Showing 41 - 45 results of 45 for search '"Financial Times"', query time: 0.02s Refine Results
  1. 41

    Stock volatility as an anomalous diffusion process by Rubén V. Arévalo, J. Alberto Conejero, Òscar Garibo-i-Orts, Alfred Peris

    Published 2024-12-01
    “…Our model computes the diffusion exponent of a financial time series to measure its volatility and it categorizes market movements into five diffusion models: annealed transit time motion (ATTM), continuous time random walk (CTRW), fractional Brownian motion (FBM), Lévy walk (LW), and scaled Brownian motion (SBM).Our findings suggest that the diffusion exponent derived from anomalous diffusion processes provides insightful and novel perspectives on stock market volatility. …”
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  2. 42

    Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models by Quang Phung Duy, Oanh Nguyen Thi, Phuong Hao Le Thi, Hai Duong Pham Hoang, Khanh Linh Luong, Kim Ngan Nguyen Thi

    Published 2024-10-01
    “…ARIMA (12,1,12) is the most appropriate model obtained from the various models using AIC. As financial time series, such as Bitcoin returns, can be volatile, an attempt is made to model this volatility using GARCH (1,1). …”
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  3. 43

    Evaluating GRU Algorithm and Double Moving Average for Predicting USDT Prices: A Case Study 2017-2024 by RAHMAT, Munirul ula, Zara Yunizar

    Published 2025-01-01
    “…While DMA is well-suited for stable trends and GRU excels in volatile conditions, LSTM outperforms both, reinforcing the effectiveness of deep learning for financial time-series forecasting.…”
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  4. 44

    A Meta-Synthesis of the Integrated Model of Customer Value co-Destruction and Value co-Creation by Zohreh Dehdashti Shahrokh, Vahid Nasehifar, Mohammad Reza Karimi Alavijeh, Yazdan Rahmatabadi

    Published 2024-12-01
    “…In this regard, it is possible to redefine both creation and destruction of customer value, and appropriate measures to reduce the wastage of financial, time and credit resources can be put on the agenda.  …”
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  5. 45

    Evaluating the level of digitalization of the innovation process with artificial intelligence approach in the digital transformation of knowledge-based companies by ali Bagheri, reza radfar, sepehr ghazinoory

    Published 2025-02-01
    “…Moving in this direction reduces financial, time and human costs. The relevance of innovation to ensure the competitiveness of companies has been confirmed among researchers and professionals (Schiuma, 2012). …”
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