RePEcEconometrics & Forecasting
Forecasting GCC Financial Stress with Neural Networks
The research uses a One-Dimensional Convolutional Neural Network to predict financial stress in the GCC oil, stock, and bond markets, and finds that financial stress indices and oil significantly improve forecasting performance and risk hedging.
Featured in No. 12 on 17 Aug 2023 · on release day
- Released
- 17 Aug 2023
- First featured
- No. 12 · 17 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3
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