| Publication | Date of Publication | Type |
|---|
Short-term volatility timing: a cross-country study
Annals of Operations Research | 2024-07-16 | Paper |
Systematic risk in the biopharmaceutical sector: a multiscale approach
Annals of Operations Research | 2024-02-08 | Paper |
The term structure of eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area
Studies in Nonlinear Dynamics & Econometrics | 2023-03-07 | Paper |
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Studies in Nonlinear Dynamics & Econometrics | 2023-03-07 | Paper |
Use of evolutionary algorithms in a fractional framework to prevent the spread of coronavirus
Fractals | 2022-08-30 | Paper |
A novel fuzzy mixed \(\mathbf{H}_2 /\mathbf{H}_\infty\) optimal controller for hyperchaotic financial systems
Chaos, Solitons and Fractals | 2022-05-16 | Paper |
Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence
Chaos, Solitons and Fractals | 2022-05-16 | Paper |
The effect of market confidence on a financial system from the perspective of fractional calculus: numerical investigation and circuit realization
Chaos, Solitons and Fractals | 2022-04-14 | Paper |
A fractional-order hyper-chaotic economic system with transient chaos
Chaos, Solitons and Fractals | 2022-04-06 | Paper |
Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method
Chaos, Solitons and Fractals | 2022-04-01 | Paper |
SBDiEM: a new mathematical model of infectious disease dynamics
Chaos, Solitons and Fractals | 2022-04-01 | Paper |
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market
Chaos, Solitons and Fractals | 2022-03-31 | Paper |
Experimental validation of disturbance observer-based adaptive terminal sliding mode control subject to control input limitations for SISO and MIMO systems
European Journal of Control | 2022-03-04 | Paper |
Tracking control and stabilization of a fractional financial risk system using novel active finite-time fault-tolerant controls
Fractals | 2022-02-01 | Paper |
On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control
Physica A | 2022-01-21 | Paper |
Forecasting volatility in bitcoin market
Annals of Finance | 2021-05-03 | Paper |
A financial hyperchaotic system with coexisting attractors: dynamic investigation, entropy analysis, control and synchronization
Chaos, Solitons and Fractals | 2020-12-03 | Paper |
On the pricing of exotic options: a new closed-form valuation approach
Chaos, Solitons and Fractals | 2020-12-02 | Paper |
Cryptocurrency forecasting with deep learning chaotic neural networks
Chaos, Solitons and Fractals | 2020-09-29 | Paper |
Time-dependent complexity measurement of causality in international equity markets: a spatial approach
Chaos, Solitons and Fractals | 2020-09-29 | Paper |
King algorithm: a novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems
Chaos, Solitons and Fractals | 2020-06-04 | Paper |
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design
Quantitative Finance | 2019-09-26 | Paper |
Enhancing the predictability of crude oil markets with hybrid wavelet approaches
Economics Letters | 2019-08-05 | Paper |
Analysing the systemic risk of Indian banks
Economics Letters | 2019-03-11 | Paper |
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
Annals of Operations Research | 2018-10-31 | Paper |
Bank capital shocks and countercyclical requirements: implications for banking stability and welfare
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Chaos, randomness and multi-fractality in bitcoin market
Chaos, Solitons and Fractals | 2018-07-30 | Paper |
Disturbances and complexity in volatility time series
Chaos, Solitons and Fractals | 2018-02-02 | Paper |
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models
Journal of Forecasting | 2017-12-08 | Paper |
Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
Chaos, Solitons and Fractals | 2017-11-24 | Paper |
Oil price forecastability and economic uncertainty
Economics Letters | 2017-06-09 | Paper |
Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach
Journal of Economic Dynamics and Control | 2010-06-11 | Paper |
A robust algorithm for parameter estimation in smooth transition autoregressive models
Economics Letters | 2009-12-21 | Paper |
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
European Journal of Operational Research | 2009-11-17 | Paper |
