Reset
Showing 17 of 17 academic articles

Machine learning-based dynamic risk measurement for white sugar futures under geopolitical risks

Zihao Qiu, Siyu Chen, Zixin Feng, Ruitong Luo et al. • Frontiers in Physics (2025)

Futures, as significant financial derivatives, play a crucial role in financial markets by fulfilling price discovery functions and providing efficient risk hedging tools. Against the backdrop of geopolitical conflicts, market risk emerges ...

DOAJ Open Access (DOAJ) DOI: 10.3389/fphy.2025.1674717

A Kalman-Jacobi hybrid model for game theory: a fuzzy logic approach to financial market competition

Alireza Azarberahman, Mahmoodreza Mohammadnejadi Modi • Journal of Business and Socio-Economic Development (2025)

PurposeThis research examines the structure of financial markets by integrating game theory and fuzzy logic. The objective is to develop a differential game model that analyzes competition among financial firms within a specific industry.De...

DOAJ Open Access (DOAJ) DOI: 10.1108/JBSED-03-2024-0030

Introducing Public Administration

Jay M. Shafritz, E.W. Russell, Christopher P. Borick, Albert C. Hyde • Routledge eBooks (2016)

Now in an extensively revised 9th edition, Introducing Public Administration provides students with the conceptual foundation they need, while introducing them to important trends in the discipline. Known for its lively and witty writing st...

OPENALEX DOI: https://doi.org/10.4324/9781315619439

Information diffusion, trading speed and their potential impact on price efficiency – Literature review

Carlos Jorge Lenczewski Martins • Borsa Istanbul Review (2022)

The continuous debate and research related to High Frequency Trading emphasises the importance of performing analysis on topics associated with the interaction of traders with different trading speeds, and the effects of this interaction on...

DOAJ Open Access (DOAJ) DOI: 10.1016/j.bir.2021.02.006

Unternehmen unter der Dominanz der Finanzmärkte? Orientierungen aus sozialethischer Perspektive

Wolf-Gero Reichert • Acta Universitatis Carolinae Theologica (2016)

There is a crucial change in the German financial system and listed corporations: The influence of the financial markets has grown in both fields. Subsequently, shareholders can enforce their interests more efficiently than other stakeholde...

DOAJ Open Access (DOAJ) DOI: 10.14712/23363398.2016.5

Large Language Models and the Elliott Wave Principle: A Multi-Agent Deep Learning Approach to Big Data Analysis in Financial Markets

Michał Wawer, Jarosław A. Chudziak, Ewa Niewiadomska-Szynkiewicz • Applied Sciences (2024)

Traditional technical analysis methods face limitations in accurately predicting trends in today’s complex financial markets. Meanwhile, existing AI-driven approaches, while powerful in processing large datasets, often lack interpretability...

DOAJ Open Access (DOAJ) DOI: 10.3390/app142411897

Deep Learning for Time Series Anomaly Detection: A Survey

Zahra Zamanzadeh Darban, Geoffrey I. Webb, Shirui Pan, Charų C. Aggarwal et al. • ACM Computing Surveys (2024)

Time series anomaly detection is important for a wide range of research fields and applications, including financial markets, economics, earth sciences, manufacturing, and healthcare. The presence of anomalies can indicate novel or unexpect...

OPENALEX cc-by DOI: https://doi.org/10.1145/3691338

Predicting Stock Price Movements with Combined Deep Learning Models and Two-Tier Metaheuristic Optimization Algorithm

Khalil A. Alruwaitee • Journal of Radiation Research and Applied Sciences (2024)

Predictions on stock market prices are a noble task owing to huge complex, dynamic, and chaotic surroundings. Fast ups and downs arise in the stock market due to influences from foreign merchandise, such as sensitive political, stockholder,...

DOAJ Open Access (DOAJ) DOI: 10.1016/j.jrras.2024.101172

Can Geopolitical Risk Improve the Forecasting of Thai Stock-Market Returns? Evidence from Econometrics and Machine-Learning Models

Tanattrin Bunnag • Forecasting (2026)

Geopolitical uncertainty may affect financial markets, but its incremental value for forecasting emerging-market stock returns remains unclear. Using monthly data from January 1990 to July 2026, this study compares ARIMA-GARCH and ARIMAX-GA...

DOAJ Open Access (DOAJ) DOI: 10.3390/forecast8050087