id	sid	tid	token	lemma	pos
fbem-28253	1	1	frontiers	frontier	NOUN
fbem-28253	1	2	in	in	ADP
fbem-28253	1	3	business	business	NOUN
fbem-28253	1	4	,	,	PUNCT
fbem-28253	1	5	economics	economic	NOUN
fbem-28253	1	6	and	and	CCONJ
fbem-28253	1	7	management	management	NOUN
fbem-28253	1	8	issn	issn	PROPN
fbem-28253	1	9	:	:	PUNCT
fbem-28253	1	10	2766	2766	NUM
fbem-28253	1	11	-	-	PUNCT
fbem-28253	1	12	824x	824x	NUM
fbem-28253	1	13	|	|	ADJ
fbem-28253	1	14	vol	vol	NOUN
fbem-28253	1	15	.	.	PROPN
fbem-28253	1	16	17	17	NUM
fbem-28253	1	17	,	,	PUNCT
fbem-28253	1	18	no	no	INTJ
fbem-28253	1	19	.	.	NOUN
fbem-28253	1	20	3	3	NUM
fbem-28253	1	21	,	,	PUNCT
fbem-28253	1	22	2024	2024	NUM
fbem-28253	1	23	143	143	NUM
fbem-28253	1	24	volatility	volatility	NOUN
fbem-28253	1	25	study	study	NOUN
fbem-28253	1	26	of	of	ADP
fbem-28253	1	27	ai	ai	PROPN
fbem-28253	1	28	investment	investment	NOUN
fbem-28253	1	29	products	product	NOUN
fbem-28253	1	30	-aieq	-aieq	NOUN
fbem-28253	1	31	fund	fund	NOUN
fbem-28253	1	32	as	as	ADP
fbem-28253	1	33	an	an	DET
fbem-28253	1	34	example	example	NOUN
fbem-28253	1	35	wenjing	wenje	VERB
fbem-28253	1	36	du	du	PROPN
fbem-28253	1	37	*	*	PUNCT
fbem-28253	1	38	school	school	NOUN
fbem-28253	1	39	of	of	ADP
fbem-28253	1	40	mathematics	mathematic	NOUN
fbem-28253	1	41	and	and	CCONJ
fbem-28253	1	42	information	information	NOUN
fbem-28253	1	43	science	science	NOUN
fbem-28253	1	44	,	,	PUNCT
fbem-28253	1	45	zhangjiakou	zhangjiakou	PROPN
fbem-28253	1	46	university	university	PROPN
fbem-28253	1	47	,	,	PUNCT
fbem-28253	1	48	zhangjiakou	zhangjiakou	PROPN
fbem-28253	1	49	,	,	PUNCT
fbem-28253	1	50	china	china	PROPN
fbem-28253	1	51	*	*	PUNCT
fbem-28253	1	52	corresponding	correspond	VERB
fbem-28253	1	53	author	author	NOUN
fbem-28253	1	54	:	:	PUNCT
fbem-28253	1	55	wenjing	wenje	VERB
fbem-28253	1	56	du	du	PROPN
fbem-28253	1	57	(	(	PUNCT
fbem-28253	1	58	email	email	NOUN
fbem-28253	1	59	:	:	PUNCT
fbem-28253	1	60	m18832323627@163.com	m18832323627@163.com	X
fbem-28253	1	61	)	)	PUNCT
fbem-28253	1	62	abstract	abstract	NOUN
fbem-28253	1	63	:	:	PUNCT
fbem-28253	1	64	in	in	ADP
fbem-28253	1	65	recent	recent	ADJ
fbem-28253	1	66	years	year	NOUN
fbem-28253	1	67	,	,	PUNCT
fbem-28253	1	68	with	with	ADP
fbem-28253	1	69	the	the	DET
fbem-28253	1	70	development	development	NOUN
fbem-28253	1	71	of	of	ADP
fbem-28253	1	72	science	science	NOUN
fbem-28253	1	73	and	and	CCONJ
fbem-28253	1	74	technology	technology	NOUN
fbem-28253	1	75	,	,	PUNCT
fbem-28253	1	76	artificial	artificial	ADJ
fbem-28253	1	77	intelligence	intelligence	NOUN
fbem-28253	1	78	is	be	AUX
fbem-28253	1	79	applied	apply	VERB
fbem-28253	1	80	in	in	ADP
fbem-28253	1	81	various	various	ADJ
fbem-28253	1	82	fields	field	NOUN
fbem-28253	1	83	of	of	ADP
fbem-28253	1	84	society	society	NOUN
fbem-28253	1	85	.	.	PUNCT
fbem-28253	2	1	among	among	ADP
fbem-28253	2	2	them	they	PRON
fbem-28253	2	3	,	,	PUNCT
fbem-28253	2	4	the	the	DET
fbem-28253	2	5	application	application	NOUN
fbem-28253	2	6	in	in	ADP
fbem-28253	2	7	financial	financial	ADJ
fbem-28253	2	8	market	market	NOUN
fbem-28253	2	9	prediction	prediction	NOUN
fbem-28253	2	10	has	have	AUX
fbem-28253	2	11	attracted	attract	VERB
fbem-28253	2	12	a	a	DET
fbem-28253	2	13	lot	lot	NOUN
fbem-28253	2	14	of	of	ADP
fbem-28253	2	15	attention	attention	NOUN
fbem-28253	2	16	.	.	PUNCT
fbem-28253	3	1	artificial	artificial	ADJ
fbem-28253	3	2	intelligence	intelligence	NOUN
fbem-28253	3	3	combined	combine	VERB
fbem-28253	3	4	with	with	ADP
fbem-28253	3	5	machine	machine	NOUN
fbem-28253	3	6	learning	learning	NOUN
fbem-28253	3	7	,	,	PUNCT
fbem-28253	3	8	deep	deep	ADJ
fbem-28253	3	9	learning	learning	NOUN
fbem-28253	3	10	and	and	CCONJ
fbem-28253	3	11	other	other	ADJ
fbem-28253	3	12	models	model	NOUN
fbem-28253	3	13	has	have	AUX
fbem-28253	3	14	helped	help	VERB
fbem-28253	3	15	investors	investor	NOUN
fbem-28253	3	16	solve	solve	VERB
fbem-28253	3	17	many	many	ADJ
fbem-28253	3	18	problems	problem	NOUN
fbem-28253	3	19	related	relate	VERB
fbem-28253	3	20	to	to	ADP
fbem-28253	3	21	financial	financial	ADJ
fbem-28253	3	22	investment	investment	NOUN
fbem-28253	3	23	.	.	PUNCT
fbem-28253	4	1	it	it	PRON
fbem-28253	4	2	improves	improve	VERB
fbem-28253	4	3	the	the	DET
fbem-28253	4	4	efficiency	efficiency	NOUN
fbem-28253	4	5	of	of	ADP
fbem-28253	4	6	investment	investment	NOUN
fbem-28253	4	7	and	and	CCONJ
fbem-28253	4	8	saves	save	VERB
fbem-28253	4	9	the	the	DET
fbem-28253	4	10	cost	cost	NOUN
fbem-28253	4	11	of	of	ADP
fbem-28253	4	12	investment	investment	NOUN
fbem-28253	4	13	.	.	PUNCT
fbem-28253	5	1	however	however	ADV
fbem-28253	5	2	,	,	PUNCT
fbem-28253	5	3	while	while	SCONJ
fbem-28253	5	4	gaining	gain	VERB
fbem-28253	5	5	benefits	benefit	NOUN
fbem-28253	5	6	,	,	PUNCT
fbem-28253	5	7	there	there	PRON
fbem-28253	5	8	are	be	VERB
fbem-28253	5	9	also	also	ADV
fbem-28253	5	10	disadvantages	disadvantage	NOUN
fbem-28253	5	11	of	of	ADP
fbem-28253	5	12	ai	ai	ADJ
fbem-28253	5	13	investment	investment	NOUN
fbem-28253	5	14	.	.	PUNCT
fbem-28253	6	1	in	in	ADP
fbem-28253	6	2	this	this	DET
fbem-28253	6	3	paper	paper	NOUN
fbem-28253	6	4	,	,	PUNCT
fbem-28253	6	5	the	the	DET
fbem-28253	6	6	volatility	volatility	NOUN
fbem-28253	6	7	of	of	ADP
fbem-28253	6	8	the	the	DET
fbem-28253	6	9	aieq	aieq	ADJ
fbem-28253	6	10	fund	fund	NOUN
fbem-28253	6	11	is	be	AUX
fbem-28253	6	12	predicted	predict	VERB
fbem-28253	6	13	using	use	VERB
fbem-28253	6	14	the	the	DET
fbem-28253	6	15	garch	garch	NOUN
fbem-28253	6	16	model	model	NOUN
fbem-28253	6	17	,	,	PUNCT
fbem-28253	6	18	based	base	VERB
fbem-28253	6	19	on	on	ADP
fbem-28253	6	20	the	the	DET
fbem-28253	6	21	aieq	aieq	PROPN
fbem-28253	6	22	fund	fund	PROPN
fbem-28253	6	23	data	data	PROPN
fbem-28253	6	24	,	,	PUNCT
fbem-28253	6	25	and	and	CCONJ
fbem-28253	6	26	the	the	DET
fbem-28253	6	27	ai	ai	ADJ
fbem-28253	6	28	stock	stock	NOUN
fbem-28253	6	29	returns	return	NOUN
fbem-28253	6	30	from	from	ADP
fbem-28253	6	31	january	january	PROPN
fbem-28253	6	32	2019	2019	NUM
fbem-28253	6	33	to	to	ADP
fbem-28253	6	34	july	july	PROPN
fbem-28253	6	35	2024	2024	NUM
fbem-28253	6	36	are	be	AUX
fbem-28253	6	37	used	use	VERB
fbem-28253	6	38	.	.	PUNCT
fbem-28253	7	1	the	the	DET
fbem-28253	7	2	emp	emp	NOUN
fbem-28253	7	3	irical	irical	ADJ
fbem-28253	7	4	results	result	NOUN
fbem-28253	7	5	show	show	VERB
fbem-28253	7	6	that	that	SCONJ
fbem-28253	7	7	the	the	DET
fbem-28253	7	8	volatility	volatility	NOUN
fbem-28253	7	9	of	of	ADP
fbem-28253	7	10	the	the	DET
fbem-28253	7	11	garch	garch	NOUN
fbem-28253	7	12	model	model	NOUN
fbem-28253	7	13	under	under	ADP
fbem-28253	7	14	the	the	DET
fbem-28253	7	15	t	t	NOUN
fbem-28253	7	16	-	-	PUNCT
fbem-28253	7	17	distribution	distribution	NOUN
fbem-28253	7	18	assumption	assumption	NOUN
fbem-28253	7	19	of	of	ADP
fbem-28253	7	20	the	the	DET
fbem-28253	7	21	fund	fund	NOUN
fbem-28253	7	22	is	be	AUX
fbem-28253	7	23	significant	significant	ADJ
fbem-28253	7	24	,	,	PUNCT
fbem-28253	7	25	and	and	CCONJ
fbem-28253	7	26	there	there	PRON
fbem-28253	7	27	are	be	VERB
fbem-28253	7	28	still	still	ADV
fbem-28253	7	29	some	some	DET
fbem-28253	7	30	problems	problem	NOUN
fbem-28253	7	31	in	in	ADP
fbem-28253	7	32	the	the	DET
fbem-28253	7	33	prediction	prediction	NOUN
fbem-28253	7	34	,	,	PUNCT
fbem-28253	7	35	although	although	SCONJ
fbem-28253	7	36	the	the	DET
fbem-28253	7	37	aieq	aieq	PROPN
fbem-28253	7	38	fund	fund	NOUN
fbem-28253	7	39	has	have	VERB
fbem-28253	7	40	an	an	DET
fbem-28253	7	41	advantage	advantage	NOUN
fbem-28253	7	42	in	in	ADP
fbem-28253	7	43	processing	processing	NOUN
fbem-28253	7	44	data	datum	NOUN
fbem-28253	7	45	and	and	CCONJ
fbem-28253	7	46	executing	execute	VERB
fbem-28253	7	47	the	the	DET
fbem-28253	7	48	trading	trading	NOUN
fbem-28253	7	49	strategy	strategy	NOUN
fbem-28253	7	50	,	,	PUNCT
fbem-28253	7	51	but	but	CCONJ
fbem-28253	7	52	there	there	PRON
fbem-28253	7	53	is	be	VERB
fbem-28253	7	54	still	still	ADV
fbem-28253	7	55	instability	instability	NOUN
fbem-28253	7	56	in	in	ADP
fbem-28253	7	57	still	still	ADV
fbem-28253	7	58	has	have	AUX
fbem-28253	7	59	a	a	DET
fbem-28253	7	60	certain	certain	ADJ
fbem-28253	7	61	market	market	NOUN
fbem-28253	7	62	risk	risk	NOUN
fbem-28253	7	63	.	.	PUNCT
fbem-28253	8	1	when	when	SCONJ
fbem-28253	8	2	considering	consider	VERB
fbem-28253	8	3	investing	invest	VERB
fbem-28253	8	4	in	in	ADP
fbem-28253	8	5	aieq	aieq	ADJ
fbem-28253	8	6	funds	fund	NOUN
fbem-28253	8	7	,	,	PUNCT
fbem-28253	8	8	investors	investor	NOUN
fbem-28253	8	9	should	should	AUX
fbem-28253	8	10	fully	fully	ADV
