Lotfi Belkacem
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Person:2163717
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio Physica A | 2022-08-10 | Paper |
| Forecasting electricity spot price for Nord Pool market with a hybrid \(k\)-factor GARMA-LLWNN model Journal of Forecasting | 2019-05-28 | Paper |
| CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" Fractals | 2004-09-02 | Paper |
Research outcomes over time
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