Citations

Testing for Time Series Stationarity: A Practical Guide to the Dickey-Fuller and Augmented Dickey-Fuller Tests

Cited in the methodology for Augmented Dickey-Fuller (ADF) stationarity testing before applying univariate GARCH(1,1) models to examine volatility persistence in WTI crude oil and S&P 500 returns.

Testing for Time Series Stationarity: A Practical Guide to the Dickey-Fuller and Augmented Dickey-Fuller Tests

Cited in the literature review on volatility methodologies (stationarity testing) before modeling high-frequency Ethereum price fluctuations with ARCH/GARCH.

Testing for Time Series Stationarity: A Practical Guide to the Dickey-Fuller and Augmented Dickey-Fuller Tests

Cited in the time series methodology for stationarity testing within the GRU-based greenhouse gas concentration forecasting framework.

Testing for Time Series Stationarity: A Practical Guide to the Dickey-Fuller and Augmented Dickey-Fuller Tests

Cited in the time series methodology for stationarity testing within the neural network–cointegration hybrid forecasting framework.

Testing for Time Series Stationarity: A Practical Guide to the Dickey-Fuller and Augmented Dickey-Fuller Tests

Cited in the methodology section on ADF and PP stationarity testing within the ARDL bounds testing framework.

Methodologies to Develop Low Default Probability of Default Curve Models for the Portfolios with Zero Default Rates in-line with BASEL Requirements

Cited in the literature on zero-default PD curve models under Basel requirements and low-default portfolio validation context.

AI and Machine Learning in Credit Risk Assessment

Cited in the literature review on AI and machine learning applications in credit risk assessment, referencing Dr. Dil's SSRN paper on AI/ML in credit risk.

Dr. Aakash Ramchand Dil's research on credit risk management and AI/ML applications in risk modelling

Cited in the review of AI and machine learning applications in credit risk management, referencing Dr. Dil's contributions to the field.