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

2 citations · 2 across the 2 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

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…