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Content
October 2025, Volume 66, Issue 4
- 2645-2674 Continuous-Time Convertible Lease Pricing and Firm Value
by Ons Triki & Fathi Abid - 2675-2713 The Study on Option Pricing Based on Wiener–Itô Chaos Expansion and Generative Adversarial Networks
by Jian Lv & Chenxu Wang & Wenyong Yuan & Zhenyi Zhang - 2715-2754 Multi-class Financial Distress Prediction Based on Feature Selection and Deep Forest Algorithm
by Xiaofang Chen & Zengli Mao & Chong Wu - 2755-2790 Maximizing Forecasting Precision: Empowering Multivariate Time Series Prediction with QPCA-LSTM
by Yuvaraja Boddu & A. Manimaran - 2791-2841 Reassessment of Corporate Credit Risk Identification: Novel Discoveries from Integrated Machine Learning Models
by Guoli Mo & Genliang Zhang & Chunzhi Tan & Weiguo Zhang & Yifeng Guo - 2843-2872 Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies
by Wael Dammak & Halilibrahim Gökgöz & Ahmed Jeribi - 2873-2908 GA-LSTM: Performance Optimization of LSTM driven Time Series Forecasting
by Uphar Singh & Kumar Saurabh & Neelaksh Trehan & Ranjana Vyas & O. P. Vyas - 2909-2957 System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation
by Saeed P. Langarudi & Sajid Noor - 2959-2985 Co-moment Insights from Environmental Sustainability with Financial Markets Dynamics
by Mubeen Abdur Rehman & Ritika Chopra & Anshita Yadav - 2987-3006 A Fusion Method Integrated Econometrics and Deep Learning to Improve the Interpretability of Prediction: Evidence From Chinese Carbon Emissions Forecast Based on OLS-CNN Model
by Jikun Yao - 3007-3032 Cost-aware Credit-scoring Framework Based on Resampling and Feature Selection
by Yunhan Mou & Zihao Pu & Duanyu Feng & Yingting Luo & Yanzhao Lai & Jimin Huang & Youjing Tian & Fang Xiao - 3033-3062 MoF: A Background-Aware Multi-source Fusion Financial Trend Forecasting Mechanism
by Fengting Mo & Shanshan Yan & Yinhao Xiao - 3063-3080 The Volatility Spillover Between Global Crude Oil and Gold Market: Evidence from Wavelet Coherence and Cross-power Spectrum Models
by I. Sahadudheen & P. K. Santhosh Kumar - 3081-3130 A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number
by Xue Deng & Fengting Geng - 3131-3166 Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets
by Berna Aydoğan & Omer Cayirli & Gülin Vardar - 3167-3196 Forecasting Cryptocurrency Prices Using Support Vector Regression Enhanced by Particle Swarm Optimization
by Navid Parvini & Davood Ahmadian & Luca Vincenzo Ballestra - 3197-3227 Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix
by Xue Deng & Wen Zhou & Qi Cao - 3229-3259 Modeling of Stock Price Indices from Five Gulf Cooperation Council (GCC) Economies
by Emmanuel Afuecheta & Idika E. Okorie & Adnan Bakather & Alawi Abdulrahman Hasan Alsaggaf & Saralees Nadarajah - 3261-3290 Novel Fuzzy Portfolio Models Considering Minimax Expectations of Regret and Rejoice Based on Credibility Theory
by Xue Deng & Fengting Geng & Ying Liang - 3291-3325 Explaining Mortgage Defaults Using SHAP and LASSO
by Belma Ozturkkal & Ranik Raaen Wahlstrøm - 3327-3357 Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves
by Juan Jesús Rico-Peña & Raquel Arguedas-Sanz & Carmen López-Martín - 3359-3400 Realized Real-Time GARCH: A Joint Model for Returns, Realized Measures and Current Information
by Zhimin Wu & Guanghui Cai - 3401-3436 Subdivided Clustering for Enhanced Predictive Accuracy
by Jeongwoo Kim - 3437-3472 Statistical Modeling of Opening Price Gaps in the Shanghai Stock Exchange Composite Index Using Linear Methods
by Yuancheng Si & Saralees Nadarajah & Zongxin Zhang - 3473-3496 Risk Estimation in the Bitcoin Market Using a Three-Stage Ensemble Method
