Original research Large vector autoregressive exogenous factor (VARX) model with network regularization 26 Apr 2022
Original research Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange 06 Apr 2022
Original research Fractional differencing: (in)stability of spectral structure and risk measures of financial networks 28 Sep 2021
Original research A block-structured model for banking networks across multiple countries 28 Sep 2021
Original research A numerical simulation approach to study systemic risk in banking systems 31 Mar 2021
Original research Universalities in the dynamics of cryptocurrencies: stability, scaling and size 14 Jan 2021