It is believed that financial markets are integrated and sensitive to news – including political conflicts in some regions of the world. Furthermore, financial markets seem to react differently to information flows from one region to another. The purpose of this research is to discern the...

Forecasts of crude oil prices' volatility are important inputs to many decision making processes in application areas such as macroeconomic policy making, risk management, options pricing, and portfolio management. Despite the fact that a large number of forecasting models have been designed to...

Purpose: Nowadays, the field of data analytics is witnessing an unprecedented interest from a variety of stakeholders. The purpose of this paper is to contribute to the subfield of predictive analytics by proposing a new non-parametric classifier. Design/methodology/approach: The proposed new...