by Rui Zha & Lean Yu & Xi Xi & Yi Su - 3497-3516 Extended Slash Modified Lindley Distribution to Model Economic Variables Showing Asymmetry
by Jiju Gillariose & Joshin Joseph & Christophe Chesneau - 3517-3543 Estimating the Maximum Lyapunov Exponent with Denoised Data to Test for Chaos in the German Stock Market
by Jorge Belaire-Franch - 3545-3565 Decentralized Online Portfolio Selection with Transaction Costs
by Yong Zhang & Hong Lin & Zhou-feng Lu & Chang-hong Guo - 3567-3589 How does Digital Technology Influence Natural Resource Use: A Global Perspective
by Tomiwa Sunday Adebayo & Victoria Olushola Olanrewaju & Oktay Özkan & Sajid Ali - 3591-3605 Is the Recursive Preference Asset Pricing Model More Flexible? A Monte Carlo Study
by Zhonghui Zhang
September 2025, Volume 66, Issue 3
- 1825-1850 Is Monopolization Inevitable in Proof-of-Work Blockchains? Insights from Miner Scale Analysis
by Aixing Li & Ke Gong & Jiashun Li & Li Zhang & Xueting Luo - 1851-1875 Differentiated Real-time Pricing Strategy for Maximizing Social Welfare Based on Blockchain Technology
by Junxiang Li & Xuan Liu & Ru Wang & Deqiang Qu & Xi Wang - 1877-1909 Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models
by Xiaoye Jin - 1911-1942 Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets
by Wenbin Hu & Junzi Zhou - 1943-1968 An Empirical Study of Robust Mean-Variance Portfolios with Short Selling
by Vrinda Dhingra & S. K. Gupta - 1969-1999 Forecasting the Volatility of CSI 300 Index with a Hybrid Model of LSTM and Multiple GARCH Models
by Bu Tian & Tianyu Yan & Hong Yin - 2001-2027 Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy
by Hao Chen & Changxin Xu & Zhiliang Xu - 2029-2054 Feature Expansion Effect Approach for Improving Stock Price Prediction Performance
by Heon Baek & Eui-Bang Lee - 2055-2076 Impact of Listed Firms’ Correlation on Idiosyncratic Volatility Co-movement—A Network and Wavelet Analysis
by Yang Zhao & Jian Chen - 2077-2108 Delineating the Interplay of Social Preferences and Explicit Incentives: An Agent-Based Simulation in a Public Goods Paradigm
by Annarita Colasante & Sara Gil-Gallen & Andrea Morone - 2109-2135 The Effect of the Interest Rate on a Credit System
by Amaury S. Amaral & Antônio F. Crepaldi & Carlos Bautista & Geraldo E. Silva & Fernando F. Ferreira - 2137-2168 Mutual Fund Selection Strategies Based on Machine Learning
by Chester S. J. Huang & Yu-Chuan Huang - 2169-2198 Global Stock Markets Volatility Correlation Structure and Implication of Portfolio Based on Complex Network Theory
by Peng Yang & Zhenzhang Hu & Sheng Luo & Ke Huang & Qiumei Li - 2199-2223 Fast Computation of Randomly Walking Volatility with Chained Gamma Distributions
by Di Zhang & Youzhou Zhou - 2225-2264 Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets
by John Kingsley Woode & Peterson Owusu Junior & Anthony Adu-Asare Idun & Seyram Kawor & John Bambir & Anokye M. Adam - 2265-2304 Multi-scale Dynamic Correlation Between Climate Shock and China's Stock Market: Evidence Based on High Frequency Data
by Mingyu Shu & Jieli Wang & Menglong Chen & Hanru Wang - 2305-2342 Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model
by Edson Pindza & Jules Clement & Sutene Mwambi & Nneka Umeorah - 2343-2365 Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data
by Tamalika Koley & Mrinal Jana & Gopal Krishna Basak - 2367-2381 Effective Convergence Trading of Sparse, Mean Reverting Portfolios
by Attila Rácz & Norbert Fogarasi - 2383-2412 Spatiotemporal Analysis of Coupling-Coordination Between Developments of Economic High-Quality and Ecological Innovation of China’s Inter-Provinces
