Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns by Melike Bildirici, Özgür Ersin

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Regime-Switching Fractionally Integrated Asymmetric Power Neural Network Modeling of Nonlinear Contagion for Chaotic Oil and Precious Metal Volatilities by Melike Bildirici, Özgür Ömer Ersin

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Financial Volatility Modeling with the GARCH-MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19 by Özgür Ömer Ersin, Melike Bildirici

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Interest Rate Based on The Lie Group <i>SO(3)</i> in the Evidence of Chaos by Melike Bildirici, Yasemen Ucan, Sérgio Lousada

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A Hybrid Approach Combining the Lie Method and Long Short-Term Memory (LSTM) Network for Predicting the Bitcoin Return by Melike Bildirici, Yasemen Ucan, Ramazan Tekercioglu

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Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM by Melike Bildirici, Nilgun Guler Bayazit, Yasemen Ucan

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Modelling Oil Price with Lie Algebras and Long Short-Term Memory Networks by Melike Bildirici, Nilgun Guler Bayazit, Yasemen Ucan

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Chaos, Fractionality, Nonlinear Contagion, and Causality Dynamics of the Metaverse, Energy Consumption, and Environmental Pollution: Markov-Switching Generalized Autoregressive Con... by Melike Bildirici, Özgür Ömer Ersin, Blend Ibrahim

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Forecasting BDI Sea Freight Shipment Cost, VIX Investor Sentiment and MSCI Global Stock Market Indicator Indices: LSTAR-GARCH and LSTAR-APGARCH Models by Melike Bildirici, Işıl Şahin Onat, Özgür Ömer Ersin

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