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2022 Volume 2, Issue 2

Research article
A new hybrid form of the skew-t distribution: estimation methods comparison via Monte Carlo simulation and GARCH model application
Obinna D. Adubisi,  Ahmed Abdulkadir,  Chidi. E. Adubisi
2022, Volume 2, Issue 2: 54-79. doi: 10.3934/DSFE.2022003
Abstract HTML PDF Cited (1) Viewed (1717)
Research article
Volatility spillovers among MIST stock markets
Deniz Sevinç
2022, Volume 2, Issue 2: 80-95. doi: 10.3934/DSFE.2022004
Abstract HTML PDF Cited (6) Viewed (3033)
Research article
An investment strategy based on the first derivative of the moving averages difference with parameters adapted by machine learning
Antoni Wilinski,  Mateusz Sochanowski,  Wojciech Nowicki
2022, Volume 2, Issue 2: 96-116. doi: 10.3934/DSFE.2022005
Abstract HTML PDF Cited (2) Viewed (2821)
Research article
Extended dynamic mode decomposition for cyclic macroeconomic data
John Leventides,  Evangelos Melas,  Costas Poulios
2022, Volume 2, Issue 2: 117-146. doi: 10.3934/DSFE.2022006
Abstract HTML PDF Cited (2) Viewed (2375)
Research article
Multi-level stacking of LSTM recurrent models for predicting stock-market indices
Fatima Tfaily,  Mohamad M. Fouad
2022, Volume 2, Issue 2: 147-162. doi: 10.3934/DSFE.2022007
Abstract HTML PDF Cited (3) Viewed (3785)
Data Science in Finance and Economics
2.2
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