by Yanrong Hu & Qingyang Liu & Hongjiu Liu - 2413-2437 Media Attention for Carbon Neutrality, Investor Sentiment, and Excess Stock Returns: Evidence from Mass Media and Social Media
by Gaoshan Wang & Yue Wang & Yilin Dong & Xiaohong Shen - 2439-2455 Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models
by Bohua Wang & Xingchun Wang & Mengjie Zhao - 2457-2481 Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation
by Shipei Zeng & Deyu Rao - 2483-2501 Prediction of Cryptocurrency Prices with the Momentum Indicators and Machine Learning
by Darya Lapitskaya & M. Hakan Eratalay & Rajesh Sharma - 2503-2521 The Dynamic Impact of Epidemic Shock on China’s Macro Economy from the Household Heterogeneity Perspective: Simulation Analysis Based on COVID-19 Data
by Jiangfeng Chao & Caiyue Ren & Xiaoli Wu - 2523-2542 DynareR: Harnessing Dynare for Economic Modelling in R, R Markdown and Quarto
by Sagiru Mati & Abdullahi G. Usman & Irfan Civcir & Dilber Uzun Ozsahin & Berna Uzun & Sani I. Abba - 2543-2563 Forecasting Crude Oil Prices Using Reservoir Computing Models
by Kaushal Kumar - 2565-2592 MLBGK: A Novel Feature Fusion Model for Forecasting Stocks Prices
by Yonghong Li & Zhixian Li & Yuting Chen & Yayun Wang & Sidong Xian & Zhiqiang Zhao & Linyan Zhou & Ji Li - 2593-2618 Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms
by Ibrahim Dikmen & Kaya Tokmakcioglu - 2619-2643 PPDNN-CRP: CKKS-FHE Enabled Privacy-Preserving Deep Neural Network Processing for Credit Risk Prediction
by Vankamamidi S. Naresh & D. Ayyappa
August 2025, Volume 66, Issue 2
- 971-1001 Policy Learning for Many Outcomes of Interest: Combining Optimal Policy Trees with Multi-objective Bayesian Optimisation
by Patrick Rehill & Nicholas Biddle - 1003-1033 Predicting the Law: Artificial Intelligence Findings from the IMF’s Central Bank Legislation Database
by Khaled AlAjmi & Jose Deodoro & Ashraf Khan & Kei Moriya - 1035-1069 Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters
by Yufeng Chen & Zulkifr Abdallah Msofe & Chuwen Wang & Minghui Chen - 1071-1106 Two-Asset Double Barrier Options
by Hangsuck Lee & Hongjun Ha & Gaeun Lee & Byungdoo Kong - 1107-1135 Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold
by Michaela Staňková - 1137-1155 Robust Portfolio Optimisation Under Sparse Contamination
by Carlo E. Autiero & Alessio Farcomeni - 1157-1189 Gold Price Prediction Using Two-layer Decomposition and XGboost Optimized by the Whale Optimization Algorithm
by Yibin Guo & Chen Li & Xiang Wang & Yonghui Duan - 1191-1213 Guangxi GDP Prediction Model Based on Principal Component Analysis and SSA–SVM
by Yanfen Tong & Jun Nie & Xianbao Cheng - 1215-1268 Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models
by Yuetong Zhang & Ying Peng & Yuping Song - 1269-1296 Bivariate Maximum Likelihood Method for Fixed Effects Panel Interval-Valued Data Models
by Aibing Ji & Jinjin Zhang & Yu Cao - 1297-1320 An Estimated DSGE Model Under the New Keynesian Framework for Mexico
by Alejandro Steven Fonseca-Zendejas & Carmen Borrego-Salcido & Francisco Venegas-Martínez - 1321-1354 Ensemble with Divisive Bagging for Feature Selection in Big Data
by Yousung Park & Tae Yeon Kwon - 1355-1378 A Hybrid Credit Risk Evaluation Model Based on Three-Way Decisions and Stacking Ensemble Approach
by Yusheng Li & Ran Zhao & Mengyi Sha - 1379-1411 Performance Evaluation of a Family of GARCH Processes Based on Value at Risk Forecasts: Data Envelopment Analysis Approach
by Alex Babiš - 1413-1425 Computing Competitive Equilibrium in Simplex Economies
by Antonio Pulgarín - 1427-1454 Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option