fbem-28253	8	11	understand	understand	VERB
fbem-28253	8	12	their	their	PRON
fbem-28253	8	13	operating	operating	NOUN
fbem-28253	8	14	mechanisms	mechanism	NOUN
fbem-28253	8	15	and	and	CCONJ
fbem-28253	8	16	potential	potential	ADJ
fbem-28253	8	17	risks	risk	NOUN
fbem-28253	8	18	,	,	PUNCT
fbem-28253	8	19	and	and	CCONJ
fbem-28253	8	20	make	make	VERB
fbem-28253	8	21	decisions	decision	NOUN
fbem-28253	8	22	based	base	VERB
fbem-28253	8	23	on	on	ADP
fbem-28253	8	24	their	their	PRON
fbem-28253	8	25	risk	risk	NOUN
fbem-28253	8	26	tolerance	tolerance	NOUN
fbem-28253	8	27	and	and	CCONJ
fbem-28253	8	28	investment	investment	NOUN
fbem-28253	8	29	objectives	objective	NOUN
fbem-28253	8	30	.	.	PUNCT
fbem-28253	9	1	this	this	DET
fbem-28253	9	2	study	study	NOUN
fbem-28253	9	3	enhances	enhance	VERB
fbem-28253	9	4	the	the	DET
fbem-28253	9	5	knowledge	knowledge	NOUN
fbem-28253	9	6	and	and	CCONJ
fbem-28253	9	7	understanding	understanding	NOUN
fbem-28253	9	8	of	of	ADP
fbem-28253	9	9	ai	ai	PROPN
fbem-28253	9	10	investment	investment	NOUN
fbem-28253	9	11	,	,	PUNCT
fbem-28253	9	12	enabling	enable	VERB
fbem-28253	9	13	future	future	ADJ
fbem-28253	9	14	investors	investor	NOUN
fbem-28253	9	15	and	and	CCONJ
fbem-28253	9	16	financial	financial	ADJ
fbem-28253	9	17	institutions	institution	NOUN
fbem-28253	9	18	to	to	PART
fbem-28253	9	19	make	make	VERB
fbem-28253	9	20	more	more	ADJ
fbem-28253	9	21	reasonable	reasonable	ADJ
fbem-28253	9	22	investment	investment	NOUN
fbem-28253	9	23	choices	choice	NOUN
fbem-28253	9	24	when	when	SCONJ
fbem-28253	9	25	utilizing	utilize	VERB
fbem-28253	9	26	ai	ai	VERB
fbem-28253	9	27	for	for	ADP
fbem-28253	9	28	investment	investment	NOUN
fbem-28253	9	29	decisions	decision	NOUN
fbem-28253	9	30	.	.	PUNCT
fbem-28253	10	1	keywords	keyword	NOUN
fbem-28253	10	2	:	:	PUNCT
fbem-28253	10	3	artificial	artificial	ADJ
fbem-28253	10	4	intelligence	intelligence	NOUN
fbem-28253	10	5	,	,	PUNCT
fbem-28253	10	6	garch	garch	NOUN
fbem-28253	10	7	model	model	NOUN
fbem-28253	10	8	,	,	PUNCT
fbem-28253	10	9	financial	financial	ADJ
fbem-28253	10	10	investment	investment	NOUN
fbem-28253	10	11	.	.	PUNCT
fbem-28253	11	1	1	1	X
fbem-28253	11	2	.	.	X
fbem-28253	11	3	introduction	introduction	NOUN
fbem-28253	11	4	with	with	ADP
fbem-28253	11	5	the	the	DET
fbem-28253	11	6	continuous	continuous	ADJ
fbem-28253	11	7	development	development	NOUN
fbem-28253	11	8	of	of	ADP
fbem-28253	11	9	the	the	DET
fbem-28253	11	10	economy	economy	NOUN
fbem-28253	11	11	,	,	PUNCT
fbem-28253	11	12	investment	investment	NOUN
fbem-28253	11	13	in	in	ADP
fbem-28253	11	14	the	the	DET
fbem-28253	11	15	financial	financial	ADJ
fbem-28253	11	16	market	market	NOUN
fbem-28253	11	17	has	have	AUX
fbem-28253	11	18	gradually	gradually	ADV
fbem-28253	11	19	become	become	VERB
fbem-28253	11	20	a	a	DET
fbem-28253	11	21	new	new	ADJ
fbem-28253	11	22	means	mean	NOUN
fbem-28253	11	23	of	of	ADP
fbem-28253	11	24	financial	financial	ADJ
fbem-28253	11	25	management	management	NOUN
fbem-28253	11	26	,	,	PUNCT
fbem-28253	11	27	and	and	CCONJ
fbem-28253	11	28	the	the	DET
fbem-28253	11	29	financial	financial	ADJ
fbem-28253	11	30	industry	industry	NOUN
fbem-28253	11	31	continues	continue	VERB
fbem-28253	11	32	to	to	PART
fbem-28253	11	33	develop	develop	VERB
fbem-28253	11	34	.	.	PUNCT
fbem-28253	12	1	funds	fund	NOUN
fbem-28253	12	2	play	play	VERB
fbem-28253	12	3	an	an	DET
fbem-28253	12	4	important	important	ADJ
fbem-28253	12	5	role	role	NOUN
fbem-28253	12	6	in	in	ADP
fbem-28253	12	7	the	the	DET
fbem-28253	12	8	financial	financial	ADJ
fbem-28253	12	9	industry	industry	NOUN
fbem-28253	12	10	,	,	PUNCT
fbem-28253	12	11	the	the	DET
fbem-28253	12	12	investment	investment	NOUN
fbem-28253	12	13	object	object	NOUN
fbem-28253	12	14	of	of	ADP
fbem-28253	12	15	the	the	DET
fbem-28253	12	16	fund	fund	NOUN
fbem-28253	12	17	is	be	AUX
fbem-28253	12	18	mainly	mainly	ADV
fbem-28253	12	19	stocks	stock	NOUN
fbem-28253	12	20	,	,	PUNCT
fbem-28253	12	21	through	through	ADP
fbem-28253	12	22	the	the	DET
fbem-28253	12	23	purchase	purchase	NOUN
fbem-28253	12	24	of	of	ADP
fbem-28253	12	25	shares	share	NOUN
fbem-28253	12	26	to	to	PART
fbem-28253	12	27	track	track	VERB
fbem-28253	12	28	a	a	DET
fbem-28253	12	29	specific	specific	ADJ
fbem-28253	12	30	index	index	NOUN
fbem-28253	12	31	.	.	PUNCT
fbem-28253	13	1	it	it	PRON
fbem-28253	13	2	can	can	AUX
fbem-28253	13	3	help	help	VERB
fbem-28253	13	4	investors	investor	NOUN
fbem-28253	13	5	realize	realize	VERB
fbem-28253	13	6	diversified	diversified	ADJ
fbem-28253	13	7	investment	investment	NOUN
fbem-28253	13	8	indirectly	indirectly	ADV
fbem-28253	13	9	through	through	ADP
fbem-28253	13	10	the	the	DET
fbem-28253	13	11	purchase	purchase	NOUN
fbem-28253	13	12	of	of	ADP
fbem-28253	13	13	fund	fund	NOUN
fbem-28253	13	14	shares	share	NOUN
fbem-28253	13	15	,	,	PUNCT
fbem-28253	13	16	effectively	effectively	ADV
fbem-28253	13	17	avoiding	avoid	VERB
fbem-28253	13	18	some	some	DET
fbem-28253	13	19	investment	investment	NOUN
fbem-28253	13	20	risks	risk	NOUN
fbem-28253	13	21	.	.	PUNCT
fbem-28253	14	1	at	at	ADP
fbem-28253	14	2	the	the	DET
fbem-28253	14	3	same	same	ADJ
fbem-28253	14	4	time	time	NOUN
fbem-28253	14	5	,	,	PUNCT
fbem-28253	14	6	the	the	DET
fbem-28253	14	7	liquidity	liquidity	NOUN
fbem-28253	14	8	and	and	CCONJ
fbem-28253	14	9	flexibility	flexibility	NOUN
fbem-28253	14	10	of	of	ADP
fbem-28253	14	11	the	the	DET
fbem-28253	14	12	fund	fund	NOUN
fbem-28253	14	13	also	also	ADV
fbem-28253	14	14	promote	promote	VERB
fbem-28253	14	15	the	the	DET
fbem-28253	14	16	development	development	NOUN
fbem-28253	14	17	of	of	ADP
fbem-28253	14	18	the	the	DET
fbem-28253	14	19	economic	economic	ADJ
fbem-28253	14	20	market	market	NOUN
fbem-28253	14	21	,	,	PUNCT
fbem-28253	14	22	and	and	CCONJ
fbem-28253	14	23	can	can	AUX
fbem-28253	14	24	reflect	reflect	VERB
fbem-28253	14	25	the	the	DET
fbem-28253	14	26	overall	overall	ADJ
fbem-28253	14	27	situation	situation	NOUN
fbem-28253	14	28	of	of	ADP
fbem-28253	14	29	the	the	DET
fbem-28253	14	30	market	market	NOUN
fbem-28253	14	31	through	through	ADP
fbem-28253	14	32	investment	investment	NOUN
fbem-28253	14	33	decisions	decision	NOUN
fbem-28253	14	34	.	.	PUNCT
fbem-28253	15	1	therefore	therefore	ADV
fbem-28253	15	2	,	,	PUNCT
fbem-28253	15	3	financial	financial	ADJ
fbem-28253	15	4	investment	investment	NOUN
fbem-28253	15	5	plays	play	VERB
fbem-28253	15	6	an	an	DET
fbem-28253	15	7	indispensable	indispensable	ADJ
fbem-28253	15	8	role	role	NOUN
fbem-28253	15	9	in	in	ADP
fbem-28253	15	10	providing	provide	VERB
fbem-28253	15	11	effective	effective	ADJ
fbem-28253	15	12	resource	resource	NOUN
fbem-28253	15	13	allocation	allocation	NOUN
fbem-28253	15	14	,	,	PUNCT
fbem-28253	15	15	reducing	reduce	VERB
fbem-28253	15	16	investment	investment	NOUN
fbem-28253	15	17	risks	risk	NOUN
fbem-28253	15	18	and	and	CCONJ
fbem-28253	15	19	promoting	promote	VERB
fbem-28253	15	20	economic	economic	ADJ
fbem-28253	15	21	development	development	NOUN
fbem-28253	15	22	.	.	PUNCT
fbem-28253	16	1	however	however	ADV
fbem-28253	16	2	,	,	PUNCT
fbem-28253	16	3	due	due	ADP
fbem-28253	16	4	to	to	ADP
fbem-28253	16	5	factors	factor	NOUN
fbem-28253	16	6	such	such	ADJ
fbem-28253	16	7	as	as	ADP
fbem-28253	16	8	the	the	DET
fbem-28253	16	9	instability	instability	NOUN
fbem-28253	16	10	and	and	CCONJ
fbem-28253	16	11	volatility	volatility	NOUN
fbem-28253	16	12	of	of	ADP
fbem-28253	16	13	the	the	DET
fbem-28253	16	14	financial	financial	ADJ
fbem-28253	16	15	market	market	NOUN
fbem-28253	16	16	,	,	PUNCT
fbem-28253	16	17	problems	problem	NOUN
fbem-28253	16	18	such	such	ADJ
fbem-28253	16	19	as	as	ADP
fbem-28253	16	20	how	how	SCONJ
fbem-28253	16	21	to	to	PART
fbem-28253	16	22	more	more	ADV
fbem-28253	16	23	accurately	accurately	ADV
fbem-28253	16	24	obtain	obtain	VERB
fbem-28253	16	25	analytical	analytical	ADJ
fbem-28253	16	26	data	datum	NOUN
fbem-28253	16	27	and	and	CCONJ
fbem-28253	16	28	build	build	VERB
fbem-28253	16	29	better	well	ADJ
fbem-28253	16	30	models	model	NOUN
fbem-28253	16	31	to	to	PART
fbem-28253	16	32	predict	predict	VERB
fbem-28253	16	33	complex	complex	ADJ
fbem-28253	16	34	situations	situation	NOUN
fbem-28253	16	35	pose	pose	VERB
fbem-28253	16	36	a	a	DET
fbem-28253	16	37	certain	certain	ADJ
fbem-28253	16	38	obstacle	obstacle	NOUN
fbem-28253	16	39	to	to	ADP
fbem-28253	16	40	predicting	predict	VERB
fbem-28253	16	41	the	the	DET
fbem-28253	16	42	volatility	volatility	NOUN
fbem-28253	16	43	of	of	ADP
fbem-28253	16	44	investment	investment	NOUN
fbem-28253	16	45	products	product	NOUN
