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Material Type: Article
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Examining the superiority of the Sharpe single-index model of portfolio selection: A study of the Indian mid-cap sectorHumanities & social sciences communications, 2023-12, Vol.10 (1), p.178-9, Article 178 [Peer Reviewed Journal]The Author(s) 2023. 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. ;ISSN: 2662-9992 ;EISSN: 2662-9992 ;DOI: 10.1057/s41599-023-01686-yFull text available |
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A comprehensive evaluation of ensemble learning for stock-market predictionJournal of big data, 2020-03, Vol.7 (1), p.1-40, Article 20 [Peer Reviewed Journal]The Author(s) 2020 ;Journal of Big Data is a copyright of Springer, (2020). All Rights Reserved. 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. ;ISSN: 2196-1115 ;EISSN: 2196-1115 ;DOI: 10.1186/s40537-020-00299-5Full text available |
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Material Type: Article
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Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH modelFuture business journal, 2022-12, Vol.8 (1), p.14-12, Article 14 [Peer Reviewed Journal]The Author(s) 2022 ;The Author(s) 2022. 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. ;ISSN: 2314-7210 ;ISSN: 2314-7202 ;EISSN: 2314-7210 ;DOI: 10.1186/s43093-022-00125-9Full text available |
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Material Type: Article
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Collective dynamics of stock market efficiencyScientific reports, 2020-12, Vol.10 (1), p.21992-21992, Article 21992 [Peer Reviewed Journal]The Author(s) 2020. 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. ;The Author(s) 2020 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-020-78707-2 ;PMID: 33319788Full text available |
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Material Type: Article
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A graph-based CNN-LSTM stock price prediction algorithm with leading indicatorsMultimedia systems, 2023-06, Vol.29 (3), p.1751-1770 [Peer Reviewed Journal]The Author(s) 2021 ;ISSN: 0942-4962 ;EISSN: 1432-1882 ;DOI: 10.1007/s00530-021-00758-wDigital Resources/Online E-Resources |
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Material Type: Article
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Measurement of risk spillover effect based on EV-Copula methodHumanities & social sciences communications, 2023-12, Vol.10 (1), p.765-10, Article 765 [Peer Reviewed Journal]The Author(s) 2023. 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. ;ISSN: 2662-9992 ;EISSN: 2662-9992 ;DOI: 10.1057/s41599-023-02287-5Full text available |
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Material Type: Article
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Linear response theory in stock marketsScientific reports, 2021-11, Vol.11 (1), p.23076-23076, Article 23076 [Peer Reviewed Journal]The Author(s) 2021. 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. ;The Author(s) 2021 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-021-02263-6 ;PMID: 34845245Full text available |
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Material Type: Article
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Financial markets' deterministic aspects modeled by a low-dimensional equationScientific reports, 2022-02, Vol.12 (1), p.1693-1693, Article 1693 [Peer Reviewed Journal]2022. The Author(s). ;The Author(s) 2022. 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. ;The Author(s) 2022 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-022-05765-z ;PMID: 35105929Full text available |
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Material Type: Article
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Short-term stock market price trend prediction using a comprehensive deep learning systemJournal of big data, 2020-08, Vol.7 (1), p.66-66, Article 66 [Peer Reviewed Journal]The Author(s) 2020 ;The Author(s) 2020. ;The Author(s) 2020. 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. ;ISSN: 2196-1115 ;EISSN: 2196-1115 ;DOI: 10.1186/s40537-020-00333-6 ;PMID: 32923309Full text available |
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Material Type: Article
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Quantifying the behavior of stock correlations under market stressScientific reports, 2012-10, Vol.2 (1), p.752-752, Article 752 [Peer Reviewed Journal]Copyright Nature Publishing Group Oct 2012 ;Copyright © 2012, Macmillan Publishers Limited. All rights reserved 2012 Macmillan Publishers Limited. All rights reserved ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/srep00752 ;PMID: 23082242Full text available |
