نتائج البحث

Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013

• Authors : Charles, Amélie; Darné, Olivier;

Subjects: Stock market; Large shocks; Volatility

• Source: ISSN: 0378-4266 ; Journal of Banking and Finance ; https://audencia.hal.science/hal-01122507 ; Journal of Banking and Finance, 2014, 43, pp.188-199. ⟨10.1016/j.jbankfin.2014.03.022⟩.

تفاصيل العنوان

Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Real-Time High-Frequency Sentiment Series

• Authors : Allen, David E.; McAleer, Michael J.; Singh, Abhay K.

Subjects: Conditional volatility models; DJIA; Sentiment scores

تفاصيل العنوان

A novel recurrent neural network based online portfolio analysis for high frequency trading

• Authors : Cao, X. (Xinwei); Francis, A. (Adam); Pu, X. (Xujin)

Subjects: Markowitz model; Pareto frontier; Portfolio analysis

تفاصيل العنوان

Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs

• Authors : Universidad de Sevilla. Departamento de Estadística e Investigación Operativa; Universidad de Sevilla. FQM331: Métodos y Modelos de la Estadística y la Investigación Operativa; Leal Palazón, Marina

Subjects: Finance; Portfolio Optimization; Bilevel Optimization

تفاصيل العنوان

ESG2PreEM: Automated ESG grade assessment framework using pre-trained ensemble models

• Authors : Haein Lee; Seon Hong Lee; Heungju Park

Subjects: ESG; Natural language processing (NLP); Ensemble

• Source: Heliyon, Vol 10, Iss 4, Pp e26404- (2024)

تفاصيل العنوان

Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs

• Authors : Leal Palazón, Marina; Ponce López, Diego; Puerto Albandoz, Justo ...

Subjects: Finance; Portfolio Optimization; Bilevel Optimization

تفاصيل العنوان

Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war

• Authors : Bashar Yaser Almansour; Sabri Elkrghli; Jesus Cuauhtemoc Tellez Gaytan

Subjects: COVID-19; Dynamic connectedness; Network approach

• Source: Heliyon, Vol 9, Iss 12, Pp e22974- (2023)

تفاصيل العنوان

An empirical investigation of herding in the U.S. stock market

• Authors : Clements, Adam; Hurn, Stan; Shi, Shuping

Subjects: Herding; Predictability; Granger causality

• Source: Economic Modelling

تفاصيل العنوان

Intraday dynamics of stock market returns and volatility

• Authors : Gençay, Ramazan; Selçuk, Faruk

Subjects: Department of Banking and Finance; 330 Economics; Journal Article

• Source: Gençay, Ramazan; Selçuk, Faruk (2006). Intraday dynamics of stock market returns and volatility. Physica A: Statistical Mechanics and its Applications, 367:375-387.

تفاصيل العنوان

Covid-19, Dow Jones and equity market movement in ASEAN-5 countries: evidence from wavelet analyses

• Authors : Kamilah Kamaludin; Sheela Sundarasen; Izani Ibrahim

Subjects: ASEAN-5 countries; Equity markets; DowJones index

• Source: Heliyon, Vol 7, Iss 1, Pp e05851- (2021)

تفاصيل العنوان