2 papers
q-fin.RM2025
Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
Zong Ke, Yuchen Yin
As the increasing application of AI in finance, this paper will leverage AI algorithms to examine tail risk and develop a model to alter tail risk to promote the stability of US fi…
q-fin.ST2025
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-…