Dynamic risk resonance between crude oil and stock market by econophysics and machine learning-Reference-Cited by-同舟云学术

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Dynamic risk resonance between crude oil and stock market by econophysics and machine learning

Published:2022-12 Issue: Volume:607 Page:128212
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Li Jiang-Cheng^ORCID,Xu Ming-Zhe,Han Xu,Tao Chen

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference49 articles.

1. The Economy as an Evolving Complex System II, Vol. 28;Arthur,1997

2. An Introduction To Econophysics: Correlations and Complexity in Finance, Vol. 9;Mantegna,2000

3. Estimating the dimension of a model;Schwarz;Ann. Statist.,1978

4. The statistical mechanics of financial markets;Voit;Phys. Today,2002

5. Scaling of the distribution of fluctuations of financial market indices;Gopikrishnan;Phys. Rev. E,1999

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1. Desensitization to commodity price fluctuations by product characteristics;Physical Review E;2024-09-03

2. Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems;Chaos: An Interdisciplinary Journal of Nonlinear Science;2024-06-01

3. Crude Oil Prices Forecast Based on Mixed-Frequency Deep Learning Approach and Intelligent Optimization Algorithm;Entropy;2024-04-24

4. The impact of oil and global markets on Saudi stock market predictability: A machine learning approach;Energy Economics;2024-04

5. A hybrid forecasting framework based on MCS and machine learning for higher dimensional and unbalanced systems;Physica A: Statistical Mechanics and its Applications;2024-03

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