These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

200 related articles for article (PubMed ID: 33897298)

  • 21. Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset?
    Yun SJ; Choi SY; Kim YS
    PLoS One; 2023; 18(10):e0291684. PubMed ID: 37796831
    [TBL] [Abstract][Full Text] [Related]  

  • 22. LSTM-DDPG for Trading with Variable Positions.
    Jia Z; Gao Q; Peng X
    Sensors (Basel); 2021 Sep; 21(19):. PubMed ID: 34640890
    [TBL] [Abstract][Full Text] [Related]  

  • 23. Sign prediction and volatility dynamics with hybrid neurofuzzy approaches.
    Bekiros SD
    IEEE Trans Neural Netw; 2011 Dec; 22(12):2353-62. PubMed ID: 21984500
    [TBL] [Abstract][Full Text] [Related]  

  • 24. Dynamic Portfolio Strategy Using Clustering Approach.
    Ren F; Lu YN; Li SP; Jiang XF; Zhong LX; Qiu T
    PLoS One; 2017; 12(1):e0169299. PubMed ID: 28129333
    [TBL] [Abstract][Full Text] [Related]  

  • 25. Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.
    He C; Huang K; Liu S; Zhang Z
    Procedia Comput Sci; 2022; 202():122-127. PubMed ID: 36721523
    [TBL] [Abstract][Full Text] [Related]  

  • 26. Performance of technical trading rules: evidence from Southeast Asian stock markets.
    Tharavanij P; Siraprapasiri V; Rajchamaha K
    Springerplus; 2015; 4():552. PubMed ID: 26435898
    [TBL] [Abstract][Full Text] [Related]  

  • 27. New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets.
    Wong WK; Cheong TS; Chui D; Lv Z; Vieito JP
    Heliyon; 2023 Dec; 9(12):e22486. PubMed ID: 38125408
    [TBL] [Abstract][Full Text] [Related]  

  • 28. Deep learning in the stock market-a systematic survey of practice, backtesting, and applications.
    Olorunnimbe K; Viktor H
    Artif Intell Rev; 2023; 56(3):2057-2109. PubMed ID: 35791405
    [TBL] [Abstract][Full Text] [Related]  

  • 29. Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries.
    Mensi W; Maitra D; Selmi R; Vo XV
    Financ Innov; 2023; 9(1):47. PubMed ID: 36777284
    [TBL] [Abstract][Full Text] [Related]  

  • 30. How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method.
    Zhu P; Lu T; Chen S
    Physica A; 2022 Dec; 607():128217. PubMed ID: 36187304
    [TBL] [Abstract][Full Text] [Related]  

  • 31. Minimum tick size, market quality and costs of trade execution in Vietnam.
    Vo DH; Doan B
    PLoS One; 2023; 18(5):e0285821. PubMed ID: 37200361
    [TBL] [Abstract][Full Text] [Related]  

  • 32. Stock prediction and mutual fund portfolio management using curve fitting techniques.
    Maji G; Mondal D; Dey N; Debnath NC; Sen S
    J Ambient Intell Humaniz Comput; 2021; 12(10):9521-9534. PubMed ID: 33425048
    [TBL] [Abstract][Full Text] [Related]  

  • 33. The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets.
    Corbet S; Hou YG; Hu Y; Oxley L
    Res Int Bus Finance; 2022 Jan; 59():101510. PubMed ID: 34539027
    [TBL] [Abstract][Full Text] [Related]  

  • 34. Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19.
    Zhang H; Chen J; Shao L
    Int Rev Financ Anal; 2021 Oct; 77():101828. PubMed ID: 36570866
    [TBL] [Abstract][Full Text] [Related]  

  • 35. Exploration of Stock Portfolio Investment Construction Using Deep Learning Neural Network.
    Xie Z; Wang Y
    Comput Intell Neurosci; 2022; 2022():7957097. PubMed ID: 35592717
    [TBL] [Abstract][Full Text] [Related]  

  • 36. Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies.
    Owusu Junior P; Adam AM; Asafo-Adjei E; Boateng E; Hamidu Z; Awotwe E
    Heliyon; 2021 Oct; 7(10):e08211. PubMed ID: 34754971
    [TBL] [Abstract][Full Text] [Related]  

  • 37. Stochastic portfolio optimization: A regret-based approach on volatility risk measures: An empirical evidence from The New York stock market.
    Larni-Fooeik A; Sadjadi SJ; Mohammadi E
    PLoS One; 2024; 19(4):e0299699. PubMed ID: 38648229
    [TBL] [Abstract][Full Text] [Related]  

  • 38. Variety and volatility in financial markets.
    Lillo F; Mantegna RN
    Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics; 2000 Nov; 62(5 Pt A):6126-34. PubMed ID: 11101943
    [TBL] [Abstract][Full Text] [Related]  

  • 39. The performance of retail investors, trading intensity and time in the market: evidence from an emerging stock market.
    Garay U; Pulga F
    Heliyon; 2021 Dec; 7(12):e08583. PubMed ID: 34988310
    [TBL] [Abstract][Full Text] [Related]  

  • 40. COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations.
    Salisu AA; Obiora K
    Financ Innov; 2021; 7(1):34. PubMed ID: 35024280
    [TBL] [Abstract][Full Text] [Related]  

    [Previous]   [Next]    [New Search]
    of 10.