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Found 5 papers, 1 papers with code
A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
Moreover, the positive signed volatility and negative daily leverage positively impact the cryptocurrencies' future volatility, unlike what emerges from the same study on a cross-section of stocks.
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
The results we obtain suggest that SpotV2Net shows improved accuracy, compared to alternative econometric and machine-learning-based models.
A Machine Learning Approach to Forecasting Honey Production with Tree-Based Methods
The beekeeping sector has undergone considerable production variations over the past years due to adverse weather conditions, occurring more frequently as climate change progresses.
Reinforcement Learning Policy Recommendation for Interbank Network Stability
The policy recommendation directs economic actors to create credit relationships through the optimal choice between a low interest rate or a high liquidity supply.
Deep Reinforcement Trading with Predictable Returns
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets.