fbem-28253	16	46	and	and	CCONJ
fbem-28253	16	47	market	market	NOUN
fbem-28253	16	48	trends	trend	NOUN
fbem-28253	16	49	.	.	PUNCT
fbem-28253	17	1	with	with	ADP
fbem-28253	17	2	the	the	DET
fbem-28253	17	3	continuous	continuous	ADJ
fbem-28253	17	4	upgrading	upgrading	NOUN
fbem-28253	17	5	of	of	ADP
fbem-28253	17	6	computer	computer	NOUN
fbem-28253	17	7	technology	technology	NOUN
fbem-28253	17	8	,	,	PUNCT
fbem-28253	17	9	artificial	artificial	ADJ
fbem-28253	17	10	intelligence	intelligence	NOUN
fbem-28253	17	11	is	be	AUX
fbem-28253	17	12	applied	apply	VERB
fbem-28253	17	13	in	in	ADP
fbem-28253	17	14	various	various	ADJ
fbem-28253	17	15	fields	field	NOUN
fbem-28253	17	16	of	of	ADP
fbem-28253	17	17	society	society	NOUN
fbem-28253	17	18	.	.	PUNCT
fbem-28253	18	1	among	among	ADP
fbem-28253	18	2	them	they	PRON
fbem-28253	18	3	,	,	PUNCT
fbem-28253	18	4	the	the	DET
fbem-28253	18	5	application	application	NOUN
fbem-28253	18	6	in	in	ADP
fbem-28253	18	7	financial	financial	ADJ
fbem-28253	18	8	market	market	NOUN
fbem-28253	18	9	prediction	prediction	NOUN
fbem-28253	18	10	has	have	AUX
fbem-28253	18	11	attracted	attract	VERB
fbem-28253	18	12	wide	wide	ADJ
fbem-28253	18	13	attention	attention	NOUN
fbem-28253	18	14	.	.	PUNCT
fbem-28253	19	1	taking	take	VERB
fbem-28253	19	2	aieq	aieq	ADJ
fbem-28253	19	3	fund	fund	NOUN
fbem-28253	19	4	as	as	ADP
fbem-28253	19	5	an	an	DET
fbem-28253	19	6	example	example	NOUN
fbem-28253	19	7	,	,	PUNCT
fbem-28253	19	8	aieq	aieq	PROPN
fbem-28253	19	9	fund	fund	PROPN
fbem-28253	19	10	is	be	AUX
fbem-28253	19	11	the	the	DET
fbem-28253	19	12	world	world	NOUN
fbem-28253	19	13	's	's	PART
fbem-28253	19	14	first	first	ADJ
fbem-28253	19	15	etf	etf	NOUN
fbem-28253	19	16	that	that	PRON
fbem-28253	19	17	applies	apply	VERB
fbem-28253	19	18	artificial	artificial	ADJ
fbem-28253	19	19	intelligence	intelligence	NOUN
fbem-28253	19	20	and	and	CCONJ
fbem-28253	19	21	machine	machine	NOUN
fbem-28253	19	22	learning	learning	NOUN
fbem-28253	19	23	for	for	ADP
fbem-28253	19	24	investment	investment	NOUN
fbem-28253	19	25	.	.	PUNCT
fbem-28253	20	1	al	al	PROPN
fbem-28253	20	2	model	model	NOUN
fbem-28253	20	3	is	be	AUX
fbem-28253	20	4	able	able	ADJ
fbem-28253	20	5	to	to	PART
fbem-28253	20	6	capture	capture	VERB
fbem-28253	20	7	market	market	NOUN
fbem-28253	20	8	dynamics	dynamic	NOUN
fbem-28253	20	9	and	and	CCONJ
fbem-28253	20	10	trends	trend	NOUN
fbem-28253	20	11	by	by	ADP
fbem-28253	20	12	learning	learn	VERB
fbem-28253	20	13	historical	historical	ADJ
fbem-28253	20	14	data	datum	NOUN
fbem-28253	20	15	,	,	PUNCT
fbem-28253	20	16	thus	thus	ADV
fbem-28253	20	17	improving	improve	VERB
fbem-28253	20	18	the	the	DET
fbem-28253	20	19	accuracy	accuracy	NOUN
fbem-28253	20	20	of	of	ADP
fbem-28253	20	21	volatility	volatility	NOUN
fbem-28253	20	22	prediction	prediction	NOUN
fbem-28253	20	23	of	of	ADP
fbem-28253	20	24	financial	financial	ADJ
fbem-28253	20	25	markets	market	NOUN
fbem-28253	20	26	.	.	PUNCT
fbem-28253	21	1	deep	deep	ADJ
fbem-28253	21	2	learning	learning	NOUN
fbem-28253	21	3	models	model	NOUN
fbem-28253	21	4	such	such	ADJ
fbem-28253	21	5	as	as	ADP
fbem-28253	21	6	recurrent	recurrent	ADJ
fbem-28253	21	7	neural	neural	ADJ
fbem-28253	21	8	networks	network	NOUN
fbem-28253	21	9	(	(	PUNCT
fbem-28253	21	10	rnn	rnn	PROPN
fbem-28253	21	11	)	)	PUNCT
fbem-28253	21	12	,	,	PUNCT
fbem-28253	21	13	long	long	ADJ
fbem-28253	21	14	short	short	ADJ
fbem-28253	21	15	-	-	PUNCT
fbem-28253	21	16	term	term	NOUN
fbem-28253	21	17	memory	memory	NOUN
fbem-28253	21	18	(	(	PUNCT
fbem-28253	21	19	lstm	lstm	NOUN
fbem-28253	21	20	)	)	PUNCT
fbem-28253	21	21	and	and	CCONJ
fbem-28253	21	22	gated	gate	VERB
fbem-28253	21	23	recursive	recursive	ADJ
fbem-28253	21	24	units	unit	NOUN
fbem-28253	21	25	(	(	PUNCT
fbem-28253	21	26	gru	gru	PROPN
fbem-28253	21	27	)	)	PUNCT
fbem-28253	21	28	built	build	VERB
fbem-28253	21	29	through	through	ADP
fbem-28253	21	30	ai	ai	PROPN
fbem-28253	21	31	are	be	AUX
fbem-28253	21	32	able	able	ADJ
fbem-28253	21	33	to	to	PART
fbem-28253	21	34	process	process	VERB
fbem-28253	21	35	sequential	sequential	ADJ
fbem-28253	21	36	data	datum	NOUN
fbem-28253	21	37	,	,	PUNCT
fbem-28253	21	38	effectively	effectively	ADV
fbem-28253	21	39	capturing	capture	VERB
fbem-28253	21	40	long	long	ADJ
fbem-28253	21	41	-	-	PUNCT
fbem-28253	21	42	term	term	NOUN
fbem-28253	21	43	dependencies	dependency	NOUN
fbem-28253	21	44	in	in	ADP
fbem-28253	21	45	the	the	DET
fbem-28253	21	46	data	datum	NOUN
fbem-28253	21	47	,	,	PUNCT
fbem-28253	21	48	which	which	PRON
fbem-28253	21	49	can	can	AUX
fbem-28253	21	50	better	well	ADV
fbem-28253	21	51	improve	improve	VERB
fbem-28253	21	52	the	the	DET
fbem-28253	21	53	accuracy	accuracy	NOUN
fbem-28253	21	54	of	of	ADP
fbem-28253	21	55	market	market	NOUN
fbem-28253	21	56	price	price	NOUN
fbem-28253	21	57	forecasts	forecast	NOUN
fbem-28253	21	58	.	.	PUNCT
fbem-28253	22	1	machine	machine	NOUN
fbem-28253	22	2	learning	learn	VERB
fbem-28253	22	3	forecasting	forecasting	NOUN
fbem-28253	22	4	models	model	NOUN
fbem-28253	22	5	can	can	AUX
fbem-28253	22	6	better	well	ADV
fbem-28253	22	7	predict	predict	VERB
fbem-28253	22	8	future	future	ADJ
fbem-28253	22	9	financial	financial	ADJ
fbem-28253	22	10	market	market	NOUN
fbem-28253	22	11	volatility	volatility	NOUN
fbem-28253	22	12	based	base	VERB
fbem-28253	22	13	on	on	ADP
fbem-28253	22	14	past	past	ADJ
fbem-28253	22	15	market	market	NOUN
fbem-28253	22	16	trends	trend	NOUN
fbem-28253	22	17	.	.	PUNCT
fbem-28253	23	1	in	in	ADP
fbem-28253	23	2	order	order	NOUN
fbem-28253	23	3	to	to	PART
fbem-28253	23	4	explore	explore	VERB
fbem-28253	23	5	the	the	DET
fbem-28253	23	6	effectiveness	effectiveness	NOUN
fbem-28253	23	7	of	of	ADP
fbem-28253	23	8	ai	ai	ADJ
fbem-28253	23	9	investment	investment	NOUN
fbem-28253	23	10	in	in	ADP
fbem-28253	23	11	the	the	DET
fbem-28253	23	12	financial	financial	ADJ
fbem-28253	23	13	market	market	NOUN
fbem-28253	23	14	,	,	PUNCT
fbem-28253	23	15	this	this	DET
fbem-28253	23	16	study	study	NOUN
fbem-28253	23	17	attempts	attempt	VERB
fbem-28253	23	18	to	to	PART
fbem-28253	23	19	predict	predict	VERB
fbem-28253	23	20	the	the	DET
fbem-28253	23	21	volatility	volatility	NOUN
fbem-28253	23	22	of	of	ADP
fbem-28253	23	23	aieq	aieq	ADJ
fbem-28253	23	24	fund	fund	NOUN
fbem-28253	23	25	using	use	VERB
fbem-28253	23	26	garch	garch	NOUN
fbem-28253	23	27	model	model	NOUN
fbem-28253	23	28	.	.	PUNCT
fbem-28253	24	1	by	by	ADP
fbem-28253	24	2	giving	give	VERB
fbem-28253	24	3	an	an	DET
fbem-28253	24	4	analysis	analysis	NOUN
fbem-28253	24	5	of	of	ADP
fbem-28253	24	6	intuitive	intuitive	ADJ
fbem-28253	24	7	data	datum	NOUN
fbem-28253	24	8	through	through	ADP
fbem-28253	24	9	empirical	empirical	ADJ
fbem-28253	24	10	results	result	NOUN
fbem-28253	24	11	,	,	PUNCT
fbem-28253	24	12	it	it	PRON
fbem-28253	24	13	shows	show	VERB
fbem-28253	24	14	the	the	DET
fbem-28253	24	15	effectiveness	effectiveness	NOUN
fbem-28253	24	16	of	of	ADP
fbem-28253	24	17	ai	ai	PROPN
fbem-28253	24	18	investment	investment	NOUN
fbem-28253	24	19	,	,	PUNCT
fbem-28253	24	20	while	while	SCONJ
fbem-28253	24	21	assisting	assist	VERB
fbem-28253	24	22	future	future	ADJ
fbem-28253	24	23	investors	investor	NOUN
fbem-28253	24	24	and	and	CCONJ
fbem-28253	24	25	financial	financial	ADJ
fbem-28253	24	26	institutions	institution	NOUN
fbem-28253	24	27	to	to	PART
fbem-28253	24	28	make	make	VERB
fbem-28253	24	29	more	more	ADV
fbem-28253	24	30	accurate	accurate	ADJ
fbem-28253	24	31	decisions	decision	NOUN
fbem-28253	24	32	when	when	SCONJ
fbem-28253	24	33	utilizing	utilize	VERB
fbem-28253	24	34	ai	ai	VERB
fbem-28253	24	35	for	for	ADP
fbem-28253	24	36	investment	investment	NOUN
fbem-28253	24	37	decisions	decision	NOUN
fbem-28253	24	38	.	.	PUNCT
fbem-28253	25	1	2	2	X
fbem-28253	25	2	.	.	X
fbem-28253	25	3	literature	literature	NOUN
fbem-28253	25	4	review	review	VERB
fbem-28253	25	5	stock	stock	NOUN
fbem-28253	25	6	market	market	NOUN
fbem-28253	25	7	investment	investment	NOUN
fbem-28253	25	8	is	be	AUX
fbem-28253	25	9	the	the	DET
fbem-28253	25	10	main	main	ADJ
fbem-28253	25	11	way	way	NOUN
fbem-28253	25	12	for	for	SCONJ
fbem-28253	25	13	investors	investor	NOUN
fbem-28253	25	14	to	to	PART
fbem-28253	25	15	gain	gain	VERB
fbem-28253	25	16	excess	excess	ADJ
fbem-28253	25	17	returns	return	NOUN
fbem-28253	25	18	,	,	PUNCT
fbem-28253	25	19	and	and	CCONJ
fbem-28253	25	20	one	one	NUM
fbem-28253	25	21	of	of	ADP
fbem-28253	25	22	the	the	DET
fbem-28253	25	23	most	most	ADV
fbem-28253	25	24	important	important	ADJ
