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Publication search results
found 1,045 matches
- 2024
- Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti, Jean-Luc Prigent:
Operational research insights on risk, resilience & dynamics of financial & economic systems. Ann. Oper. Res. 334(1): 1-6 (2024) - Marco Corazza, Claudio Pizzi, Andrea Marchioni:
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization. Comput. Manag. Sci. 21(1): 26 (2024) - Yanling Chen, Liangyu Deng, Chengliang Peng:
Financial Openness, Bank Systematic Risk, and Macroprudential Supervision. Complex. 2024: 1798385:1-1798385:14 (2024) - Complexity:
Retracted: Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems. Complex. 2024: 9759752:1-9759752:1 (2024) - Beibei Zhang, Xuemei Xie, Xi Zhou:
Ripple-Spreading Network of China's Systemic Financial Risk Contagion: New Evidence from the Regime-Switching Model. Complex. 2024: 5316162:1-5316162:16 (2024) - Jozef Baruník, Michael Ellington:
Persistence in financial connectedness and systemic risk. Eur. J. Oper. Res. 314(1): 393-407 (2024) - Manjin Shao, Hong Fan:
Identifying the systemic importance and systemic vulnerability of financial institutions based on portfolio similarity correlation network. EPJ Data Sci. 13(1): 9 (2024) - Hongyan Li:
Research on financial risk early warning system model based on second-order blockchain differential equation. Intell. Decis. Technol. 18(1): 327-342 (2024) - Gang Kou, Hasan Dinçer, Serhat Yüksel, Fahd Saleh S. Alotaibi:
Imputed Expert Decision Recommendation System for QFD-based Omnichannel Strategy Selection for Financial Services. Int. J. Inf. Technol. Decis. Mak. 23(1): 141-170 (2024) - Jiali Ma, Shushang Zhu, Duan Li:
Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect. J. Syst. Sci. Complex. 37(3): 1114-1146 (2024) - Ling Huang, Haitao Lu:
Design of intelligent financial data management system based on higher-order hybrid clustering algorithm. PeerJ Comput. Sci. 10: e1799 (2024) - Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin:
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM J. Financial Math. 15(1): 1- (2024) - Krzysztof Michalak:
Evolutionary algorithm with a regression model for multiobjective minimization of systemic risk in financial systems. Soft Comput. 28(5): 3921-3939 (2024) - Wensheng Wang, Zhiliang Liang:
Financial Distress Early Warning for Chinese Enterprises from a Systemic Risk Perspective: Based on the Adaptive Weighted XGBoost-Bagging Model. Syst. 12(2): 65 (2024) - 2023
- Peng Du, Hong Shu:
Design and Implementation of China Financial Risk Monitoring and Early Warning System Based on Deep Learning. IEEE Access 11: 78052-78058 (2023) - Bilal Hassan Ahmed Khattak, Imran Shafi, Abdul Saboor Khan, Emmanuel Soriano Flores, Roberto García Lara, Md Abdus Samad, Imran Ashraf:
A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis. IEEE Access 11: 125359-125380 (2023) - Sheri Markose, Simone Giansante, Nicolas A. Eterovic, Mateusz Gatkowski:
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Ann. Oper. Res. 330(1): 691-729 (2023) - Sheri Markose, Simone Giansante, Nicolas A. Eterovic, Mateusz Gatkowski:
Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Ann. Oper. Res. 330(1): 841 (2023) - Fei Wu, Zhiwei Zhang, Dayong Zhang, Qiang Ji:
Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach. Ann. Oper. Res. 330(1): 119-153 (2023) - Kunrong Li, Duolei Zhang, Xiaohong Dong:
Simulation of network traffic risk of enterprise cloud financial system by using deep learning. Comput. Electr. Eng. 112: 109027 (2023) - Yanzhao Wang:
Intelligent cluster construction of internet financial security protection system in banking industry. Open Comput. Sci. 13(1) (2023) - Retraction notice to "Multilevel factor analysis based online financial credit system" [Cogn. Syst. Res. 52 (2018) 466-472]. Cogn. Syst. Res. 82: 101144 (2023)
- Retracted: Development and Supervision of Robo-Advisors under Digital Financial Inclusion in Complex Systems. Complex. 2023: 9831509:1-9831509:1 (2023)
- Mohammad Izadi, Hari Mohan Srivastava:
Applications of Modified Bessel Polynomials to Solve a Nonlinear Chaotic Fractional-Order System in the Financial Market: Domain-Splitting Collocation Techniques. Comput. 11(7): 130 (2023) - Wenbo Ge, Pooia Lalbakhsh, Leigh Isai, Artem Lenskiy, Hanna Suominen:
Neural Network-Based Financial Volatility Forecasting: A Systematic Review. ACM Comput. Surv. 55(2): 14:1-14:30 (2023) - Indrajit Saha, Veeraruna Kavitha:
Systemic-Risk and Evolutionary Stable Strategies in a Financial Network. Dyn. Games Appl. 13(3): 897-928 (2023) - Hui Zhu, Eva-Lotta Sallnäs Pysander, Inga-Lill Söderberg:
Not transparent and incomprehensible: A qualitative user study of an AI-empowered financial advisory system. Data Inf. Manag. 7(3): 100041 (2023) - Akylas Fotiadis, Ioannis Vlachos, Dimitris Kugiumtzis:
Detecting Nonlinear Interactions in Complex Systems: Application in Financial Markets. Entropy 25(2): 370 (2023) - Chengqiang Wang, Xiangqing Zhao, Yulin Zhang, Zhiwei Lv:
Global Existence and Fixed-Time Synchronization of a Hyperchaotic Financial System Governed by Semi-Linear Parabolic Partial Differential Equations Equipped with the Homogeneous Neumann Boundary Condition. Entropy 25(2): 359 (2023) - Matin N. Ashtiani, Bijan Raahemi:
News-based intelligent prediction of financial markets using text mining and machine learning: A systematic literature review. Expert Syst. Appl. 217: 119509 (2023)
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