Forecasting realized volatility through financial turbulence and neural networks von Souto, Hugo Gobato, Moradi, Amir

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EU social taxonomy for sustainable economic activities: exploring the known and navigating the current issues as well as future research von Moradi, Amir, Fatima, Rabia, Groner, Tessa, Souto, Hugo Gobato

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Charting new avenues in financial forecasting with TimesNet: The impact of intraperiod and interperiod variations on realized volatility prediction von Souto, Hugo Gobato

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Introducing NBEATSx to realized volatility forecasting von Souto, Hugo Gobato, Moradi, Amir

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Topological tail dependence: Evidence from forecasting realized volatility von Souto, Hugo Gobato

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Corrigendum to “Topological tail dependence: evidence from forecasting realized volatility” [The Journal of Finance and Data Science 9 (2023) 100107] von Souto, Hugo Gobato

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Distribution Analysis of S&P 500 Financial Turbulence von Souto, Hugo Gobato

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Time Series Forecasting Models for S&P 500 Financial Turbulence von Souto, Hugo Gobato

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A generalization of the Topological Tail Dependence theory: From indices to individual stocks von Souto, Hugo Gobato, Moradi, Amir

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Can transformers transform financial forecasting? von Souto, Hugo Gobato, Moradi, Amir

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A novel loss function for neural network models exploring stock realized volatility using Wasserstein Distance von Souto, Hugo Gobato, Moradi, Amir

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Wasserstein distance loss function for financial time series deep learning von Souto, Hugo Gobato, Moradi, Amir

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Yang & Zhang’s realized volatility: Automated estimation in Python von Souto, Hugo Gobato, Moradi, Amir

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Time-mixing and Feature-mixing Modelling for Realized Volatility Forecast: Evidence from TSMixer Model von Souto, Hugo Gobato, Heuvel, Storm Koert, Neto, Francisco Louzada

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FinTDA: Python package for estimating market change through persistent homology diagrams von Souto, Hugo Gobato, Baris, Ismail, Heuvel, Storm Koert, Moradi, Amir

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Ablation Studies for Novel Treatment Effect Estimation Models von Souto, Hugo Gobato, Louzada, Francisco

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Advancing Causal Inference: A Nonparametric Approach to ATE and CATE Estimation with Continuous Treatments von Souto, Hugo Gobato, Neto, Francisco Louzada

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K-Fold Causal BART for CATE Estimation von Souto, Hugo Gobato, Neto, Francisco Louzada

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Really Doing Great at Model Evaluation for CATE Estimation? A Critical Consideration of Current Model Evaluation Practices in Treatment Effect Estimation von Souto, Hugo Gobato, Neto, Francisco Louzada

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Ablation Studies for Novel Treatment Effect Estimation Models von Souto, Hugo Gobato, Louzada, Francisco

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