T2V_TF: An adaptive timing encoding mechanism based Transformer with multi-source heterogeneous information fusion for portfolio management: A case of the …
F Zhou, Q Zhang, Y Zhu, T Li - Expert Systems with Applications, 2023 - Elsevier
The Stock prediction has traditionally been an attractive and challenging topic for investors
and researchers. Traditionally, people concern more about predicting stock prices, less effort …
and researchers. Traditionally, people concern more about predicting stock prices, less effort …
Detection and forecasting of extreme events in stock price triggered by fundamental, technical, and external factors
The sporadic large fluctuations seen in the stock market are due to different factors. These
large fluctuations are termed extreme events (EE). We have identified fundamental …
large fluctuations are termed extreme events (EE). We have identified fundamental …
Characteristics of 2020 stock market crash: The COVID-19 induced extreme event
A sudden fall of stock prices happens during a pandemic due to the panic sell-off by the
investors. Such a sell-off may continue for more than a day, leading to a significant crash in …
investors. Such a sell-off may continue for more than a day, leading to a significant crash in …
High-frequency stock market order transitions during the US–China trade war 2018: A discrete-time Markov chain analysis
Statistical analysis of high-frequency stock market order transaction data is conducted to
understand order transition dynamics. We employ a first-order time-homogeneous discrete …
understand order transition dynamics. We employ a first-order time-homogeneous discrete …
Identifying extreme events in the stock market: A topological data analysis
This paper employs Topological Data Analysis (TDA) to detect extreme events (EEs) in the
stock market at a continental level. Previous approaches, which analyzed stock indices …
stock market at a continental level. Previous approaches, which analyzed stock indices …
A sentiment-based modeling and analysis of stock price during the COVID-19: U-and Swoosh-shaped recovery
In the aftermath of stock market crash due to COVID-19, not all sectors recovered in the
same way. Recently, a stock price model is proposed by Mahata et al.(2021) that describes …
same way. Recently, a stock price model is proposed by Mahata et al.(2021) that describes …
Dynamic multiscale analysis of causality among mining stock prices
This paper combines the ensemble empirical mode decomposition (EEMD) method, the
transfer entropy (TE) method and complex network theory to analyze the causal …
transfer entropy (TE) method and complex network theory to analyze the causal …
Identification of short-term and long-term time scales in stock markets and effect of structural break
The paper presents the comparative study of the nature of stock markets in short-term and
long-term time scales (τ) with and without structural break in the stock data. Structural break …
long-term time scales (τ) with and without structural break in the stock data. Structural break …
Is technical analysis profitable on renewable energy stocks? Evidence from trend-reinforcing, mean-reverting and hybrid fractal trading systems
Demand for power sources is gradually shifting from ozone-depleting-substances towards
renewable and sustainable energy resources. The growth prospects of the renewable …
renewable and sustainable energy resources. The growth prospects of the renewable …
Complex network analysis of cryptocurrency market during crashes
This paper identifies the cryptocurrency market crashes and analyses its dynamics using the
complex network. We identify three distinct crashes during 2017-20, and the analysis is …
complex network. We identify three distinct crashes during 2017-20, and the analysis is …