fbem-28253	25	25	aspects	aspect	NOUN
fbem-28253	25	26	is	be	AUX
fbem-28253	25	27	to	to	PART
fbem-28253	25	28	predict	predict	VERB
fbem-28253	25	29	the	the	DET
fbem-28253	25	30	volatility	volatility	NOUN
fbem-28253	25	31	of	of	ADP
fbem-28253	25	32	stock	stock	NOUN
fbem-28253	25	33	prices	price	NOUN
fbem-28253	25	34	.	.	PUNCT
fbem-28253	26	1	many	many	ADJ
fbem-28253	26	2	researchers	researcher	NOUN
fbem-28253	26	3	keep	keep	VERB
fbem-28253	26	4	exploring	explore	VERB
fbem-28253	26	5	the	the	DET
fbem-28253	26	6	changes	change	NOUN
fbem-28253	26	7	of	of	ADP
fbem-28253	26	8	financial	financial	ADJ
fbem-28253	26	9	market	market	NOUN
fbem-28253	26	10	volatility	volatility	NOUN
fbem-28253	26	11	,	,	PUNCT
fbem-28253	26	12	expecting	expect	VERB
fbem-28253	26	13	to	to	PART
fbem-28253	26	14	get	get	VERB
fbem-28253	26	15	the	the	DET
fbem-28253	26	16	rules	rule	NOUN
fbem-28253	26	17	from	from	ADP
fbem-28253	26	18	it	it	PRON
fbem-28253	26	19	.	.	PUNCT
fbem-28253	27	1	after	after	ADP
fbem-28253	27	2	a	a	DET
fbem-28253	27	3	long	long	ADJ
fbem-28253	27	4	period	period	NOUN
fbem-28253	27	5	of	of	ADP
fbem-28253	27	6	research	research	NOUN
fbem-28253	27	7	,	,	PUNCT
fbem-28253	27	8	professional	professional	ADJ
fbem-28253	27	9	scholars	scholar	NOUN
fbem-28253	27	10	have	have	AUX
fbem-28253	27	11	summarized	summarize	VERB
fbem-28253	27	12	many	many	ADJ
fbem-28253	27	13	theoretical	theoretical	ADJ
fbem-28253	27	14	knowledge	knowledge	NOUN
fbem-28253	27	15	and	and	CCONJ
fbem-28253	27	16	basic	basic	ADJ
fbem-28253	27	17	models	model	NOUN
fbem-28253	27	18	.	.	PUNCT
fbem-28253	28	1	among	among	ADP
fbem-28253	28	2	them	they	PRON
fbem-28253	28	3	,	,	PUNCT
fbem-28253	28	4	the	the	DET
fbem-28253	28	5	most	most	ADV
fbem-28253	28	6	famous	famous	ADJ
fbem-28253	28	7	ones	one	NOUN
fbem-28253	28	8	are	be	AUX
fbem-28253	28	9	the	the	DET
fbem-28253	28	10	portfolio	portfolio	NOUN
fbem-28253	28	11	theory	theory	NOUN
fbem-28253	28	12	proposed	propose	VERB
fbem-28253	28	13	by	by	ADP
fbem-28253	28	14	american	american	PROPN
fbem-28253	28	15	economist	economist	PROPN
fbem-28253	28	16	markowitz	markowitz	PROPN
fbem-28253	28	17	(	(	PUNCT
fbem-28253	28	18	1952	1952	NUM
fbem-28253	28	19	)	)	PUNCT
fbem-28253	28	20	,	,	PUNCT
fbem-28253	28	21	the	the	DET
fbem-28253	28	22	capital	capital	NOUN
fbem-28253	28	23	asset	asset	NOUN
fbem-28253	28	24	pricing	pricing	NOUN
fbem-28253	28	25	model	model	NOUN
fbem-28253	28	26	derived	derive	VERB
fbem-28253	28	27	from	from	ADP
fbem-28253	28	28	the	the	DET
fbem-28253	28	29	capm	capm	PROPN
fbem-28253	28	30	model	model	PROPN
fbem-28253	28	31	,	,	PUNCT
fbem-28253	28	32	ross	ross	PROPN
fbem-28253	28	33	's	's	PART
fbem-28253	28	34	arbitrage	arbitrage	NOUN
fbem-28253	28	35	pricing	pricing	NOUN
fbem-28253	28	36	theory	theory	NOUN
fbem-28253	28	37	and	and	CCONJ
fbem-28253	28	38	farmer	farmer	NOUN
fbem-28253	28	39	's	's	PART
fbem-28253	28	40	market	market	NOUN
fbem-28253	28	41	efficient	efficient	ADJ
fbem-28253	28	42	hypothesis	hypothesis	NOUN
fbem-28253	28	43	.	.	PUNCT
fbem-28253	29	1	numerous	numerous	ADJ
fbem-28253	29	2	financial	financial	ADJ
fbem-28253	29	3	theories	theory	NOUN
fbem-28253	29	4	have	have	AUX
fbem-28253	29	5	been	be	AUX
fbem-28253	29	6	proposed	propose	VERB
fbem-28253	29	7	to	to	PART
fbem-28253	29	8	lay	lay	VERB
fbem-28253	29	9	the	the	DET
fbem-28253	29	10	foundation	foundation	NOUN
fbem-28253	29	11	for	for	ADP
fbem-28253	29	12	the	the	DET
fbem-28253	29	13	establishment	establishment	NOUN
fbem-28253	29	14	of	of	ADP
fbem-28253	29	15	quantitative	quantitative	ADJ
fbem-28253	29	16	investment	investment	NOUN
fbem-28253	29	17	models	model	NOUN
fbem-28253	29	18	.	.	PUNCT
fbem-28253	30	1	in	in	ADP
fbem-28253	30	2	traditional	traditional	ADJ
fbem-28253	30	3	stock	stock	NOUN
fbem-28253	30	4	price	price	NOUN
fbem-28253	30	5	forecasting	forecasting	NOUN
fbem-28253	30	6	models	model	NOUN
fbem-28253	30	7	,	,	PUNCT
fbem-28253	30	8	the	the	DET
fbem-28253	30	9	main	main	ADJ
fbem-28253	30	10	reliance	reliance	NOUN
fbem-28253	30	11	is	be	AUX
fbem-28253	30	12	on	on	ADP
fbem-28253	30	13	fundamental	fundamental	ADJ
fbem-28253	30	14	and	and	CCONJ
fbem-28253	30	15	technical	technical	ADJ
fbem-28253	30	16	analysis	analysis	NOUN
fbem-28253	30	17	.	.	PUNCT
fbem-28253	31	1	most	most	ADJ
fbem-28253	31	2	of	of	ADP
fbem-28253	31	3	them	they	PRON
fbem-28253	31	4	rely	rely	VERB
fbem-28253	31	5	on	on	ADP
fbem-28253	31	6	the	the	DET
fbem-28253	31	7	company	company	NOUN
fbem-28253	31	8	's	's	PART
fbem-28253	31	9	financial	financial	ADJ
fbem-28253	31	10	research	research	NOUN
fbem-28253	31	11	and	and	CCONJ
fbem-28253	31	12	analysis	analysis	NOUN
fbem-28253	31	13	and	and	CCONJ
fbem-28253	31	14	the	the	DET
fbem-28253	31	15	knowledge	knowledge	NOUN
fbem-28253	31	16	and	and	CCONJ
fbem-28253	31	17	experience	experience	NOUN
fbem-28253	31	18	of	of	ADP
fbem-28253	31	19	investment	investment	NOUN
fbem-28253	31	20	managers	manager	NOUN
fbem-28253	31	21	.	.	PUNCT
fbem-28253	32	1	this	this	DET
fbem-28253	32	2	kind	kind	NOUN
fbem-28253	32	3	of	of	ADP
fbem-28253	32	4	prediction	prediction	NOUN
fbem-28253	32	5	is	be	AUX
fbem-28253	32	6	biased	bias	VERB
fbem-28253	32	7	towards	towards	ADP
fbem-28253	32	8	qualitative	qualitative	ADJ
fbem-28253	32	9	investment	investment	NOUN
fbem-28253	32	10	and	and	CCONJ
fbem-28253	32	11	contains	contain	VERB
fbem-28253	32	12	subjective	subjective	ADJ
fbem-28253	32	13	judgment	judgment	NOUN
fbem-28253	32	14	.	.	PUNCT
fbem-28253	33	1	with	with	ADP
fbem-28253	33	2	the	the	DET
fbem-28253	33	3	combination	combination	NOUN
fbem-28253	33	4	of	of	ADP
fbem-28253	33	5	financial	financial	ADJ
fbem-28253	33	6	knowledge	knowledge	NOUN
fbem-28253	33	7	and	and	CCONJ
fbem-28253	33	8	mathematical	mathematical	ADJ
fbem-28253	33	9	theory	theory	NOUN
fbem-28253	33	10	,	,	PUNCT
fbem-28253	33	11	the	the	DET
fbem-28253	33	12	earliest	early	ADJ
fbem-28253	33	13	model	model	NOUN
fbem-28253	33	14	that	that	PRON
fbem-28253	33	15	reflects	reflect	VERB
fbem-28253	33	16	the	the	DET
fbem-28253	33	17	volatility	volatility	NOUN
fbem-28253	33	18	agglomeration	agglomeration	NOUN
fbem-28253	33	19	and	and	CCONJ
fbem-28253	33	20	conditional	conditional	ADJ
fbem-28253	33	21	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	33	22	characteristics	characteristic	NOUN
fbem-28253	33	23	of	of	ADP
fbem-28253	33	24	financial	financial	ADJ
fbem-28253	33	25	time	time	NOUN
fbem-28253	33	26	series	series	PROPN
fbem-28253	33	27	autoregressive	autoregressive	ADJ
fbem-28253	33	28	conditional	conditional	ADJ
fbem-28253	33	29	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	33	30	144	144	NUM
fbem-28253	33	31	model	model	NOUN
fbem-28253	33	32	(	(	PUNCT
fbem-28253	33	33	arch	arch	ADJ
fbem-28253	33	34	model	model	NOUN
fbem-28253	33	35	)	)	PUNCT
fbem-28253	33	36	.	.	PUNCT
fbem-28253	34	1	garch	garch	NOUN
fbem-28253	34	2	(	(	PUNCT
fbem-28253	34	3	generalized	generalize	VERB
fbem-28253	34	4	autoregressive	autoregressive	ADJ
fbem-28253	34	5	conditional	conditional	ADJ
fbem-28253	34	6	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	34	7	)	)	PUNCT
fbem-28253	34	8	model	model	NOUN
fbem-28253	34	9	is	be	AUX
fbem-28253	34	10	an	an	DET
fbem-28253	34	11	extension	extension	NOUN
fbem-28253	34	12	of	of	ADP
fbem-28253	34	13	the	the	DET
fbem-28253	34	14	arch	arch	ADJ
fbem-28253	34	15	model	model	NOUN
fbem-28253	34	16	,	,	PUNCT
fbem-28253	34	17	the	the	DET
fbem-28253	34	18	garch	garch	NOUN
fbem-28253	34	19	model	model	NOUN
fbem-28253	34	20	is	be	AUX
fbem-28253	34	21	more	more	ADV
fbem-28253	34	22	reflective	reflective	ADJ
fbem-28253	34	23	of	of	ADP
fbem-28253	34	24	market	market	NOUN
fbem-28253	34	25	data	datum	NOUN
fbem-28253	34	26	information	information	NOUN
fbem-28253	34	27	than	than	ADP
fbem-28253	34	28	the	the	DET
fbem-28253	34	29	arch	arch	ADJ
fbem-28253	34	30	model	model	NOUN
fbem-28253	34	31	.	.	PUNCT
fbem-28253	35	1	the	the	DET
fbem-28253	35	2	traditional	traditional	ADJ
fbem-28253	35	3	garch	garch	NOUN
fbem-28253	35	4	model	model	NOUN
fbem-28253	35	5	can	can	AUX
fbem-28253	35	6	effectively	effectively	ADV
fbem-28253	35	7	characterize	characterize	VERB
fbem-28253	35	8	the	the	DET
fbem-28253	35	9	aggregation	aggregation	NOUN
fbem-28253	35	10	effect	effect	NOUN
fbem-28253	35	11	and	and	CCONJ
fbem-28253	35	12	long	long	ADJ
fbem-28253	35	13	memory	memory	NOUN
fbem-28253	35	14	of	of	ADP
fbem-28253	35	15	volatility	volatility	NOUN
fbem-28253	35	16	.	.	PUNCT
fbem-28253	36	1	however	however	ADV
fbem-28253	36	2	,	,	PUNCT
