February 2025, Week-1
Weekly (79th Edition)
SSRN
Quantitative
Network Linear Covariance Models: The study uses GNAR models to forecast the realized covariance matrix of a subset of S&P 500 stocks, reducing forecasting errors during volatile trading days. (2025-01-28, shares: 21.0)
Agent-Based Modelling of Financial Markets: The New Kind of Science Artificial Market Model is introduced, simulating co…
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