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2024 Volume 4, Issue 4

Research article
Development and application of machine learning models in US consumer price index forecasting: Analysis of a hybrid approach
Yunus Emre Gur
2024, Volume 4, Issue 4: 469-513. doi: 10.3934/DSFE.2024020
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Research article
On the relevance of realized quarticity for exchange rate volatility forecasts
Morten Risstad,  Mathias Holand
2024, Volume 4, Issue 4: 514-530. doi: 10.3934/DSFE.2024021
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Research article
The effect of the Covid pandemic on stock market volatility: Separating initial impact from time-to-recovery
Jin Zeng,  Yijia Zhang,  Yun Yin,  Peter G Moffatt
2024, Volume 4, Issue 4: 531-547. doi: 10.3934/DSFE.2024022
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Research article
A comprehensive high pure momentum equity timing framework using the Kalman filter and ARIMA forecasting
Tsumbedzo Mashamba,  Modisane Seitshiro,  Isaac Takaidza
2024, Volume 4, Issue 4: 548-569. doi: 10.3934/DSFE.2024023
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Research article
Performance evaluation metric for statistical learning trading strategies
Jiawei He,  Roman N. Makarov,  Jake Tuero,  Zilin Wang
2024, Volume 4, Issue 4: 570-600. doi: 10.3934/DSFE.2024024
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Research article
Application of the Gordon Loeb model to security investment metrics: a proposal
Maria Francesca Carfora,  Albina Orlando
2024, Volume 4, Issue 4: 601-614. doi: 10.3934/DSFE.2024025
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Theory article
Stochastic model of economic cycles and its econometric application
Karmalita Viacheslav
2024, Volume 4, Issue 4: 615-628. doi: 10.3934/DSFE.2024026
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Data Science in Finance and Economics
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