Abstract is missing.
- Innovative Pattern Extraction and Synthetic High-Frequency Data Generation in European Carbon Emmision Markets Using GAN NetworksSeyed Ali Hosseini, Alessandro Niccolai, Francesco Grimaccia. 1-5 [doi]
- Simulating Illiquid Markets: Insights from Fractional Ownership Trading and Agent-Based ModelsLars Fluri, A. Ege Yilmaz, Denis Bieri, Thomas Ankenbrand, Aurelio Perucca. 1-5 [doi]
- Novel Financial Network Models Using Neuro Correlations and ApplicationsAvanthi Saumyamala, Aerambamoorthy Thavaneswaran, Sulalitha Bowala, Joy Dip Das, Ruppa K. Thulasiram, Alex Paseka. 1-5 [doi]
- Stock Prediction by Signal Decomposition-Driven Multivariate Feature Extractor and Executor-Based Mixture of ExpertsCheng-En Tsai, Shiou-Chi Li, Jen-Wei Huang. 1-5 [doi]
- Dynamic Orthogonal Lower Dimensional Projections for Improving Hierarchical Risk Allocation and Out of Sample Portfolio ReturnsKevin Gabriel Ramisch Pergher, John Soldera, Jacob Scharcanski. 1-5 [doi]
- Enhancing Forecasting with a 2D Time Series Approach for Cohort-Based DataYonathan Guttel, Orit Moradov, Nachi Lieder, Asnat Greenstein-Messica. 1-5 [doi]
- A Mean-Field Conventional Asset Penalizing Game: A Study of Green PremiumWeicheng Zhao, Jingguo Zhang. 1-5 [doi]
- The Superiority of Direct Neuro Volatility Forecasts Over GARCH and Machine Learning Forecasts for Financial AssetsSulalitha Bowala, Aerambamoorthy Thavaneswaran, Avanthi Saumyamala, Joy Dip Das, Ruppa K. Thulasiram, Alex Paseka. 1-5 [doi]
- Robust European Call Option Pricing via Linear RegressionAhmad W. Bitar. 1-5 [doi]