1. Empirical modeling of high-income and emerging stock and forex market return volatility using markov-switching garch models;Ataurima Miguel;The North American Journal of Economics and Finance,2020
2. A review on outlier/anomaly detection in time series data;Ane Bl�zquez-Garc�a;ACM Computing Surveys (CSUR),2021
3. A stock market trading system based on foreign and domestic information;Janusz Brzeszczy�ski;Expert Systems with Applications,2019
4. A generalized error distribution copula-based method for portfolios risk assessment;Roy Cerqueti;Physica A: Statistical Mechanics and its Applications,2019
5. A periodicity-based parallel time series prediction algorithm in cloud computing environments;Jianguo Chen;Information Sciences,2019