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Material Type: Article
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Quantifying the randomness of the stock marketsScientific reports, 2019-09, Vol.9 (1), p.12761-11, Article 12761 [Peer Reviewed Journal]2019. 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. ;The Author(s) 2019 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-019-49320-9 ;PMID: 31484979Full text available |
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Material Type: Article
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Assessing systemic risk in financial markets using dynamic topic networksScientific reports, 2022-02, Vol.12 (1), p.2668-2668, Article 2668 [Peer Reviewed Journal]2022. The Author(s). ;The Author(s) 2022. 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. ;The Author(s) 2022 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-022-06399-x ;PMID: 35177679Full text available |
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Material Type: Article
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Projecting XRP price burst by correlation tensor spectra of transaction networksScientific reports, 2023-03, Vol.13 (1), p.4718-4718, Article 4718 [Peer Reviewed Journal]2023. The Author(s). ;The Author(s) 2023. 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. ;The Author(s) 2023 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-023-31881-5 ;PMID: 36949100Full text available |
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Material Type: Article
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Inclusive digital finance: the industry of equity crowdfundingThe Journal of technology transfer, 2022-08, Vol.47 (4), p.1224-1241 [Peer Reviewed Journal]The Author(s) 2021 ;The Author(s) 2021. 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. ;ISSN: 0892-9912 ;EISSN: 0892-9912 ;DOI: 10.1007/s10961-021-09875-0Full text available |
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Material Type: Article
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K-core robustness in ecological and financial networksScientific reports, 2020-02, Vol.10 (1), p.3357-3357, Article 3357 [Peer Reviewed Journal]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. ;The Author(s) 2020 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-020-59959-4 ;PMID: 32099020Full text available |
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Material Type: Article
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How does Covid-19 affect global equity markets?Financial innovation (Heidelberg), 2022-03, Vol.8 (1), p.25-25, Article 25 [Peer Reviewed Journal]The Author(s) 2022 ;The Author(s) 2022. ;The Author(s) 2022. 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. ;ISSN: 2199-4730 ;EISSN: 2199-4730 ;DOI: 10.1186/s40854-021-00330-5 ;PMID: 35251895Full text available |
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Material Type: Article
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Does Corporate Governance Influence Earnings Management in Latin American Markets?Journal of business ethics, 2014-05, Vol.121 (3), p.419-440 [Peer Reviewed Journal]Springer Science+Business Media 2014 ;The Author(s) 2013 ;Springer Science+Business Media Dordrecht 2014 ;ISSN: 0167-4544 ;EISSN: 1573-0697 ;DOI: 10.1007/s10551-013-1700-8 ;CODEN: JBUEDJFull text available |
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Material Type: Article
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Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: Does economic policy uncertainty matter?Financial innovation (Heidelberg), 2021-03, Vol.7 (1), p.1-27, Article 13 [Peer Reviewed Journal]The Author(s) 2021 ;The Author(s) 2021. ;The Author(s) 2021. 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. ;ISSN: 2199-4730 ;EISSN: 2199-4730 ;DOI: 10.1186/s40854-021-00227-3 ;PMID: 35024274Full text available |
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Material Type: Article
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Big Data: Deep Learning for financial sentiment analysisJournal of big data, 2018-01, Vol.5 (1), p.1-25, Article 3 [Peer Reviewed Journal]The Author(s) 2018 ;Journal of Big Data is a copyright of Springer, (2018). All Rights Reserved. ;ISSN: 2196-1115 ;EISSN: 2196-1115 ;DOI: 10.1186/s40537-017-0111-6Full text available |
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Material Type: Article
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Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock marketsFinancial innovation (Heidelberg), 2024-12, Vol.10 (1), p.67-23 [Peer Reviewed Journal]The Author(s) 2024 ;The Author(s) 2024. 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. ;EISSN: 2199-4730 ;DOI: 10.1186/s40854-023-00589-wFull text available |