by Pradip Roul - 1455-1479 American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process
by Congyin Fan & Xian-Ming Gu & Shuhong Dong & Hua Yuan - 1481-1512 Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives
by Eymard Hernández-López & Diana Jaqueline Cruz-Espinosa & Leonardo Herrera-Zuñiga & Giovanni Wences - 1513-1543 Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil
by Mairton Nogueira Da Silva & Marcelo De Oliveira Passos & Mathias Schneid Tessmann & Daniel De Abreu Pereira Uhr - 1545-1570 Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis
by Hasan Murat Ertugrul & Onur Polat & Durmuş Çağrı Yıldırım & Abdullah Açık - 1571-1601 Output, Money and Interest Rate in the United States: New Evidence Based on Wavelet Analysis
by Hassan Khodavaisi - 1603-1624 Pricing Variable Annuity Contract with GMAB Guarantee Under a Regime Switching Local Volatility Model
by Sarfraz Mohammad & Viswanathan Arunachalam & Dharmaraja Selvamuthu - 1625-1646 Construction and Analysis of Chinese Macro-Financial Stability Index
by Jinsong Wang & Wanqing Tang - 1647-1669 OPEC Basket Monthly Crude Oil Price Forecasting: Comparative Study Between Prophet Facebook, NNAR, FTS Models
by Abdelmounaim Hadjira & Hicham Salhi & Lyes Choubar - 1671-1689 The Impacts of the Conflicts Between Israel and Hamas, as well as Between Russia and Ukraine, on Financial Assets and Crypto-Currencies
by Nidhal Mgadmi & Ameni Abidi & Néjib Hachicha & Wajdi Moussa - 1691-1713 The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model
by François Benhmad & Mohamed Chikhi - 1715-1745 Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis
by Mónica Andrea Arauco Ballesteros & Elio Agustín Martínez Miranda - 1747-1766 Financial Fraud Transaction Prediction Approach Based on Global Enhanced GCN and Bidirectional LSTM
by Yimo Chen & Mengyi Du - 1767-1791 AB-LSTM-GRU: A Novel Ensemble Composite Deep Neural Network Model for Exchange Rate Forecasting
by Jincheng Gu & Shiqi Zhang & Yanling Yu & Feng Liu - 1793-1824 Robustness Analysis and Forecasting of High-Dimensional Financial Time Series Data
by Junchen Li & Shuai Song & Ce Bian
July 2025, Volume 66, Issue 1
- 1-34 Machine Learning Methods and Time Series: A Through Forecasting Study via Simulation and USA Inflation Analysis
by Klaus Boesch & Flavio A. Ziegelmann - 35-75 Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation
by Zhiping Chen & Bingbing Ji & Jia Liu & Yu Mei - 77-104 Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
by Hyun-Gyoon Kim & Hyeongmi Kim & Jeonggyu Huh - 105-126 Understanding and Attaining an Investment Grade Rating in the Age of Explainable AI
by Ravi Makwana & Dhruvil Bhatt & Kirtan Delwadia & Agam Shah & Bhaskar Chaudhury - 127-178 A Hybrid Machine Learning Model Architecture with Clustering Analysis and Stacking Ensemble for Real Estate Price Prediction
by Cihan Çılgın & Hadi Gökçen - 179-206 A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ $$\beta$$ β Formulation
by Süleyman Cengizci & Ömür Uğur - 207-240 An Adaptive Differential Evolution Algorithm Based on Data Preprocessing Method and a New Mutation Strategy to Solve Dynamic Economic Dispatch Considering Generator Constraints
by Ruxin Zhao & Wei Wang & Tingting Zhang & Chang Liu & Lixiang Fu & Jiajie Kang & Hongtan Zhang & Yang Shi & Chao Jiang - 241-299 Asset Prices with Investor Protection in the Cross-Sectional Economy
by Jia Yue & Ming-Hui Wang & Nan-Jing Huang & Ben-Zhang Yang - 301-322 Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors
by Javier Orlando Pantoja Robayo & Julián Alberto Alemán Muñoz & Diego F. Tellez-Falla - 323-347 Is the Price of Ether Driven by Demand or Pure Speculation?