fbem-28253	36	3	traditional	traditional	ADJ
fbem-28253	36	4	forecasting	forecasting	NOUN
fbem-28253	36	5	models	model	NOUN
fbem-28253	36	6	have	have	VERB
fbem-28253	36	7	some	some	DET
fbem-28253	36	8	drawbacks	drawback	NOUN
fbem-28253	36	9	.	.	PUNCT
fbem-28253	37	1	traditional	traditional	ADJ
fbem-28253	37	2	models	model	NOUN
fbem-28253	37	3	are	be	AUX
fbem-28253	37	4	often	often	ADV
fbem-28253	37	5	based	base	VERB
fbem-28253	37	6	on	on	ADP
fbem-28253	37	7	linear	linear	PROPN
fbem-28253	37	8	models	model	NOUN
fbem-28253	37	9	,	,	PUNCT
fbem-28253	37	10	which	which	PRON
fbem-28253	37	11	are	be	AUX
fbem-28253	37	12	difficult	difficult	ADJ
fbem-28253	37	13	to	to	PART
fbem-28253	37	14	capture	capture	VERB
fbem-28253	37	15	complex	complex	ADJ
fbem-28253	37	16	nonlinear	nonlinear	ADJ
fbem-28253	37	17	relationships	relationship	NOUN
fbem-28253	37	18	.	.	PUNCT
fbem-28253	38	1	with	with	ADP
fbem-28253	38	2	the	the	DET
fbem-28253	38	3	development	development	NOUN
fbem-28253	38	4	of	of	ADP
fbem-28253	38	5	technology	technology	NOUN
fbem-28253	38	6	,	,	PUNCT
fbem-28253	38	7	modern	modern	ADJ
fbem-28253	38	8	people	people	NOUN
fbem-28253	38	9	have	have	AUX
fbem-28253	38	10	introduced	introduce	VERB
fbem-28253	38	11	machine	machine	NOUN
fbem-28253	38	12	learning	learning	NOUN
fbem-28253	38	13	on	on	ADP
fbem-28253	38	14	traditional	traditional	ADJ
fbem-28253	38	15	models	model	NOUN
fbem-28253	38	16	to	to	PART
fbem-28253	38	17	improve	improve	VERB
fbem-28253	38	18	the	the	DET
fbem-28253	38	19	accuracy	accuracy	NOUN
fbem-28253	38	20	of	of	ADP
fbem-28253	38	21	forecasting	forecasting	NOUN
fbem-28253	38	22	.	.	PUNCT
fbem-28253	39	1	jingnan	jingnan	PROPN
fbem-28253	39	2	et	et	PROPN
fbem-28253	39	3	al	al	PROPN
fbem-28253	39	4	.	.	PROPN
fbem-28253	40	1	(	(	PUNCT
fbem-28253	40	2	2019	2019	NUM
fbem-28253	40	3	)	)	PUNCT
fbem-28253	40	4	used	use	VERB
fbem-28253	40	5	the	the	DET
fbem-28253	40	6	hmm	hmm	ADJ
fbem-28253	40	7	-	-	PUNCT
fbem-28253	40	8	garch	garch	NOUN
fbem-28253	40	9	model	model	NOUN
fbem-28253	40	10	to	to	PART
fbem-28253	40	11	predict	predict	VERB
fbem-28253	40	12	the	the	DET
fbem-28253	40	13	volatility	volatility	NOUN
fbem-28253	40	14	of	of	ADP
fbem-28253	40	15	the	the	DET
fbem-28253	40	16	csi	csi	ADJ
fbem-28253	40	17	300	300	NUM
fbem-28253	40	18	stock	stock	NOUN
fbem-28253	40	19	index	index	NOUN
fbem-28253	40	20	futures	future	NOUN
fbem-28253	40	21	market	market	NOUN
fbem-28253	40	22	,	,	PUNCT
fbem-28253	40	23	and	and	CCONJ
fbem-28253	40	24	combining	combine	VERB
fbem-28253	40	25	the	the	DET
fbem-28253	40	26	garch	garch	NOUN
fbem-28253	40	27	model	model	NOUN
fbem-28253	40	28	with	with	ADP
fbem-28253	40	29	the	the	DET
fbem-28253	40	30	hmm	hmm	NOUN
fbem-28253	40	31	can	can	AUX
fbem-28253	40	32	better	well	ADV
fbem-28253	40	33	predict	predict	VERB
fbem-28253	40	34	the	the	DET
fbem-28253	40	35	volatility	volatility	NOUN
fbem-28253	40	36	of	of	ADP
fbem-28253	40	37	the	the	DET
fbem-28253	40	38	chinese	chinese	ADJ
fbem-28253	40	39	futures	future	NOUN
fbem-28253	40	40	market	market	NOUN
fbem-28253	40	41	.	.	PUNCT
fbem-28253	41	1	with	with	ADP
fbem-28253	41	2	the	the	DET
fbem-28253	41	3	continuous	continuous	ADJ
fbem-28253	41	4	development	development	NOUN
fbem-28253	41	5	of	of	ADP
fbem-28253	41	6	computer	computer	NOUN
fbem-28253	41	7	technology	technology	NOUN
fbem-28253	41	8	and	and	CCONJ
fbem-28253	41	9	big	big	ADJ
fbem-28253	41	10	data	datum	NOUN
fbem-28253	41	11	on	on	ADP
fbem-28253	41	12	the	the	DET
fbem-28253	41	13	internet	internet	NOUN
fbem-28253	41	14	,	,	PUNCT
fbem-28253	41	15	neural	neural	ADJ
fbem-28253	41	16	networks	network	NOUN
fbem-28253	41	17	are	be	AUX
fbem-28253	41	18	widely	widely	ADV
fbem-28253	41	19	studied	study	VERB
fbem-28253	41	20	.	.	PUNCT
fbem-28253	42	1	neural	neural	ADJ
fbem-28253	42	2	networks	network	NOUN
fbem-28253	42	3	are	be	AUX
fbem-28253	42	4	mainly	mainly	ADV
fbem-28253	42	5	used	use	VERB
fbem-28253	42	6	for	for	ADP
fbem-28253	42	7	loan	loan	NOUN
fbem-28253	42	8	evaluation	evaluation	NOUN
fbem-28253	42	9	,	,	PUNCT
fbem-28253	42	10	risk	risk	NOUN
fbem-28253	42	11	assessment	assessment	NOUN
fbem-28253	42	12	and	and	CCONJ
fbem-28253	42	13	trading	trading	NOUN
fbem-28253	42	14	decisions	decision	NOUN
fbem-28253	42	15	.	.	PUNCT
fbem-28253	43	1	serrano	serrano	NOUN
fbem-28253	43	2	(	(	PUNCT
fbem-28253	43	3	2022	2022	NUM
fbem-28253	43	4	)	)	PUNCT
fbem-28253	43	5	concluded	conclude	VERB
fbem-28253	43	6	that	that	SCONJ
fbem-28253	43	7	investors	investor	NOUN
fbem-28253	43	8	and	and	CCONJ
fbem-28253	43	9	financial	financial	ADJ
fbem-28253	43	10	institutions	institution	NOUN
fbem-28253	43	11	use	use	VERB
fbem-28253	43	12	stochastic	stochastic	ADJ
fbem-28253	43	13	neural	neural	ADJ
fbem-28253	43	14	networks	network	NOUN
fbem-28253	43	15	to	to	PART
fbem-28253	43	16	build	build	VERB
fbem-28253	43	17	financial	financial	ADJ
fbem-28253	43	18	models	model	NOUN
fbem-28253	43	19	and	and	CCONJ
fbem-28253	43	20	train	train	VERB
fbem-28253	43	21	them	they	PRON
fbem-28253	43	22	to	to	PART
fbem-28253	43	23	be	be	AUX
fbem-28253	43	24	more	more	ADV
fbem-28253	43	25	efficient	efficient	ADJ
fbem-28253	43	26	and	and	CCONJ
fbem-28253	43	27	intelligent	intelligent	ADJ
fbem-28253	43	28	in	in	ADP
fbem-28253	43	29	predicting	predict	VERB
fbem-28253	43	30	stock	stock	NOUN
fbem-28253	43	31	indices	index	NOUN
fbem-28253	43	32	,	,	PUNCT
fbem-28253	43	33	property	property	NOUN
fbem-28253	43	34	prices	price	NOUN
fbem-28253	43	35	,	,	PUNCT
fbem-28253	43	36	etc	etc	X
fbem-28253	43	37	.	.	X
fbem-28253	43	38	in	in	ADP
fbem-28253	43	39	the	the	DET
fbem-28253	43	40	1990s	1990	NOUN
fbem-28253	43	41	,	,	PUNCT
fbem-28253	43	42	on	on	ADP
fbem-28253	43	43	the	the	DET
fbem-28253	43	44	basis	basis	NOUN
fbem-28253	43	45	of	of	ADP
fbem-28253	43	46	neural	neural	ADJ
fbem-28253	43	47	networks	network	NOUN
fbem-28253	43	48	cortes	corte	NOUN
fbem-28253	43	49	&	&	CCONJ
fbem-28253	43	50	vapnik	vapnik	X
fbem-28253	43	51	(	(	PUNCT
fbem-28253	43	52	1995	1995	NUM
fbem-28253	43	53	)	)	PUNCT
fbem-28253	43	54	proposed	propose	VERB
fbem-28253	43	55	support	support	NOUN
fbem-28253	43	56	vector	vector	NOUN
fbem-28253	43	57	machines	machine	NOUN
fbem-28253	43	58	,	,	PUNCT
fbem-28253	43	59	which	which	PRON
fbem-28253	43	60	are	be	AUX
fbem-28253	43	61	outstanding	outstanding	ADJ
fbem-28253	43	62	in	in	ADP
fbem-28253	43	63	solving	solve	VERB
fbem-28253	43	64	small	small	ADJ
fbem-28253	43	65	sample	sample	NOUN
fbem-28253	43	66	,	,	PUNCT
fbem-28253	43	67	nonlinear	nonlinear	ADJ
fbem-28253	43	68	problems	problem	NOUN
fbem-28253	43	69	.	.	PUNCT
fbem-28253	44	1	ouyang	ouyang	PROPN
fbem-28253	44	2	tianhao	tianhao	PROPN
fbem-28253	44	3	,	,	PUNCT
fbem-28253	44	4	lu	lu	PROPN
fbem-28253	44	5	xiaoyong	xiaoyong	PROPN
fbem-28253	44	6	(	(	PUNCT
fbem-28253	44	7	2019	2019	NUM
fbem-28253	44	8	)	)	PUNCT
fbem-28253	44	9	used	use	VERB
fbem-28253	44	10	svm	svm	PROPN
fbem-28253	44	11	to	to	PART
fbem-28253	44	12	predict	predict	VERB
fbem-28253	44	13	the	the	DET
fbem-28253	44	14	price	price	NOUN
fbem-28253	44	15	change	change	NOUN
fbem-28253	44	16	of	of	ADP
fbem-28253	44	17	chinese	chinese	ADJ
fbem-28253	44	18	securities	security	NOUN
fbem-28253	44	19	market	market	NOUN
fbem-28253	44	20	,	,	PUNCT
fbem-28253	44	21	combined	combine	VERB
fbem-28253	44	22	with	with	ADP
fbem-28253	44	23	the	the	DET
fbem-28253	44	24	value	value	NOUN
fbem-28253	44	25	of	of	ADP
fbem-28253	44	26	arbitrage	arbitrage	NOUN
fbem-28253	44	27	(	(	PUNCT
fbem-28253	44	28	vap	vap	NOUN
fbem-28253	44	29	)	)	PUNCT
fbem-28253	44	30	,	,	PUNCT
fbem-28253	44	31	and	and	CCONJ
fbem-28253	44	32	concluded	conclude	VERB
fbem-28253	44	33	that	that	SCONJ
fbem-28253	44	34	svm	svm	PROPN
fbem-28253	44	35	predicts	predict	NOUN
fbem-28253	44	36	well	well	ADV
fbem-28253	44	37	.	.	PUNCT
fbem-28253	45	1	with	with	ADP
fbem-28253	45	2	the	the	DET
fbem-28253	45	3	accumulated	accumulate	VERB
fbem-28253	45	4	development	development	NOUN
fbem-28253	45	5	of	of	ADP
fbem-28253	45	6	datasets	dataset	NOUN
fbem-28253	45	7	,	,	PUNCT
fbem-28253	45	8	machine	machine	NOUN
fbem-28253	45	9	learning	learning	NOUN
fbem-28253	45	10	is	be	AUX
fbem-28253	45	11	widely	widely	ADV
fbem-28253	45	12	used	use	VERB
fbem-28253	45	13	,	,	PUNCT
fbem-28253	45	14	and	and	CCONJ
fbem-28253	45	15	machine	machine	NOUN
fbem-28253	45	16	learning	learning	NOUN
fbem-28253	45	17	is	be	AUX
fbem-28253	45	18	the	the	DET
fbem-28253	45	19	core	core	ADJ
fbem-28253	45	20	field	field	NOUN
fbem-28253	45	21	of	of	ADP
