2 papers
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…
cs.LG2023
Sampling - Variational Auto Encoder - Ensemble: In the Quest of Explainable Artificial Intelligence
Sarit Maitra, Vivek Mishra, Pratima Verma +2
Explainable Artificial Intelligence (XAI) models have recently attracted a great deal of interest from a variety of application sectors. Despite significant developments in this ar…