Dynamic tail risk connectedness between artificial intelligence and FinTech stocks

DOI10.1007/S10479-024-06349-YMaRDI QIDQ7317419zbMATH OpenFDO

Authors Shoaib Ali, Nassar S. Al-Nassar, Ali Awais Khalid, Charbel Salloum

Publication date 24 August 2026

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10479-024-06349-Y

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07) Financial markets (91G15)

Cites work

• A Risk Measurement Model of China’s Non-Ferrous Metal Futures Market
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• Efficient Tests for an Autoregressive Unit Root
• Generalized impulse response analysis in linear multivariate models
• Impulse response analysis in nonlinear multivariate models
• On some models for value-at-risk
• On the network topology of variance decompositions: measuring the connectedness of financial firms
• Responsible artificial intelligence for measuring efficiency: a neural production specification
• The use of multi-criteria decision-making methods in project portfolio selection: a literature review and future research directions

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