material Type: Article
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Decision Trees for Intuitive Intraday Trading StrategiesarXiv.org, 2024-052024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.13959Full text available |
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13 |
Material Type: Article
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The $\kappa$-generalised Distribution for Stock Returnshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2405.09929Digital Resources/Online E-Resources |
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14 |
Material Type: Article
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Kernel Three Pass Regression FilterarXiv.org, 2024-052024. This work is published under http://creativecommons.org/licenses/by-nc-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.07292Full text available |
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15 |
Material Type: Article
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A novel portfolio construction strategy based on the core-periphery profile of stocksarXiv.org, 2024-042024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.12993Full text available |
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16 |
Material Type: Article
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Discrete Hawkes process with flexible residual distribution and filtered historical simulationarXiv.org, 2024-012024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.13890Full text available |
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17 |
Material Type: Article
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Structured factor copulas for modeling the systemic risk of European and United States bankshttp://creativecommons.org/licenses/by-nc-sa/4.0 ;DOI: 10.48550/arxiv.2401.03443Digital Resources/Online E-Resources |
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18 |
Material Type: Article
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Economic Forces in Stock Returnshttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.04132Digital Resources/Online E-Resources |
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19 |
Material Type: Article
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Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Capshttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2011.08128Digital Resources/Online E-Resources |
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20 |
Material Type: Article
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Multiple-bubble testing in the cryptocurrency market: a case study of bitcoinarXiv.org, 2023-122023. This work is published under http://creativecommons.org/licenses/by-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.05417Full text available |