most citedSampling - Variational Auto Encoder - Ensemble: In the Quest of Explainable Artificial Intelligence

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q-fin.ST2023

Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns

Sarit Maitra, Vivek Mishra, Sukanya Kundu +1

This work adopts a novel approach to determine the risk and return of crude oil stocks by employing Arbitrage Pricing Theory (APT) and Quantile Regression (QR).The APT identifies t…