output
20192023
most citedThe impact of COVID-19 on the stock market crash risk in China

192 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

6 papers

math.OC2023★ 120 cited

Operational Research: Methods and Applications

Fotios Petropoulos, Gilbert Laporte, Emel Aktas +79

Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This…

q-fin.ST2021★ 1 cited

What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models

Andrés García-Medina, Toan Luu Duc Huynh3

Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had e…

q-fin.GN2020★ 74 cited

Preventing crash in stock market: The role of economic policy uncertainty during COVID-19

Peng-Fei Dai, Xiong Xiong, Zhifeng Liu +2

This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH wi…

q-fin.GN2020★ 192 cited

The impact of COVID-19 on the stock market crash risk in China

Zhifeng Liu, Toan Luu Duc Huynh, Peng-Fei Dai

This study investigates the impact of the COVID-19 pandemic on the stock market crash risk in China. For this purpose, we first estimated the conditional skewness of the return dis…

econ.GN2020★ 9 cited

The impact of economic policy uncertainties on the volatility of European carbon market

Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh +1

The European Union Emission Trading Scheme is a carbon emission allowance trading system designed by Europe to achieve emission reduction targets. The amount of carbon emission cau…

q-fin.CP2019★ 5 cited

Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey

Lukas Ryll, Sebastian Seidens

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer…