Financial Volatility Modeling with the GARCH-MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19
Sign Up to like & getrecommendations! Published in 2023 at "Mathematics"
DOI: 10.3390/math11081785
Abstract: Forecasting stock markets is an important challenge due to leptokurtic distributions with heavy tails due to uncertainties in markets, economies, and political fluctuations. To forecast the direction of stock markets, the inclusion of leading indicators… read more here.
Keywords: midas lstm; economic expectations; garch midas; volatility ... See more keywords
Identification of Social and Economic Expectations: Contextual Reasons for the Transformation Process of Industry 4.0 into the Industry 5.0 Concept
Sign Up to like & getrecommendations! Published in 2022 at "Sustainability"
DOI: 10.3390/su14031391
Abstract: The dynamic development of the fourth industrial revolution, focused on the implementation of Industry 4.0 technologies, sparked fears of governments and society regarding the dehumanization of the industry in the future. Currently, there is a… read more here.
Keywords: development; economic expectations; fourth industrial; industry ... See more keywords