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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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EMSA: Explainable multilingual sentiment analysis models providing sentiment analysis across multiple languages
published 12 Nov 2025
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Parametric portfolio policy with momentum-based sentiment trading strategy
published 06 Nov 2025
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Co-movement between stock markets in advanced economies and Africa in times of uncertainty: A time-frequency domain approach
published 06 Nov 2025
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Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems
published 31 Oct 2025
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Delay, deny, and defend: Public outrage at health insurance companies and stock market debacle
published 14 Oct 2025
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Early warning of regime switching in a financial time series: A heteroskedastic network model
published 08 Oct 2025
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Predicting stock returns using machine learning combined with data envelopment analysis and automatic feature engineering: A case study on the Vietnamese stock market
published 25 Sep 2025
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Sectoral sensitivity of the Kuwait stock market to a dual shock
published 24 Sep 2025
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