fbem-28253	45	22	artificial	artificial	ADJ
fbem-28253	45	23	intelligence	intelligence	NOUN
fbem-28253	45	24	.	.	PUNCT
fbem-28253	46	1	the	the	DET
fbem-28253	46	2	main	main	ADJ
fbem-28253	46	3	algorithms	algorithms	NOUN
fbem-28253	46	4	of	of	ADP
fbem-28253	46	5	machine	machine	NOUN
fbem-28253	46	6	learning	learning	NOUN
fbem-28253	46	7	include	include	VERB
fbem-28253	46	8	decision	decision	NOUN
fbem-28253	46	9	number	number	NOUN
fbem-28253	46	10	,	,	PUNCT
fbem-28253	46	11	park	park	NOUN
fbem-28253	46	12	bayes	bayes	NOUN
fbem-28253	46	13	,	,	PUNCT
fbem-28253	46	14	random	random	ADJ
fbem-28253	46	15	forest	forest	NOUN
fbem-28253	46	16	and	and	CCONJ
fbem-28253	46	17	so	so	ADV
fbem-28253	46	18	on	on	ADV
fbem-28253	46	19	.	.	PUNCT
fbem-28253	47	1	summarizing	summarize	VERB
fbem-28253	47	2	the	the	DET
fbem-28253	47	3	main	main	ADJ
fbem-28253	47	4	development	development	NOUN
fbem-28253	47	5	history	history	NOUN
fbem-28253	47	6	and	and	CCONJ
fbem-28253	47	7	applications	application	NOUN
fbem-28253	47	8	in	in	ADP
fbem-28253	47	9	this	this	DET
fbem-28253	47	10	field	field	NOUN
fbem-28253	47	11	,	,	PUNCT
fbem-28253	47	12	hao	hao	PROPN
fbem-28253	47	13	-	-	PUNCT
fbem-28253	47	14	ran	run	VERB
fbem-28253	47	15	xu	xu	PROPN
fbem-28253	47	16	et	et	PROPN
fbem-28253	47	17	al	al	PROPN
fbem-28253	47	18	.	.	PROPN
fbem-28253	48	1	(	(	PUNCT
fbem-28253	48	2	2020	2020	NUM
fbem-28253	48	3	)	)	PUNCT
fbem-28253	48	4	proposed	propose	VERB
fbem-28253	48	5	the	the	DET
fbem-28253	48	6	significant	significant	ADJ
fbem-28253	48	7	role	role	NOUN
fbem-28253	48	8	of	of	ADP
fbem-28253	48	9	machine	machine	NOUN
fbem-28253	48	10	learning	learn	VERB
fbem-28253	48	11	in	in	ADP
fbem-28253	48	12	stock	stock	NOUN
fbem-28253	48	13	prediction	prediction	NOUN
fbem-28253	48	14	.	.	PUNCT
fbem-28253	49	1	meanwhile	meanwhile	ADV
fbem-28253	49	2	,	,	PUNCT
fbem-28253	49	3	in	in	ADP
fbem-28253	49	4	financial	financial	ADJ
fbem-28253	49	5	risk	risk	NOUN
fbem-28253	49	6	management	management	NOUN
fbem-28253	49	7	,	,	PUNCT
fbem-28253	49	8	machine	machine	NOUN
fbem-28253	49	9	learning	learning	NOUN
fbem-28253	49	10	algorithms	algorithm	NOUN
fbem-28253	49	11	can	can	AUX
fbem-28253	49	12	be	be	AUX
fbem-28253	49	13	used	use	VERB
fbem-28253	49	14	for	for	ADP
fbem-28253	49	15	prediction	prediction	NOUN
fbem-28253	49	16	model	model	NOUN
fbem-28253	49	17	building	building	NOUN
fbem-28253	49	18	and	and	CCONJ
fbem-28253	49	19	optimization	optimization	NOUN
fbem-28253	49	20	,	,	PUNCT
fbem-28253	49	21	as	as	ADV
fbem-28253	49	22	well	well	ADV
fbem-28253	49	23	as	as	ADP
fbem-28253	49	24	risk	risk	NOUN
fbem-28253	49	25	management	management	NOUN
fbem-28253	49	26	implementation	implementation	NOUN
fbem-28253	49	27	.	.	PUNCT
fbem-28253	50	1	li	li	PROPN
fbem-28253	50	2	,	,	PUNCT
fbem-28253	50	3	bin	bin	NOUN
fbem-28253	50	4	and	and	CCONJ
fbem-28253	50	5	long	long	ADV
fbem-28253	50	6	,	,	PUNCT
fbem-28253	50	7	zhen	zhen	PROPN
fbem-28253	50	8	(	(	PUNCT
fbem-28253	50	9	2023	2023	NUM
fbem-28253	50	10	)	)	PUNCT
fbem-28253	50	11	used	use	VERB
fbem-28253	50	12	regression	regression	NOUN
fbem-28253	50	13	tree	tree	NOUN
fbem-28253	50	14	model	model	NOUN
fbem-28253	50	15	to	to	PART
fbem-28253	50	16	predict	predict	VERB
fbem-28253	50	17	the	the	DET
fbem-28253	50	18	return	return	NOUN
fbem-28253	50	19	and	and	CCONJ
fbem-28253	50	20	volatility	volatility	NOUN
fbem-28253	50	21	of	of	ADP
fbem-28253	50	22	chinese	chinese	ADJ
fbem-28253	50	23	stock	stock	NOUN
fbem-28253	50	24	market	market	NOUN
fbem-28253	50	25	,	,	PUNCT
fbem-28253	50	26	and	and	CCONJ
fbem-28253	50	27	the	the	DET
fbem-28253	50	28	combination	combination	NOUN
fbem-28253	50	29	of	of	ADP
fbem-28253	50	30	machine	machine	NOUN
fbem-28253	50	31	learning	learning	NOUN
fbem-28253	50	32	method	method	NOUN
fbem-28253	50	33	and	and	CCONJ
fbem-28253	50	34	stock	stock	NOUN
fbem-28253	50	35	market	market	NOUN
fbem-28253	50	36	risk	risk	NOUN
fbem-28253	50	37	premium	premium	NOUN
fbem-28253	50	38	can	can	AUX
fbem-28253	50	39	get	get	VERB
fbem-28253	50	40	the	the	DET
fbem-28253	50	41	riskiest	risky	ADJ
fbem-28253	50	42	asset	asset	NOUN
fbem-28253	50	43	portfolio	portfolio	NOUN
fbem-28253	50	44	and	and	CCONJ
fbem-28253	50	45	obtain	obtain	VERB
fbem-28253	50	46	better	well	ADJ
fbem-28253	50	47	investment	investment	NOUN
fbem-28253	50	48	decision	decision	NOUN
fbem-28253	50	49	.	.	PUNCT
fbem-28253	51	1	chen	chen	PROPN
fbem-28253	51	2	menglong	menglong	PROPN
fbem-28253	51	3	et	et	PROPN
fbem-28253	51	4	al	al	PROPN
fbem-28253	51	5	.	.	PROPN
fbem-28253	52	1	(	(	PUNCT
fbem-28253	52	2	2024	2024	NUM
fbem-28253	52	3	)	)	PUNCT
fbem-28253	52	4	used	use	VERB
fbem-28253	52	5	a	a	DET
fbem-28253	52	6	random	random	ADJ
fbem-28253	52	7	forest	forest	NOUN
fbem-28253	52	8	model	model	NOUN
fbem-28253	52	9	to	to	PART
fbem-28253	52	10	predict	predict	VERB
fbem-28253	52	11	the	the	DET
fbem-28253	52	12	a	a	DET
fbem-28253	52	13	-	-	PUNCT
fbem-28253	52	14	share	share	NOUN
fbem-28253	52	15	new	new	ADJ
fbem-28253	52	16	energy	energy	NOUN
fbem-28253	52	17	automobile	automobile	NOUN
fbem-28253	52	18	industry	industry	NOUN
fbem-28253	52	19	index	index	NOUN
fbem-28253	52	20	,	,	PUNCT
fbem-28253	52	21	comparing	compare	VERB
fbem-28253	52	22	the	the	DET
fbem-28253	52	23	three	three	NUM
fbem-28253	52	24	machine	machine	NOUN
fbem-28253	52	25	learning	learning	NOUN
fbem-28253	52	26	methods	method	NOUN
fbem-28253	52	27	,	,	PUNCT
fbem-28253	52	28	random	random	ADJ
fbem-28253	52	29	forest	forest	NOUN
fbem-28253	52	30	,	,	PUNCT
fbem-28253	52	31	bagging	bagging	NOUN
fbem-28253	52	32	method	method	NOUN
fbem-28253	52	33	and	and	CCONJ
fbem-28253	52	34	decision	decision	NOUN
fbem-28253	52	35	tree	tree	NOUN
fbem-28253	52	36	,	,	PUNCT
fbem-28253	52	37	the	the	DET
fbem-28253	52	38	random	random	ADJ
fbem-28253	52	39	forest	forest	NOUN
fbem-28253	52	40	model	model	NOUN
fbem-28253	52	41	performs	perform	VERB
fbem-28253	52	42	better	well	ADV
fbem-28253	52	43	in	in	ADP
fbem-28253	52	44	predicting	predict	VERB
fbem-28253	52	45	the	the	DET
fbem-28253	52	46	price	price	NOUN
fbem-28253	52	47	of	of	ADP
fbem-28253	52	48	new	new	ADJ
fbem-28253	52	49	energy	energy	NOUN
fbem-28253	52	50	stocks	stock	NOUN
fbem-28253	52	51	.	.	PUNCT
fbem-28253	53	1	machine	machine	NOUN
fbem-28253	53	2	learning	learning	NOUN
fbem-28253	53	3	includes	include	VERB
fbem-28253	53	4	deep	deep	ADJ
fbem-28253	53	5	learning	learning	NOUN
fbem-28253	53	6	.	.	PUNCT
fbem-28253	54	1	deep	deep	ADJ
fbem-28253	54	2	learning	learning	NOUN
fbem-28253	54	3	mainly	mainly	ADV
fbem-28253	54	4	includes	include	VERB
fbem-28253	54	5	convolutional	convolutional	ADJ
fbem-28253	54	6	neural	neural	ADJ
fbem-28253	54	7	networks	network	NOUN
fbem-28253	54	8	,	,	PUNCT
fbem-28253	54	9	recurrent	recurrent	ADJ
fbem-28253	54	10	neural	neural	ADJ
fbem-28253	54	11	networks	network	NOUN
fbem-28253	54	12	and	and	CCONJ
fbem-28253	54	13	natural	natural	ADJ
fbem-28253	54	14	language	language	NOUN
fbem-28253	54	15	processing	processing	NOUN
fbem-28253	54	16	.	.	PUNCT
fbem-28253	55	1	there	there	PRON
fbem-28253	55	2	are	be	VERB
fbem-28253	55	3	also	also	ADV
fbem-28253	55	4	many	many	ADJ
fbem-28253	55	5	research	research	NOUN
fbem-28253	55	6	findings	finding	NOUN
fbem-28253	55	7	on	on	ADP
fbem-28253	55	8	deep	deep	ADJ
fbem-28253	55	9	learning	learning	NOUN
fbem-28253	55	10	for	for	ADP
fbem-28253	55	11	financial	financial	ADJ
fbem-28253	55	12	series	series	PROPN
fbem-28253	55	13	data	data	PROPN
fbem-28253	55	14	prediction	prediction	NOUN
fbem-28253	55	15	,	,	PUNCT
fbem-28253	55	16	which	which	PRON
fbem-28253	55	17	is	be	AUX
fbem-28253	55	18	applied	apply	VERB
fbem-28253	55	19	in	in	ADP
fbem-28253	55	20	various	various	ADJ
fbem-28253	55	21	aspects	aspect	NOUN
fbem-28253	55	22	such	such	ADJ
fbem-28253	55	23	as	as	ADP
fbem-28253	55	24	predicting	predict	VERB
fbem-28253	55	25	changes	change	NOUN
fbem-28253	55	26	in	in	ADP
fbem-28253	55	27	financial	financial	ADJ
fbem-28253	55	28	market	market	NOUN
fbem-28253	55	29	trends	trend	NOUN
fbem-28253	55	30	and	and	CCONJ
fbem-28253	55	31	credit	credit	NOUN
fbem-28253	55	32	assessment	assessment	NOUN
fbem-28253	55	33	.	.	PUNCT
fbem-28253	56	1	juping	jupe	VERB
fbem-28253	56	2	zhang	zhang	PROPN
fbem-28253	56	3	and	and	CCONJ
fbem-28253	56	4	lu	lu	PROPN
fbem-28253	56	5	li	li	PROPN
fbem-28253	56	6	(	(	PUNCT
fbem-28253	56	7	2024	2024	NUM
fbem-28253	56	8	)	)	PUNCT
fbem-28253	56	9	used	use	VERB
fbem-28253	56	10	the	the	DET
fbem-28253	56	11	imgafrlnet	imgafrlnet	NOUN
fbem-28253	56	12	model	model	NOUN