by Zein Alamah & Ali Fakih - 349-375 Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models
by Jinseong Park & Hyungjin Ko & Jaewook Lee - 377-404 Assessing the Dual Impact of the Social Media Platforms on Psychological Well-being: A Multiple-Option Descriptive-Predictive Framework
by Simona-Vasilica Oprea & Adela Bâra - 405-419 Predicting Asset Dynamics with Hybrid Bivariate Kernel Density Estimate and Markov Model
by Mantas Landauskas & Tomas Ruzgas & Eimutis Valakevičius - 421-452 Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices
by Shijia Song & Handong Li - 453-484 Stock Market Trend Prediction Using Deep Learning Approach
by Mahmoud Ahmad Al-Khasawneh & Asif Raza & Saif Ur Rehman Khan & Zia Khan - 485-515 Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data
by Arash Pourrezaee & Ehsan Hajizadeh - 517-569 Predicting Corporate Financial Failure Using Sigmoidal Opposition-Based Arithmetic Optimization Algorithm
by Mohamed Khaldi & Ghaith Manita & Amit Chhabra & Ramzi Guesmi & Tarek Hamrouni - 571-592 Portfolio Optimization Under the Uncertain Financial Model
by Jiangong Wu & J. F. Gomez-Aguilar & Rahman Taleghani - 593-643 Solving Linear DSGE Models with Bernoulli Iterations
by Alexander Meyer-Gohde - 645-679 Cash Flow Forecasting for Self-employed Workers: Fuzzy Inference Systems or Parametric Models?
by Luis Palomero & Vicente García & J. Salvador Sánchez - 681-714 Two-factor Rough Bergomi Model: American Call Option Pricing and Calibration by Interior Point Optimization Algorithm
by Arezou Karimi & Farshid Mehrdoust & Maziar Salahi - 715-755 Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19
by Tao Xie & Ying Li & Yung-Ho Chiu & Shiyou Ao - 757-807 Optimal Technical Indicator Based Trading Strategies Using Evolutionary Multi Objective Optimization Algorithms
by Yelleti Vivek & P. Shanmukh Kali Prasad & Vadlamani Madhav & Ramanuj Lal & Vadlamani Ravi - 809-834 Pareto Distribution of the Forbes Billionaires
by Eugene Pinsky & Weiqi Zhang & Zibo Wang - 835-867 Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets
by Mirzat Ullah & Kazi Sohag & Svetlana Doroshenko & Oleg Mariev - 869-902 High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach
by Antonio Pacifico - 903-927 Stock Market Prediction Using Deep Attention Bi-directional Long Short-Term Memory
by B. Prakash & B. Saleena - 929-946 A Team-Innovative Optimization Search Algorithm and its Application to Cash Flow Forecasting
by JianJun Wu & Lu Xia - 947-969 Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?
by Azhar Mohamad
June 2025, Volume 65, Issue 6
- 3039-3075 Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph
by You-Sin Chen & Chu-Lan Michael Kao & Po-Hsien Liu & Vincent S. Tseng - 3077-3110 A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference
by Paul W. Wilson - 3111-3159 Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm
by Özge Çamalan & Esra Hasdemir & Tolga Omay & Mustafa Can Küçüker - 3161-3205 Bias Correction in the Least-Squares Monte Carlo Algorithm
by François-Michel Boire & R. Mark Reesor & Lars Stentoft - 3207-3235 Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach
by Taraneh Shahin & María Teresa Ballestar de las Heras & Ismael Sanz - 3237-3258 Modelling Mixed-Frequency Time Series with Structural Change
by Adrian Matthew G. Glova & Erniel B. Barrios - 3259-3294 Systemic Financial Risk of Stock Market Based on Multiscale Networks
by Youtao Xiang & Sumuya Borjigin - 3295-3324 Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment
by Maksat Jumamyradov & Benjamin M. Craig & William H. Greene & Murat Munkin - 3325-3360 Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM
by Guangxi Cao & Meijun Ling & Jingwen Wei & Chen Chen - 3361-3389 Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law
by Zihao Liu & Di Li - 3391-3418 Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China
by Wenling Liu & Fengmin Xu & Kui jing & Ziyue Hua - 3419-3446 Stability and Convergence Analysis of a Numerical Method for Solving a $$\zeta$$ ζ -Caputo Time Fractional Black–Scholes Model via European Options
by Feten Maddouri - 3447-3473 Enhancing Long-Term GDP Forecasting with Advanced Hybrid Models: A Comparative Study of ARIMA-LSTM and ARIMA-TCN with Dense Regression
by Dalia Atif - 3475-3502 Game Analysis of the Behavior of Participants in Green Supply Chain Finance Based on Digital Technology Platforms
