This study investigates the volatility spillover dynamics between the VIX fear index and the Magnificent Seven technology stocks - namely Microsoft, Apple, Nvidia, Amazon, Alphabet, Meta Platforms, and Tesla - over the period of June 2012 to March 2024. To achieve this objective, the variance...

In this paper, we seek to ascertain whether the recently developed ordered fuzzy number (OFN) representation of a limit order book (LOB) by Marszałek and Burczyński (2024) may serve as a measure of stock liquidity. In particular, we aim to test whether this measure contains similar or distinct...

This study examines how effective the Dogs of the Dow (DoD) investment strategy, popular in the USA, was for the Polish blue-chip stock market between 2002-2023. This strategy involves investing the same amount of funds each year in shares of ten companies called Dogs of Dow with the highest...

Stock price forecasting remains challenging due to the non-linear, noisy, and non-stationary nature of financial time series. Although LSTMs and Transformer-based models have improved sequential modeling, their ability to scale efficiently to long financial sequences remains limited. Recently,...

Prediction of stock closing price plays a critical role in financial planning, risk management, and informed investment decision-making. In this study, we propose a novel model that synergistically amalgamates Bidirectional GRU (BiGRU) with three complementary attention techniques-Top-k Sparse,...