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A multi-objective portfolio optimization model incorporating sentiment analysis of quarterly reports and LSTM-based price prediction
published 09 Jul 2026
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Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach
published 24 Jun 2026
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The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization
published 08 Jun 2026
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Network geometry, topology, and spectral analysis in global stock markets: Insights from using the Ricci curvature, Euler characteristic, and random matrix theory
published 12 May 2026
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Risk-taking responses to crash experience: Evidence from China
published 21 Apr 2026
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Identifying the significant drivers of containerized freight rates: From the perspective of dynamic multiscale dependence
published 21 Apr 2026
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Moderating role of CEO expertise on the relationship between capital structure and financial reporting timeliness of Saudi-listed companies
published 06 Mar 2026
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Scenario-based portfolio optimization via bootstrapping and machine learning methods: Theory development and empirical evidence from the Tehran Stock Market
published 19 Feb 2026
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Can systematic skewness factors predict future interest rates: Evidence from China
published 05 Feb 2026
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SSE forecasts based on market–sentiment dual anchoring
published 26 Dec 2025
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A multi-factor dynamic time series measure for stock correlation analysis
published 15 Dec 2025
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Analysis of the risk spillover network of G20 stock markets based on transfer entropy and complex network approaches
published 01 Dec 2025
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Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market
published 12 Nov 2025
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