Werner Kristjanpoller

Gold volatility prediction using a CNN-LSTM approach

Andrés Vidal, Werner Kristjanpoller · Expert Systems with Applications · 2020 · 243 citations

Volatility Modeling, Engineering, Machine Learning +5

Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

Werner Kristjanpoller, Marcel C. Minutolo · Expert Systems with Applications · 2015 · 206 citations

Volatility Modeling, Economic Forecasting, Financial Economics +8

A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis

Werner Kristjanpoller, Marcel C. Minutolo · Expert Systems with Applications · 2018 · 203 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +12

Forecasting volatility of oil price using an artificial neural network-GARCH model

Werner Kristjanpoller, Marcel C. Minutolo · Expert Systems with Applications · 2016 · 199 citations

Forecasting Methodology, Volatility Modeling, Asset Pricing +7

Exploring environmental, social, and governance disclosure effects on the S&P 500 financial performance

Marcel C. Minutolo, Werner Kristjanpoller, John Stakeley · Business Strategy and the Environment · 2019 · 193 citations

Environmental Performance, Firm Performance, Education +16