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A new LASSO-BiLSTM-based ensemble learning approach for exchange rate forecasting
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2024
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New methods of structural break detection and an ensemble approach to analyse exchange rate volatility of Indian rupee during coronavirus pandemic
Journal of the Royal Statistical Society Series A: Statistics in Society,
2024
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An ARIMA-LSTM model for predicting volatile agricultural price series with random forest technique
Applied Soft Computing,
2023
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Comparative Analysis of ARIMA and GARCH Models for Forecasting Spot Gold Prices and Their Volatility: A Time Series Study
2023 IEEE International Conference on Recent Advances in Systems Science and Engineering (RASSE),
2023
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Modeling RMB Exchange Rate Volatility – Application of GARCH Family Models
SHS Web of Conferences,
2023
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2023
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Studies in International Economics and Finance
India Studies in Business and Economics,
2022
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Analysing exchange rate volatility in India using GARCH family models
SN Business & Economics,
2022
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Time series modelling, NARX neural network and hybrid KPCA–SVR approach to forecast the foreign exchange market in Mauritius
African Journal of Economic and Management Studies,
2021
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Türkiye’de Sepet Kur Volatilitesinin GARCH Modellemesi: Asimetri Etkisi Yaklaşımı
Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD),
2021
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Efficiency of Tanzania's foreign exchange market
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2021
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Artificial Intelligence and Soft Computing
Lecture Notes in Computer Science,
2021
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İstanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi,
2020
DOI:10.46928/iticusbe.763980
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Volatility Forecast Incorporating Investors’ Sentiment and its Application in Options Trading Strategies: A Behavioural Finance Approach at Nifty 50 Index
Vision: The Journal of Business Perspective,
2020
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DÖVİZ KURU VOLATİLİTESİNİN DOĞRUSAL VE DOĞRUSAL OLMAYAN YÖNTEMLER İLE İNCELENMESİ
İstanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi,
2020
DOI:10.46928/iticusbe.763980
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Modeling and Forecasting of Volatility using ARMA-GARCH: Case Study on Malaysia Natural Rubber Prices
IOP Conference Series: Materials Science and Engineering,
2019
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Modeling and simulation of manufacture sector data in Malaysia with detection of outliers: An ARMA-GARCH approach
IOP Conference Series: Materials Science and Engineering,
2019
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Effects of capital controls on foreign exchange liquidity
Journal of International Money and Finance,
2019
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Modeling exchange rate return volatility of RMB/USD using GARCH family models
Journal of Chinese Economic and Business Studies,
2019
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The Symptoms of Illness: Does Israel Suffer from “Dutch Disease”?
Energies,
2019
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Returns and volatility of water investments
Cogent Economics & Finance,
2018
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Advances in Panel Data Analysis in Applied Economic Research
Springer Proceedings in Business and Economics,
2018
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Comparative analysis of three MCMC methods for estimating GARCH models
IOP Conference Series: Materials Science and Engineering,
2018
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Quantifying the effect of investors’ attention on stock market
PLOS ONE,
2017
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