Open access
2026
Evaluating the Performance of a Hybrid Model in Improving Key Risk Management Metrics in Financial Markets
The hybrid model significantly outperformed all benchmark models, achieving the lowest mean absolute error, root mean squared error, and mean absolute percentage error, as well as the highest directional accuracy, F1 score, and area under the curve.
Morteza Vahdati, M. Karimi, A. Rahimi
· Business, Marketing, and Fin... · 0 citations