by Yitian Hong & Chuan Qin - 3503-3544 Measuring and Forecasting Stock Market Volatilities with High-Frequency Data
by Minh Vo - 3545-3571 Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model
by Yun Tu & Bin Sheng & Chien-Heng Tu & Yung-ho Chiu - 3573-3604 Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis
by Hasan Kazak & Buerhan Saiti & Cüneyt Kılıç & Ahmet Tayfur Akcan & Ali Rauf Karataş - 3605-3631 Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach
by Qin Wang & Xianhua Li - 3633-3650 Advances in Forecasting Home Prices
by Hany Guirguis & Glenn Mueller & Vaneesha Dutra & Robert Jafek - 3651-3671 Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model
by Yutian Miao & Siyan Liu & Xiaojuan Dong & Gang Lu - 3673-3721 Financial Series Forecasting: A New Fuzzy Inference System for Crisp Values and Interval-Valued Predictions
by Kaike Sa Teles Rocha Alves & Rosangela Ballini & Eduardo Pestana de Aguiar - 3723-3749 The Impact of Financial Stress on New Energy Vehicles Industry from Cross-correlation to Explainable Machine Learning: Proof from China
by Xingyue Gong & Guozhu Jia - 3751-3778 Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach
by Akanksha Sharma & Chandan Kumar Verma & Priya Singh - 3779-3806 An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance
by Xiaoming Zhang & Lean Yu & Hang Yin - 3807-3840 Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading
by Narongsak Sukma & Chakkrit Snae Namahoot - 3841-3883 Financial Performance and Corporate Distress: Searching for Common Factors for Firms in the Indian Registered Manufacturing Sector
by Jessica Thacker & Debdatta Saha - 3885-3921 Deep Learning for Solving and Estimating Dynamic Macro-finance Models
by Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu - 3923-3943 Detecting Insider Trading in the Indian Stock Market: An Optimized Deep Learning Approach
by Prashant Priyadarshi & Prabhat Kumar - 3945-3969 Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model
by Ke Huang & Zuominyang Zhang & Yakun Wang - 3971-4013 Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations
by Omer Burak Akgun & Emrah Gulay
May 2025, Volume 65, Issue 5
- 2451-2476 Evaluation of International Monetary Policy Coordination: Evidence from Machine Learning Algorithms
by Ufuk Can & Omur Saltik & Zeynep Gizem Can & Suleyman Degirmen - 2477-2503 Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models
by Giovanni Angelini & Luca Fanelli & Marco M. Sorge - 2505-2543 What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?
by Januj Juneja - 2545-2577 Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets
by Min Zhu & Yuping Song & Xin Zheng - 2579-2594 Modeling Bitcoin Price Dynamics: Overcoming Kurtosis and Skewness Challenges for Enhanced Predictive Accuracy
by Mostafa Tamandi - 2595-2624 Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations
by Yangyang Wang & Xunxiang Guo & Ke Wang - 2625-2648 Dynamic Time Warping: Intertemporal Clustering Alignments for Hotel Tourism Demand
by Miguel Ángel Ruiz Reina - 2649-2677 Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis
by Bhaskar Tripathi & Rakesh Kumar Sharma - 2679-2706 The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models
by Gaoshan Wang & Xiaomin Wang - 2707-2741 Measuring Interdependence of Inflation Uncertainty
by Seohyun Lee - 2743-2760 Panel Stochastic Frontier Analysis with Positive Skewness
by Rachida El Mehdi & Christian M. Hafner - 2761-2774 The Impact of Foreign Stock Market Indices on Predictions Volatility of the WIG20 Index Rates of Return Using Neural Networks
by Emilia Fraszka-Sobczyk & Aleksandra Zakrzewska - 2775-2810 Robust Picture Fuzzy Regression Functions Approach Based on M-Estimators for the Forecasting Problem
by Eren Bas & Erol Egrioglu - 2811-2828 Political Similarity and the Dynamics of the Global Nuclear Trade Network
by Yeongkyun Jang - 2829-2852 Stock Returns Prediction Based on Implied Volatility Spread Under Network Perspective
by Hairong Cui & Xurui Wang & Xiaojun Chu - 2853-2871 Optimal Portfolios for Large Investors in Housing Markets Under Stress Scenarios: A Worst-Case Approach
by Bilgi Yilmaz - 2873-2889 Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict
by Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi - 2891-2917 LightGBM-BES-BiLSTM Carbon Price Prediction Based on Environmental Impact Factors
by Peipei Wang & Xiaoping Zhou & Zhaonan Zeng - 2919-2964 Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends
by Mansour Davoudi & Mina Ghavipour & Morteza Sargolzaei-Javan & Saber Dinparast - 2965-2990 An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model
by Sang-Heon Lee - 2991-3035 Integration of CNN Models and Machine Learning Methods in Credit Score Classification: 2D Image Transformation and Feature Extraction
by Yunus Emre Gür & Mesut Toğaçar & Bilal Solak - 3037-3038 Correction to: Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network
by Zixian Liu & Guansan Du & Shuai Zhou & Haifeng Lu & Han Ji
April 2025, Volume 65, Issue 4
- 1795-1817 Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm
by Jialu Ling & Ziyu Zhong & Helin Wei - 1819-1853 An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns
by Alexandre Silva Oliveira & Paulo Sergio Ceretta & Daniel Pastorek - 1855-1855 Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns
by Alexandre Silva Oliveira & Paulo Sergio Ceretta & Daniel Pastorek - 1857-1899 Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning
by Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab & Ayse Basar - 1901-1935 Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations
by Xiaoliang Li & Kongyan Chen & Wei Niu & Bo Huang - 1937-1969 Forecasting Stock Indices: Stochastic and Artificial Neural Network Models
by Naman Krishna Pande & Arun Kumar & Arvind Kumar Gupta - 1971-1998 Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method
by Rakhymzhan Kazbek & Yogi Erlangga & Yerlan Amanbek & Dongming Wei - 1999-2028 Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
by Siyao Wei & Pengfei Luo & Jiashan Song & Kunliang Jiang - 2029-2056 Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data
by Igor Sadoune & Marcelin Joanis & Andrea Lodi - 2057-2080 Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory
by Xiaoxiao Liu & Wei Wang - 2081-2113 Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries
by Oleksandr Castello & Marina Resta - 2115-2131 Analyzing Stationarity in World Coffee Prices
by C. Flores Komatsu & L. A. Gil-Alana - 2133-2178 A Hybrid Multi-population Optimization Algorithm for Global Optimization and Its Application on Stock Market Prediction
by Ali Alizadeh & Farhad Soleimanian Gharehchopogh & Mohammad Masdari & Ahmad Jafarian - 2179-2204 On a Black–Scholes American Call Option Model
by Morteza Garshasbi & Shadi Malek Bagomghaleh - 2205-2225 Dynamic Modeling and Simulation of Option Pricing Based on Fractional Diffusion Equations with Double Derivatives
by Lina Song - 2227-2248 Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition
by Serdar Arslan - 2249-2315 PCA-ICA-LSTM: A Hybrid Deep Learning Model Based on Dimension Reduction Methods to Predict S&P 500 Index Price
by Mehmet Sarıkoç & Mete Celik - 2317-2350 On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso
by Alejandro García-Figal & Alejandro Lage-Castellanos & Daniel A. Amaro & R. Mulet - 2351-2378 Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach
by Arthur Emanuel de Oliveira Carosia & Ana Estela Antunes Silva & Guilherme Palermo Coelho - 2379-2396 Perturbating and Estimating DSGE Models in Julia
by Alvaro Salazar-Perez & Hernán D. Seoane - 2397-2422 An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps
by Yong Chen & Liangliang Li - 2423-2448 Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup
by Shogo Fukui - 2449-2450 Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages
by Riccardo Lucchetti & Luca Pedini
March 2025, Volume 65, Issue 3
- 1147-1168 Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices
by Changwoo Yoo & Soobin Kwak & Youngjin Hwang & Hanbyeol Jang & Hyundong Kim & Junseok Kim - 1169-1189 Applying Machine Learning Algorithms to Predict the Size of the Informal Economy
by João Felix & Michel Alexandre & Gilberto Tadeu Lima - 1191-1230 Prediction and Allocation of Stocks, Bonds, and REITs in the US Market
by Ana Sofia Monteiro & Helder Sebastião & Nuno Silva - 1231-1264 Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm
by Shuangshuang Fan & Yichao Li & William Mbanyele & Xiufeng Lai - 1265-1298 Can Text-Based Statistical Models Reveal Impending Banking Crises?
by Emile du Plessis