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Forecasting stock volatility with a large set of predictors : a new forecast combination method
Gong, Xue; Zhang, Weiguo; Zhao, Yuan; Ye, Xin - In: Journal of forecasting 42 (2023) 7, pp. 1622-1647
Persistent link: https://www.econbiz.de/10014432742
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Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei; Zhang, Weiguo - In: Journal of forecasting 43 (2024) 6, pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
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Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework
Desforges, Perceval; Geissler, Christophe; Liu, Fei - In: Journal of forecasting 42 (2023) 6, pp. 1360-1369
Persistent link: https://www.econbiz.de/10014338901
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A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies
Zhang, Weiqian; li, Songsong; Guo, Zhichang; Yang, Yizhe - In: Journal of forecasting 42 (2023) 7, pp. 1729-1749
Persistent link: https://www.econbiz.de/10014432755