Performance evaluation metric for statistical learning trading strategies by Jiawei He, Roman N. Makarov, Jake Tuero, Zilin Wang

“…Data Science in Finance and Economics…”
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Stochastic model of economic cycles and its econometric application by Karmalita Viacheslav

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The effect of the Covid pandemic on stock market volatility: Separating initial impact from time-to-recovery by Jin Zeng, Yijia Zhang, Yun Yin, Peter G Moffatt

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A comprehensive high pure momentum equity timing framework using the Kalman filter and ARIMA forecasting by Tsumbedzo Mashamba, Modisane Seitshiro, Isaac Takaidza

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Development and application of machine learning models in US consumer price index forecasting: Analysis of a hybrid approach by Yunus Emre Gur

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On the relevance of realized quarticity for exchange rate volatility forecasts by Morten Risstad, Mathias Holand

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Application of the Gordon Loeb model to security investment metrics: a proposal by Maria Francesca Carfora, Albina Orlando

“…Data Science in Finance and Economics…”
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