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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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2 results for “BIST-100”

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indicesq-fin.ST

This study examines the interaction between CDS and stock indices, revealing significant short and long-term impacts.

problem Understanding the interaction between Credit Default Swaps (CDS) and national stock indices.

method ARDL technique applied to analyze short and long-run interactions between BIST-100 index and CDS prices over a specific period.

result The study finds that changes in CDS and BIST-100 index prices have significant impacts on each other, with long-term effects being more pronounced.

Credit Default Swaps Stock Indices BIST-100 ARDL Technique Short-Run

2025-12-01abs ↗pdf ↗

Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Makingq-fin.ST

Study enhances financial forecasting with machine learning and fuzzy MCDM.

problem Increasing financial uncertainty and market complexity.

method Integrates machine learning (XGBoost, LSTM, GNN) and intuitionistic fuzzy MCDM.

result High forecasting accuracy with low MAPE and narrow confidence intervals.

Financial Forecasting Machine Learning Intuitionistic Fuzzy MCDM Risk-Aware BIST 100

2025-12-11abs ↗pdf ↗