paper-with-me

Papers

Leveraging Sample Entropy for Enhanced Volatility Measurement and Prediction in International Oil Price Returns

2023-12-20 · Radhika Prosad Datta

This paper explores the application of Sample Entropy (SampEn) as a sophisticated tool for quantifying and predicting volatility in international oil price returns. SampEn, known for its ability to capture underlying patterns and predict periods of heightened volatility, is compared with traditional measures like standard deviation. The study utilizes a comprehensive dataset spanning 27 years (1986-2023) and employs both time series regression and machine learning methods. Results indicate SampEn's efficacy in predicting traditional volatility measures, with machine learning algorithms outperforming standard regression techniques during financial crises. The findings underscore SampEn's potential as a valuable tool for risk assessment and decision-making in the realm of oil price investments.

📄 PDF Abstract BibTeX arXiv:2312.12788

Code (0)

등록된 구현이 없습니다.

Tasks

Decision MakingregressionTime SeriesTime Series Regression

Similar Papers 제목 키워드 기반

Deep Learning Enhanced Multivariate GARCH

2025-06-03 · Haoyuan Wang, Chen Liu, Minh-Ngoc Tran, Chao Wang

This paper introduces a novel multivariate volatility modeling framework, named Long Short-Term Memory enhanced BEKK (LSTM-BEKK), that integrates deep learning into multivariate GARCH processes. By combining the flexibil…

Deep Learning

Entropy Analysis of Financial Time Series

2018-07-25

This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange r…

State Space ModelsTime SeriesTime Series Analysis

Deep Learning Enhanced Realized GARCH

2023-02-16 · Chen Liu, Chao Wang, Minh-Ngoc Tran, Robert Kohn

We propose a new approach to volatility modeling by combining deep learning (LSTM) and realized volatility measures. This LSTM-enhanced realized GARCH framework incorporates and distills modeling advances from financial …

Bayesian InferenceDeep LearningEconometrics

A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model

2022-05-03 · Claudiu Vinte, Marcel Ausloos, Titus Felix Furtuna

Grasping the historical volatility of stock market indices and accurately estimating are two of the major focuses of those involved in the financial securities industry and derivative instruments pricing. This paper pres…

Using Enhanced Gaussian Cross-Entropy in Imitation Learning to Digging the First Diamond in Minecraft

2020-12-14 · CUHK Course IERG5350 2020 12 · Yingjie Cai, Xiao Zhang

Although state-ofthe-art reinforcement learning (RL) systems has led to breakthroughs in many difficult tasks, the sample inefficiency of standard reinforcement learning methods still precludes their application to more …

Imitation LearningMinecraftreinforcement-learningReinforcement Learning+1