arXiv 2016-08-25 EN Quantile Dependence between Stock Markets and its Application in Volatility Forecasting Han, Heejoon
arXiv 2016-08-23 EN "Butterfly Effect" vs Chaos in Energy Futures Markets Mastroeni, Loretta · Vellucci, Pierluigi
arXiv 2016-08-18 EN A Comparison of Various Electricity Tariff Price Forecasting Techniques in Turkey and Identifying the Impact of Time Series Periods Benli, T. O.
arXiv 2016-08-16 EN Time-scale effects on the gain-loss asymmetry in stock indices Sándor, Bulcsú · Simonsen, Ingve · Nagy, Bálint Zsolt · Néda, Zoltán
arXiv 2016-08-11 EN A General Framework for Pairs Trading with a Control-Theoretic Point of View Deshpande, Atul · Barmish, B. Ross
arXiv 2016-08-10 EN Dynamic portfolio strategy using clustering approach Ren, Fei · Lu, Ya-Nan · Li, Sai-Ping · Jiang, Xiong-Fei +2
arXiv 2016-08-10 EN Dynamic structure of stock communities: A comparative study between stock returns and turnover rates Su, Li-Ling · Jiang, Xiong-Fei · Li, Sai-Ping · Zhong, Li-Xin +1
arXiv 2016-08-03 EN Fluctuation of USA Gold Price - Revisited with Chaos-based Complex Network Method Bhaduri, Susmita · Ghosh, Dipak · Ghosh, Subhadeep
arXiv 2016-08-02 EN A continuous and efficient fundamental price on the discrete order book grid Bonart, Julius · Lillo, Fabrizio
arXiv 2016-07-27 EN Asymmetric volatility connectedness on forex markets Barunik, Jozef · Kocenda, Evzen · Vacha, Lukas
arXiv 2016-07-21 EN Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes Papanicolaou, Andrew · Spiliopoulos, Konstantinos
arXiv 2016-07-20 EN Statistical inference for the doubly stochastic self-exciting process Clinet, Simon · Potiron, Yoann
arXiv 2016-07-18 EN A Comparison of Nineteen Various Electricity Consumption Forecasting Approaches and Practicing to Five Different Households in Turkey Benli, T. O.
arXiv 2016-07-18 EN Identification of market trends with string and D2-brane maps Bartoš, Erik · Pinčák, Richard
arXiv 2016-07-03 EN Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework Chaudhuri, Tamal Datta · Ghosh, Indranil
arXiv 2016-06-20 EN Using String Invariants for Prediction Searching for Optimal Parameters Bundzel, Marek · Kasanicky, Tomas · Pincak, Richard
arXiv 2016-06-15 EN The multiplex dependency structure of financial markets Musmeci, Nicoló · Nicosia, Vincenzo · Aste, Tomaso · Di Matteo, Tiziana +1
arXiv 2016-06-11 EN Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring Ormos, Mihaly · Timotity, Dusan
arXiv 2016-06-09 EN The study of Thai stock market across the 2008 financial crisis Kanjamapornkul, K. · Pinčák, Richard · Bartoš, Erik
arXiv 2016-06-01 EN Testing for Common Breaks in a Multiple Equations System Oka, Tatsushi · Perron, Pierre