fbem-28253	56	13	to	to	PART
fbem-28253	56	14	predict	predict	VERB
fbem-28253	56	15	the	the	DET
fbem-28253	56	16	trend	trend	NOUN
fbem-28253	56	17	of	of	ADP
fbem-28253	56	18	large	large	ADJ
fbem-28253	56	19	and	and	CCONJ
fbem-28253	56	20	mid	mid	ADJ
fbem-28253	56	21	-	-	ADJ
fbem-28253	56	22	cap	cap	NOUN
fbem-28253	56	23	indices	index	NOUN
fbem-28253	56	24	in	in	ADP
fbem-28253	56	25	the	the	DET
fbem-28253	56	26	chinese	chinese	ADJ
fbem-28253	56	27	stock	stock	NOUN
fbem-28253	56	28	market	market	NOUN
fbem-28253	56	29	.	.	PUNCT
fbem-28253	57	1	the	the	DET
fbem-28253	57	2	imgaf	imgaf	PROPN
fbem-28253	57	3	-	-	PUNCT
fbem-28253	57	4	rlnet	rlnet	NOUN
fbem-28253	57	5	model	model	NOUN
fbem-28253	57	6	is	be	AUX
fbem-28253	57	7	based	base	VERB
fbem-28253	57	8	on	on	ADP
fbem-28253	57	9	deep	deep	ADJ
fbem-28253	57	10	learning	learning	NOUN
fbem-28253	57	11	algorithms	algorithm	NOUN
fbem-28253	57	12	of	of	ADP
fbem-28253	57	13	convolutional	convolutional	ADJ
fbem-28253	57	14	neural	neural	ADJ
fbem-28253	57	15	network	network	NOUN
fbem-28253	57	16	(	(	PUNCT
fbem-28253	57	17	cnn	cnn	PROPN
fbem-28253	57	18	)	)	PUNCT
fbem-28253	57	19	and	and	CCONJ
fbem-28253	57	20	long	long	ADJ
fbem-28253	57	21	and	and	CCONJ
fbem-28253	57	22	short	short	ADJ
fbem-28253	57	23	-	-	PUNCT
fbem-28253	57	24	term	term	NOUN
fbem-28253	57	25	memory	memory	NOUN
fbem-28253	57	26	network	network	NOUN
fbem-28253	57	27	(	(	PUNCT
fbem-28253	57	28	lstm	lstm	PROPN
fbem-28253	57	29	)	)	PUNCT
fbem-28253	57	30	,	,	PUNCT
fbem-28253	57	31	and	and	CCONJ
fbem-28253	57	32	compared	compare	VERB
fbem-28253	57	33	with	with	ADP
fbem-28253	57	34	a	a	DET
fbem-28253	57	35	single	single	ADJ
fbem-28253	57	36	lstm	lstm	NOUN
fbem-28253	57	37	model	model	NOUN
fbem-28253	57	38	and	and	CCONJ
fbem-28253	57	39	resnet	resnet	PROPN
fbem-28253	57	40	model	model	NOUN
fbem-28253	57	41	,	,	PUNCT
fbem-28253	57	42	the	the	DET
fbem-28253	57	43	imgaf	imgaf	PROPN
fbem-28253	57	44	-	-	PUNCT
fbem-28253	57	45	rlnet	rlnet	NOUN
fbem-28253	57	46	model	model	NOUN
fbem-28253	57	47	has	have	VERB
fbem-28253	57	48	a	a	DET
fbem-28253	57	49	better	well	ADJ
fbem-28253	57	50	prediction	prediction	NOUN
fbem-28253	57	51	performance	performance	NOUN
fbem-28253	57	52	than	than	ADP
fbem-28253	57	53	the	the	DET
fbem-28253	57	54	single	single	ADJ
fbem-28253	57	55	lstm	lstm	NOUN
fbem-28253	57	56	model	model	NOUN
fbem-28253	57	57	and	and	CCONJ
fbem-28253	57	58	resnet	resnet	ADJ
fbem-28253	57	59	model	model	NOUN
fbem-28253	57	60	.	.	PUNCT
fbem-28253	58	1	rlnet	rlnet	NOUN
fbem-28253	58	2	model	model	NOUN
fbem-28253	58	3	with	with	ADP
fbem-28253	58	4	better	well	ADJ
fbem-28253	58	5	prediction	prediction	NOUN
fbem-28253	58	6	effect	effect	NOUN
fbem-28253	58	7	compared	compare	VERB
fbem-28253	58	8	with	with	ADP
fbem-28253	58	9	single	single	ADJ
fbem-28253	58	10	lstm	lstm	NOUN
fbem-28253	58	11	model	model	NOUN
fbem-28253	58	12	and	and	CCONJ
fbem-28253	58	13	resnet	resnet	ADJ
fbem-28253	58	14	model	model	NOUN
fbem-28253	58	15	.	.	PUNCT
fbem-28253	59	1	han	han	PROPN
fbem-28253	59	2	ying	ying	PROPN
fbem-28253	59	3	et	et	PROPN
fbem-28253	59	4	al	al	PROPN
fbem-28253	59	5	(	(	PUNCT
fbem-28253	59	6	2023	2023	NUM
fbem-28253	59	7	)	)	PUNCT
fbem-28253	59	8	used	use	VERB
fbem-28253	59	9	ceemd	ceemd	NOUN
fbem-28253	59	10	-	-	PUNCT
fbem-28253	59	11	lstm	lstm	PROPN
fbem-28253	59	12	-	-	PUNCT
fbem-28253	59	13	bls	bls	NOUN
fbem-28253	59	14	(	(	PUNCT
fbem-28253	59	15	c	c	NOUN
fbem-28253	59	16	-	-	PUNCT
fbem-28253	59	17	l	l	NOUN
fbem-28253	59	18	-	-	PUNCT
fbem-28253	59	19	b	b	NOUN
fbem-28253	59	20	)	)	PUNCT
fbem-28253	59	21	model	model	NOUN
fbem-28253	59	22	to	to	PART
fbem-28253	59	23	predict	predict	VERB
fbem-28253	59	24	the	the	DET
fbem-28253	59	25	stock	stock	NOUN
fbem-28253	59	26	prices	price	NOUN
fbem-28253	59	27	of	of	ADP
fbem-28253	59	28	stock	stock	NOUN
fbem-28253	59	29	agriculture	agriculture	NOUN
fbem-28253	59	30	,	,	PUNCT
fbem-28253	59	31	forestry	forestry	NOUN
fbem-28253	59	32	and	and	CCONJ
fbem-28253	59	33	fishery	fishery	NOUN
fbem-28253	59	34	industries	industry	NOUN
fbem-28253	59	35	.	.	PUNCT
fbem-28253	60	1	the	the	DET
fbem-28253	60	2	lstm	lstm	PROPN
fbem-28253	60	3	model	model	NOUN
fbem-28253	60	4	has	have	VERB
fbem-28253	60	5	some	some	DET
fbem-28253	60	6	errors	error	NOUN
fbem-28253	60	7	in	in	ADP
fbem-28253	60	8	prediction	prediction	NOUN
fbem-28253	60	9	,	,	PUNCT
fbem-28253	60	10	especially	especially	ADV
fbem-28253	60	11	the	the	DET
fbem-28253	60	12	location	location	NOUN
fbem-28253	60	13	of	of	ADP
fbem-28253	60	14	inflection	inflection	NOUN
fbem-28253	60	15	points	point	NOUN
fbem-28253	60	16	,	,	PUNCT
fbem-28253	60	17	while	while	SCONJ
fbem-28253	60	18	the	the	DET
fbem-28253	60	19	bls	bls	PROPN
fbem-28253	60	20	module	module	NOUN
fbem-28253	60	21	in	in	ADP
fbem-28253	60	22	the	the	DET
fbem-28253	60	23	c	c	NOUN
fbem-28253	60	24	-	-	PUNCT
fbem-28253	60	25	l	l	NOUN
fbem-28253	60	26	-	-	PUNCT
fbem-28253	60	27	b	b	NOUN
fbem-28253	60	28	model	model	NOUN
fbem-28253	60	29	is	be	AUX
fbem-28253	60	30	able	able	ADJ
fbem-28253	60	31	to	to	PART
fbem-28253	60	32	solve	solve	VERB
fbem-28253	60	33	these	these	DET
fbem-28253	60	34	kinds	kind	NOUN
fbem-28253	60	35	of	of	ADP
fbem-28253	60	36	problems	problem	NOUN
fbem-28253	60	37	.	.	PUNCT
fbem-28253	61	1	gunnarsson	gunnarsson	PROPN
fbem-28253	61	2	et	et	PROPN
fbem-28253	61	3	al	al	PROPN
fbem-28253	61	4	(	(	PUNCT
fbem-28253	61	5	2021	2021	NUM
fbem-28253	61	6	)	)	PUNCT
fbem-28253	61	7	used	use	VERB
fbem-28253	61	8	a	a	DET
fbem-28253	61	9	credit	credit	NOUN
fbem-28253	61	10	risk	risk	NOUN
fbem-28253	61	11	prediction	prediction	NOUN
fbem-28253	61	12	sub	sub	NOUN
fbem-28253	61	13	model	model	NOUN
fbem-28253	61	14	and	and	CCONJ
fbem-28253	61	15	found	find	VERB
fbem-28253	61	16	that	that	SCONJ
fbem-28253	61	17	the	the	DET
fbem-28253	61	18	deep	deep	ADJ
fbem-28253	61	19	learning	learning	NOUN
fbem-28253	61	20	credit	credit	NOUN
fbem-28253	61	21	assessment	assessment	NOUN
fbem-28253	61	22	model	model	NOUN
fbem-28253	61	23	is	be	AUX
fbem-28253	61	24	able	able	ADJ
fbem-28253	61	25	to	to	PART
fbem-28253	61	26	accurately	accurately	ADV
fbem-28253	61	27	obtain	obtain	VERB
fbem-28253	61	28	information	information	NOUN
fbem-28253	61	29	from	from	ADP
fbem-28253	61	30	the	the	DET
fbem-28253	61	31	dataset	dataset	NOUN
fbem-28253	61	32	and	and	CCONJ
fbem-28253	61	33	manage	manage	VERB
fbem-28253	61	34	the	the	DET
fbem-28253	61	35	credit	credit	NOUN
fbem-28253	61	36	data	datum	NOUN
fbem-28253	61	37	by	by	ADP
fbem-28253	61	38	utilizing	utilize	VERB
fbem-28253	61	39	the	the	DET
fbem-28253	61	40	powerful	powerful	ADJ
fbem-28253	61	41	feature	feature	NOUN
fbem-28253	61	42	extraction	extraction	NOUN
fbem-28253	61	43	and	and	CCONJ
fbem-28253	61	44	recognition	recognition	NOUN
fbem-28253	61	45	capabilities	capability	NOUN
fbem-28253	61	46	of	of	ADP
fbem-28253	61	47	cnn	cnn	PROPN
fbem-28253	61	48	.	.	PUNCT
fbem-28253	62	1	based	base	VERB
fbem-28253	62	2	on	on	ADP
fbem-28253	62	3	the	the	DET
fbem-28253	62	4	excellent	excellent	ADJ
fbem-28253	62	5	ability	ability	NOUN
fbem-28253	62	6	to	to	PART
fbem-28253	62	7	process	process	VERB
fbem-28253	62	8	data	datum	NOUN
fbem-28253	62	9	with	with	ADP
fbem-28253	62	10	the	the	DET
fbem-28253	62	11	use	use	NOUN
fbem-28253	62	12	of	of	ADP
fbem-28253	62	13	machine	machine	NOUN
fbem-28253	62	14	learning	learning	NOUN
fbem-28253	62	15	,	,	PUNCT
fbem-28253	62	16	deep	deep	ADJ
fbem-28253	62	17	learning	learning	NOUN
fbem-28253	62	18	and	and	CCONJ
fbem-28253	62	19	other	other	ADJ
fbem-28253	62	20	algorithms	algorithm	NOUN
fbem-28253	62	21	,	,	PUNCT
fbem-28253	62	22	artificial	artificial	ADJ
fbem-28253	62	23	intelligence	intelligence	NOUN
fbem-28253	62	24	is	be	AUX
fbem-28253	62	25	widely	widely	ADV
fbem-28253	62	26	used	use	VERB
fbem-28253	62	27	in	in	ADP
fbem-28253	62	28	the	the	DET
fbem-28253	62	29	financial	financial	ADJ
fbem-28253	62	30	field	field	NOUN
fbem-28253	62	31	.	.	PUNCT
fbem-28253	63	1	gaoke	gaoke	PROPN
fbem-28253	63	2	liao	liao	PROPN
fbem-28253	63	3	and	and	CCONJ
fbem-28253	63	4	tinghui	tinghui	PROPN
fbem-28253	63	5	li	li	PROPN
fbem-28253	63	6	(	(	PUNCT
fbem-28253	63	7	2023	2023	NUM
fbem-28253	63	8	)	)	PUNCT
fbem-28253	63	9	describe	describe	VERB
fbem-28253	63	10	the	the	DET
fbem-28253	63	11	effects	effect	NOUN
fbem-28253	63	12	and	and	CCONJ
fbem-28253	63	13	future	future	ADJ
fbem-28253	63	14	prospects	prospect	NOUN
fbem-28253	63	15	of	of	ADP
fbem-28253	63	16	ai	ai	ADJ
