Similar Search Results

On the optimal forecast with the fractional Brownian motion

Wang, Xiaohu; Yu, Jun; Zhang, Chen - In: Quantitative finance 24 (2024) 2, pp. 337-346

Persistent link: https://www.econbiz.de/10014552006

On the optimal forecast with the fractional Brownian motion

Wang, Xiaohu; Zhang, Chen; Yu, Jun - 2022

Persistent link: https://www.econbiz.de/10013542217

Forecasting Value-at-Risk of Crude Oil Using a Hybrid Arima-Svr-Pot Model

Zhang, Chen; Zhou, Xinmiao - 2023

Measuring the value at risk(VaR) of crude oil futures poses a challenge for investors due to the high volatility of these prices. Describing the return in the tail distribution is crucial because these extreme values can trigger larger price fluctuations and market risks. Based on the...

Persistent link: https://www.econbiz.de/10014352625

RP-LGMC : rating prediction based on local and global information with matrix clustering

Zhang, Wen; Wang, Qiang; Yoshida, Taketoshi; Li, Jian - In: Computers & operations research : and their … 129 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012494765

Credit risk prediction of SMEs in supply chain finance by fusing demographic and behavioral data

Zhang, Wen; Yan, Shaoshan; Li, Jian; Tian, Xin; … - In: Transportation research / E : an international journal 158 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013194737

Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine

Zhang, Wen; Wu, Zhibin - In: Journal of forecasting 41 (2022) 3, pp. 615-632

Persistent link: https://www.econbiz.de/10013166168