Paper aims To do a comprehensive review of the exact and heuristic methods,
software/programming languages, constraints, and types of analysis (technical and …

Considering the frequency domain and nonlinear characteristics of financial risks, we
measure the multiscale financial risk contagion by constructing EMD-Copula-CoVaR …

As stock data is characterized by highly noisy and non-stationary, stock price prediction is
regarded as a knotty problem. In this paper, we propose new two-stage ensemble models by …

This paper develops a novel approach to assess liquidity-adjusted Value-at-Risk (LVaR)
optimization of multi-asset portfolios based on vine copulas and LVaR models. This …

In the increasingly interconnected and digitized world, the field of electricity price forecasting
has benefited from growing research especially due to the market liberalization and the …

By considering the effect of long‐and short‐run correlation (LS) networks, we propose an LS
network‐augmented parametric portfolio selection model (LSNA‐PP). First, we combine the …

Noise is an important factor affecting portfolio performance, how to construct an effective
denoising strategy is becoming increasingly important for investors. In this study, we …

We construct correlation-based networks linking 86 assets (stock indices, bond indices,
foreign exchange rates, commodity futures, and cryptocurrencies) and analyze the impact of …

This article proposes a neoclassical stock market portfolio based on the principles of
dynamic response and constant adaptation to the market. The construction of a neoclassical …

Financial theory holds that attention plays a significant role in the information response, and
internet attention has been used widely to explore their influence on stock market …