Paper Review Records
All Paper Review Records
10 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
AuthorsPeiyi Zhou
Affiliations1. Department of Statistical Science University College London London UK
Forecasting Volatility in the Chinese Stock Market Using Deep Learning‐Based Hybrid Factor Models
AuthorsNan Hu; Fengping Tian
Affiliations1. School of Economics and Management Tsinghua University Beijing China; 2. International School of Business and Finance Sun Yat‐sen University Guangzhou China
THD‐Net: Temporal Heterogeneity Decoupling for Traffic Flow Forecasting
AuthorsRu Xue; Yuan Xue; Xiang Wang; Di Wu; Zirong Wang; Yucong Zhang
Affiliations1. School of Civil and Environmental Engineering Zhengzhou University of Aeronautics Zhengzhou China; 2. Department of Civil Engineering Henan University of Technology Zhengzhou China
A Non‐Parametric tv‐GARCH Model With a Space‐State Representation for Forecasting
AuthorsGuillermo Ferreira; Jorge A. Muñoz‐Mendoza; Jorge Arratia‐Llancao; Jorge Mateu; Miguel Flores‐Sánchez; Francisco J. Rodríguez‐Cortés
Affiliations1. Department of Statistics Universidad de Concepción Concepción Chile; 2. Department of Mathematics Universitat Jaume I Castelló de la Plana Spain; 3. MODES Group, Departamento de Matemáticas, Facultad de Ciencias Escuela Politécnica Nacional Quito Ecuador; 4. Escuela Superior de Ingeniería y Tecnología Universidad Internacional de La Rioja Logroño Spain; 5. Department of Statistics Universidad Nacional de Colombia Medellín Colombia
Artificial Neural Network Enhanced With Bio‐Inspired Optimization Algorithms for Predicting the Financial Stress in the Eurozone
AuthorsMunir Abdulsaleh; Murad A. Bein
Affiliations1. Department of Business Administration Cyprus International University Lefkosa Turkey
Learnable Aggregate Federated Learning Initialized Based on Contribution Evaluation
AuthorsChunhua Ju; Zhonghua Shen; Pengtong Weng; Fuguang Bao; Yuheng Jin; Desheng Cheng
Affiliations1. Modern Business Research Center Zhejiang Gongshang University Hangzhou China; 2. Electronic Commerce and New Consumption Research Institute Zhejiang Financial College Hangzhou China; 3. School of Management Engineering and E‐commerce Zhejiang Gongshang University Hangzhou Zhejiang China; 4. School of Statistics and Mathematics Zhejiang Gongshang University Hangzhou Zhejiang China; 5. Chinasoft Hangzhou Anren Network Communication Co., Ltd. Hangzhou Zhejiang China
Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
AuthorsIsuru Ratnayake; V. A. Samaranayake
Affiliations1. Department of Biostatistics & Data Science University of Kansas Medical Center Kansas City Kansas USA; 2. Department of Mathematics & Statistics Missouri University of Science and Technology Rolla Missouri USA
Credit Risk Evaluation Framework Based on Heterogeneous Information: Integrating Three‐Way Decision and Graph Sample and Aggregate
AuthorsJia‐Wei Zhang; Jian‐Qiang Wang; Wen‐Hui Hou; Xiao‐Kang Wang; Ya‐Nan Wang
Affiliations1. School of Business Central South University Changsha China; 2. College of Management Shenzhen University Shenzhen China
Efficient Computation of Lead–Lag Signature Features for Financial Time‐Series Forecasting
AuthorsInsu Choi
Affiliations1. Department of Finance and Big Data Gachon University Seongnam South Korea
Forecasting Quarterly GDP Growth Rates Using Machine Learning Methods
AuthorsKristian Jönsson
Affiliations1. Sveriges Riksbank Stockholm Sweden
Expert Matching · Case Demo
Turn Your Submission Goalsinto a Verifiable Journal Plan
Share your field, deadline, and author profile. CrushSCI uses real review records to suggest a title direction, shortlist journals, and estimate timelines.
