Value-at-Risk forecasting: A hybrid ensemble learning GARCH-LSTM based approach

K Kakade, I Jain, AK Mishra - Resources Policy, 2022 - Elsevier
This study proposes a new hybrid model that combines LSTM and BiLSTM neural networks
with GARCH type model forecasts using an ensemble approach to forecast volatility for one …

Modeling and prediction of temporal biogeomechanical properties using novel machine learning approach

O Kolawole, RH Assaad - Rock Mechanics and Rock Engineering, 2023 - Springer
In biogeomechanics, which describes the mechanical responses to microbial-rock
interactions and its succeeding alterations, there is complexity in the estimation and …

Volatility spillovers and contagion during major crises: an early warning approach based on a deep learning model

M Sahiner - Computational Economics, 2024 - Springer
This paper contributes to the ongoing debate on the nature and characteristics of the
volatility transmission channels of major crash events in international stock markets between …

Forecasting tourist arrivals using STL-XGBoost method

M He, X Qian - Tourism Economics, 2025 - journals.sagepub.com
Forecasting tourism demand in a timely manner is critical for ensuring the smooth operation
of the tourism industry. Over time, time series models have been widely applied to estimate …

[PDF][PDF] Weight Prediction Using the Hybrid Stacked-LSTM Food Selection Model.

AM Elshewey, MY Shams, Z Tarek… - Comput. Syst. Sci …, 2023 - researchgate.net
Food choice motives (ie, mood, health, natural content, convenience, sensory appeal, price,
familiarities, ethical concerns, and weight control) have an important role in transforming the …

Predicting Gross Domestic Product (GDP) using a PC-LSTM-RNN model in urban profiling areas

MY Shams, Z Tarek, ESM El-kenawy, MM Eid… - Computational Urban …, 2024 - Springer
Abstract Gross Domestic Product (GDP) is significant for measuring the strength of national
and global economies in urban profiling areas. GDP is significant because it provides …

[HTML][HTML] Parameter sensitivity analysis of a sea ice melt pond parametrisation and its emulation using neural networks

S Driscoll, A Carrassi, J Brajard, L Bertino… - Journal of …, 2024 - Elsevier
Accurate simulation of sea ice is critical for predictions of future Arctic sea ice loss, looming
climate change impacts, and more. A key feature in Arctic sea ice is the formation of melt …

Enhancing credit card fraud detection: highly imbalanced data case

D Breskuvienė, G Dzemyda - Journal of Big Data, 2024 - Springer
In the contemporary landscape, fraud is a widespread challenge in today's financial
landscape, requiring innovative methods and technologies to detect and prevent losses from …

Construction and simulation of a strategic HR decision model based on recurrent neural network

X Li, L Zhang, D Li, D Guo - Journal of Mathematics, 2022 - Wiley Online Library
In this paper, RNN (Recurrent Neural Network) algorithm is used to conduct an in‐depth
analysis of HR strategic decision‐making and an HR strategic decision model is constructed …

Price Trend Forecasting of Cryptocurrency Using Multiple Technical Indicators and SHAP

P Pichaiyuth, P Termnuphan, T Triyason… - … Joint Conference on …, 2023 - ieeexplore.ieee.org
Investment predicated on price trends stands as one of the most prevalent and efficacious
approaches, hinging on its capacity to accurately discern the price trajectory for each asset …