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An automated adaptive trading system for enhanced performance of emerging market portfolios
Financial Innovation,
2025
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Enhancing Insurer Portfolio Resilience and Capital Efficiency with Green Bonds: A Framework Combining Dynamic R-Vine Copulas and Tail-Risk Modeling
Risks,
2025
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Modeling of Machine Learning-Based Extreme Value Theory in Stock Investment Risk Prediction: A Systematic Literature Review
Big Data,
2024
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Volatility forecasting and assessing risk of financial markets using multi-transformer neural network based architecture
Engineering Applications of Artificial Intelligence,
2024
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A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis
Cogent Economics & Finance,
2024
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Modelling the Impact of Cloud Storage Heterogeneity on HPC Application Performance
Computation,
2024
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Investment risk forecasting model using extreme value theory approach combined with machine learning
AIMS Mathematics,
2024
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An improved model accuracy for forecasting risk measures: application of ensemble methods
Journal of Applied Economics,
2024
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Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment
Cogent Economics & Finance,
2024
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From risk to reward: Unveiling the multidimensional impact of financial risks on the performance of Ghanaian banks
Heliyon,
2024
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A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review
Risks,
2023
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GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks
Computational Economics,
2023
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An extreme value analysis of daily new cases of COVID-19 for sixteen countries in west Africa
Scientific Reports,
2023
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The Basel 2.5 capital regulatory framework and the COVID-19 crisis: evidence from the ethical investment market
PSU Research Review,
2023
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Value-at-risk (VAR) estimation and backtesting during COVID-19: Empirical analysis based on BRICS and US stock markets
Investment Management and Financial Innovations,
2022
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The Effect of Commodity Prices and Exchange Rate on the Stock Return of Agriculture and Animal Feed Companies in Indonesia
International Journal of Social Sciences and Economic Review,
2022
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Impact of COVID-19 on energy prices and main macroeconomic indicators—evidence from China's energy market
Green Finance,
2021
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