has been cited by the following article(s):
[1]
|
Modeling of Machine Learning-Based Extreme Value Theory in Stock Investment Risk Prediction: A Systematic Literature Review
Big Data,
2024
DOI:10.1089/big.2023.0004
|
|
|
[2]
|
A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review
Risks,
2023
DOI:10.3390/risks11030060
|
|
|
[3]
|
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks
Computational Economics,
2023
DOI:10.1007/s10614-023-10390-7
|
|
|
[4]
|
An extreme value analysis of daily new cases of COVID-19 for sixteen countries in west Africa
Scientific Reports,
2023
DOI:10.1038/s41598-023-37722-9
|
|
|
[5]
|
The Basel 2.5 capital regulatory framework and the COVID-19 crisis: evidence from the ethical investment market
PSU Research Review,
2023
DOI:10.1108/PRR-06-2022-0082
|
|
|
[6]
|
Value-at-risk (VAR) estimation and backtesting during COVID-19: Empirical analysis based on BRICS and US stock markets
Investment Management and Financial Innovations,
2022
DOI:10.21511/imfi.19(1).2022.04
|
|
|
[7]
|
The Effect of Commodity Prices and Exchange Rate on the Stock Return of Agriculture and Animal Feed Companies in Indonesia
International Journal of Social Sciences and Economic Review,
2022
DOI:10.36923/ijsser.v4i4.149
|
|
|
[8]
|
Impact of COVID-19 on energy prices and main macroeconomic indicators—evidence from China's energy market
Green Finance,
2021
DOI:10.3934/GF.2021019
|
|
|