Abandoning the classical econometric modeling approach which consists in using
explanatory variables (suggested by economic theory for prediction), we choose instead to …

The purpose of this study is to comprehensively examine and anticipate future silver prices
in the Indian context. Given silver's historical importance as a valuable material over 6000 …

The aim of this study consists in examining the changes in the volatility of daily returns of
EUR/RON exchange rate using on the one hand symmetric GARCH models (ARCH and …

This paper attempts to compare the forecasting performance of the ARIMA model and hybrid
ARMA-GARCH Models by using daily data of the Iran's exchange rate against the US Dollar …

This paper examines efficacy and limitations of time series models, namely ARIMA, GARCH,
and ARMA-GARCH for stock market returns forecasting. First, the paper assesses the …

Trend in the producer price is of much value to the central bank authorities in identifying the
cost-push inflation that can improve their understanding of future directions of inflation in the …

ALSTM model is proposed to predict the closing price of the Shanghai Composite Index on
the next trading day. The ALSTM model prevents model overfitting by improving the …

Sudden movements in exchange rates are associated with increased risk aversion in
cyclical uncertainty. In particular, in the floating exchange rate system, this relationship …

Recently, the rising of the Covid-19 pandemic has delivered severe panic to the whole world
and enhanced the caution of stockholders in the financial market. To alleviate the negative …

With the trend to apply statistics to predict sport games, the purpose of this paper is to find a
model that can help to predict the percentage of games won for NBA teams during a season …