5 papers
A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm
Zong Ke, Jingyu Xu, Zizhou Zhang +2
This paper provides a unique approach with AI algorithms to predict emerging stock markets volatility. Traditionally, stock volatility is derived from historical volatility,Monte C…
Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
Zhuohuan Hu, Richard Yu, Zizhou Zhang +3
This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuati…
Credit Risk Analysis for SMEs Using Graph Neural Networks in Supply Chain
Zizhou Zhang, Qinyan Shen, Zhuohuan Hu +2
Small and Medium-sized Enterprises (SMEs) are vital to the modern economy, yet their credit risk analysis often struggles with scarce data, especially for online lenders lacking di…
Regression and Forecasting of U.S. Stock Returns Based on LSTM
Shicheng Zhou, Zizhou Zhang, Rong Zhang +3
This paper analyses the investment returns of three stock sectors, Manuf, Hitec, and Other, in the U.S. stock market, based on the Fama-French three-factor model, the Carhart four-…
Credit Risk Identification in Supply Chains Using Generative Adversarial Networks
Zizhou Zhang, Xinshi Li, Yu Cheng +2
Credit risk management within supply chains has emerged as a critical research area due to its significant implications for operational stability and financial sustainability. The…