fbem-28253	63	17	application	application	NOUN
fbem-28253	63	18	in	in	ADP
fbem-28253	63	19	financial	financial	ADJ
fbem-28253	63	20	development	development	NOUN
fbem-28253	63	21	impact	impact	NOUN
fbem-28253	63	22	,	,	PUNCT
fbem-28253	63	23	financial	financial	ADJ
fbem-28253	63	24	field	field	NOUN
fbem-28253	63	25	utility	utility	NOUN
fbem-28253	63	26	,	,	PUNCT
fbem-28253	63	27	risk	risk	NOUN
fbem-28253	63	28	management	management	NOUN
fbem-28253	63	29	and	and	CCONJ
fbem-28253	63	30	other	other	ADJ
fbem-28253	63	31	aspects	aspect	NOUN
fbem-28253	63	32	from	from	ADP
fbem-28253	63	33	various	various	ADJ
fbem-28253	63	34	aspects	aspect	NOUN
fbem-28253	63	35	.	.	PUNCT
fbem-28253	64	1	with	with	ADP
fbem-28253	64	2	the	the	DET
fbem-28253	64	3	continuous	continuous	ADJ
fbem-28253	64	4	development	development	NOUN
fbem-28253	64	5	of	of	ADP
fbem-28253	64	6	science	science	NOUN
fbem-28253	64	7	and	and	CCONJ
fbem-28253	64	8	technology	technology	NOUN
fbem-28253	64	9	,	,	PUNCT
fbem-28253	64	10	compared	compare	VERB
fbem-28253	64	11	with	with	ADP
fbem-28253	64	12	traditional	traditional	ADJ
fbem-28253	64	13	algorithms	algorithm	NOUN
fbem-28253	64	14	,	,	PUNCT
fbem-28253	64	15	artificial	artificial	ADJ
fbem-28253	64	16	intelligence	intelligence	NOUN
fbem-28253	64	17	has	have	VERB
fbem-28253	64	18	better	well	ADJ
fbem-28253	64	19	performance	performance	NOUN
fbem-28253	64	20	in	in	ADP
fbem-28253	64	21	model	model	NOUN
fbem-28253	64	22	building	building	NOUN
fbem-28253	64	23	and	and	CCONJ
fbem-28253	64	24	financial	financial	ADJ
fbem-28253	64	25	risk	risk	NOUN
fbem-28253	64	26	prediction	prediction	NOUN
fbem-28253	64	27	.	.	PUNCT
fbem-28253	65	1	huang	huang	PROPN
fbem-28253	65	2	et	et	PROPN
fbem-28253	65	3	al	al	PROPN
fbem-28253	65	4	(	(	PUNCT
fbem-28253	65	5	2021	2021	NUM
fbem-28253	65	6	)	)	PUNCT
fbem-28253	65	7	proposed	propose	VERB
fbem-28253	65	8	that	that	SCONJ
fbem-28253	65	9	artificial	artificial	ADJ
fbem-28253	65	10	intelligence	intelligence	NOUN
fbem-28253	65	11	can	can	AUX
fbem-28253	65	12	build	build	VERB
fbem-28253	65	13	more	more	ADV
fbem-28253	65	14	complex	complex	ADJ
fbem-28253	65	15	nonlinear	nonlinear	ADJ
fbem-28253	65	16	models	model	NOUN
fbem-28253	65	17	,	,	PUNCT
fbem-28253	65	18	such	such	ADJ
fbem-28253	65	19	as	as	ADP
fbem-28253	65	20	neural	neural	ADJ
fbem-28253	65	21	networks	network	NOUN
fbem-28253	65	22	,	,	PUNCT
fbem-28253	65	23	support	support	VERB
fbem-28253	65	24	vector	vector	NOUN
fbem-28253	65	25	machines	machine	NOUN
fbem-28253	65	26	,	,	PUNCT
fbem-28253	65	27	etc	etc	X
fbem-28253	65	28	.	.	X
fbem-28253	65	29	,	,	PUNCT
fbem-28253	65	30	which	which	PRON
fbem-28253	65	31	effectively	effectively	ADV
fbem-28253	65	32	improves	improve	VERB
fbem-28253	65	33	the	the	DET
fbem-28253	65	34	prediction	prediction	NOUN
fbem-28253	65	35	accuracy	accuracy	NOUN
fbem-28253	65	36	in	in	ADP
fbem-28253	65	37	the	the	DET
fbem-28253	65	38	assessment	assessment	NOUN
fbem-28253	65	39	of	of	ADP
fbem-28253	65	40	portfolio	portfolio	NOUN
fbem-28253	65	41	risk	risk	NOUN
fbem-28253	65	42	,	,	PUNCT
fbem-28253	65	43	financial	financial	ADJ
fbem-28253	65	44	data	datum	NOUN
fbem-28253	65	45	prediction	prediction	NOUN
fbem-28253	65	46	and	and	CCONJ
fbem-28253	65	47	so	so	ADV
fbem-28253	65	48	on	on	ADV
fbem-28253	65	49	.	.	PUNCT
fbem-28253	66	1	with	with	ADP
fbem-28253	66	2	the	the	DET
fbem-28253	66	3	development	development	NOUN
fbem-28253	66	4	of	of	ADP
fbem-28253	66	5	artificial	artificial	ADJ
fbem-28253	66	6	intelligence	intelligence	NOUN
fbem-28253	66	7	technology	technology	NOUN
fbem-28253	66	8	,	,	PUNCT
fbem-28253	66	9	the	the	DET
fbem-28253	66	10	application	application	NOUN
fbem-28253	66	11	of	of	ADP
fbem-28253	66	12	machine	machine	NOUN
fbem-28253	66	13	learning	learning	NOUN
fbem-28253	66	14	based	base	VERB
fbem-28253	66	15	predictive	predictive	ADJ
fbem-28253	66	16	modeling	modeling	NOUN
fbem-28253	66	17	in	in	ADP
fbem-28253	66	18	the	the	DET
fbem-28253	66	19	financial	financial	ADJ
fbem-28253	66	20	field	field	NOUN
fbem-28253	66	21	is	be	AUX
fbem-28253	66	22	becoming	become	VERB
fbem-28253	66	23	more	more	ADV
fbem-28253	66	24	and	and	CCONJ
fbem-28253	66	25	more	more	ADV
fbem-28253	66	26	widespread	widespread	ADJ
fbem-28253	66	27	.	.	PUNCT
fbem-28253	67	1	the	the	DET
fbem-28253	67	2	use	use	NOUN
fbem-28253	67	3	of	of	ADP
fbem-28253	67	4	machine	machine	NOUN
fbem-28253	67	5	learning	learning	NOUN
fbem-28253	67	6	and	and	CCONJ
fbem-28253	67	7	deep	deep	ADJ
fbem-28253	67	8	learning	learning	NOUN
fbem-28253	67	9	algorithms	algorithm	NOUN
fbem-28253	67	10	to	to	PART
fbem-28253	67	11	develop	develop	VERB
fbem-28253	67	12	quantitative	quantitative	ADJ
fbem-28253	67	13	investment	investment	NOUN
fbem-28253	67	14	strategies	strategy	NOUN
fbem-28253	67	15	,	,	PUNCT
fbem-28253	67	16	as	as	ADV
fbem-28253	67	17	well	well	ADV
fbem-28253	67	18	as	as	ADP
fbem-28253	67	19	the	the	DET
fbem-28253	67	20	use	use	NOUN
fbem-28253	67	21	of	of	ADP
fbem-28253	67	22	intelligent	intelligent	ADJ
fbem-28253	67	23	and	and	CCONJ
fbem-28253	67	24	efficient	efficient	ADJ
fbem-28253	67	25	scientific	scientific	ADJ
fbem-28253	67	26	methods	method	NOUN
fbem-28253	67	27	to	to	PART
fbem-28253	67	28	guide	guide	VERB
fbem-28253	67	29	stock	stock	NOUN
fbem-28253	67	30	trading	trading	NOUN
fbem-28253	67	31	can	can	AUX
fbem-28253	67	32	improve	improve	VERB
fbem-28253	67	33	the	the	DET
fbem-28253	67	34	accuracy	accuracy	NOUN
fbem-28253	67	35	of	of	ADP
fbem-28253	67	36	stock	stock	NOUN
fbem-28253	67	37	price	price	NOUN
fbem-28253	67	38	prediction	prediction	NOUN
fbem-28253	67	39	.	.	PUNCT
fbem-28253	68	1	shanmuganthan	shanmuganthan	NOUN
fbem-28253	68	2	(	(	PUNCT
fbem-28253	68	3	2020	2020	NUM
fbem-28253	68	4	)	)	PUNCT
fbem-28253	68	5	suggests	suggest	VERB
fbem-28253	68	6	that	that	SCONJ
fbem-28253	68	7	with	with	ADP
fbem-28253	68	8	the	the	DET
fbem-28253	68	9	application	application	NOUN
fbem-28253	68	10	of	of	ADP
fbem-28253	68	11	ai	ai	NOUN
fbem-28253	68	12	in	in	ADP
fbem-28253	68	13	the	the	DET
fbem-28253	68	14	field	field	NOUN
fbem-28253	68	15	of	of	ADP
fbem-28253	68	16	finance	finance	NOUN
fbem-28253	68	17	,	,	PUNCT
fbem-28253	68	18	many	many	ADJ
fbem-28253	68	19	financial	financial	ADJ
fbem-28253	68	20	institutions	institution	NOUN
fbem-28253	68	21	have	have	AUX
fbem-28253	68	22	combined	combine	VERB
fbem-28253	68	23	with	with	ADP
fbem-28253	68	24	ai	ai	VERB
fbem-28253	68	25	to	to	PART
fbem-28253	68	26	provide	provide	VERB
fbem-28253	68	27	a	a	DET
fbem-28253	68	28	wide	wide	ADJ
fbem-28253	68	29	range	range	NOUN
fbem-28253	68	30	of	of	ADP
fbem-28253	68	31	ai	ai	ADJ
fbem-28253	68	32	financial	financial	ADJ
fbem-28253	68	33	products	product	NOUN
fbem-28253	68	34	to	to	PART
fbem-28253	68	35	satisfy	satisfy	VERB
fbem-28253	68	36	the	the	DET
fbem-28253	68	37	needs	need	NOUN
fbem-28253	68	38	of	of	ADP
fbem-28253	68	39	different	different	ADJ
fbem-28253	68	40	investors	investor	NOUN
fbem-28253	68	41	.	.	PUNCT
fbem-28253	69	1	it	it	PRON
fbem-28253	69	2	improves	improve	VERB
fbem-28253	69	3	investment	investment	NOUN
fbem-28253	69	4	effectiveness	effectiveness	NOUN
fbem-28253	69	5	and	and	CCONJ
fbem-28253	69	6	promotes	promote	VERB
fbem-28253	69	7	investment	investment	NOUN
fbem-28253	69	8	efficiency	efficiency	NOUN
fbem-28253	69	9	.	.	PUNCT
fbem-28253	70	1	but	but	CCONJ
fbem-28253	70	2	there	there	PRON
fbem-28253	70	3	is	be	VERB
fbem-28253	70	4	also	also	ADV
fbem-28253	70	5	a	a	DET
fbem-28253	70	6	certain	certain	ADJ
fbem-28253	70	7	risk	risk	NOUN
fbem-28253	70	8	of	of	ADP
fbem-28253	70	9	artificial	artificial	ADJ
fbem-28253	70	10	intelligence	intelligence	NOUN
fbem-28253	70	11	in	in	ADP
fbem-28253	70	12	stock	stock	NOUN
fbem-28253	70	13	market	market	NOUN
fbem-28253	70	14	investment	investment	NOUN
fbem-28253	70	15	.	.	PUNCT
fbem-28253	71	1	he	he	PRON
fbem-28253	71	2	chengying	chengye	VERB
fbem-28253	71	3	(	(	PUNCT
fbem-28253	71	4	2020	2020	NUM
fbem-28253	71	5	)	)	PUNCT
fbem-28253	71	6	combined	combine	VERB
fbem-28253	71	7	with	with	ADP
fbem-28253	71	8	ai	ai	VERB
fbem-28253	71	9	overseas	overseas	ADJ
fbem-28253	71	10	stock	stock	NOUN
fbem-28253	71	11	market	market	NOUN
fbem-28253	71	12	and	and	CCONJ
fbem-28253	71	13	a	a	DET
fbem-28253	71	14	-	-	PUNCT
fbem-28253	71	15	share	share	NOUN
fbem-28253	71	16	market	market	NOUN
fbem-28253	71	17	performance	performance	NOUN
fbem-28253	71	18	to	to	PART
fbem-28253	71	19	make	make	VERB
fbem-28253	71	20	an	an	DET
fbem-28253	71	21	overview	overview	NOUN
fbem-28253	71	22	analysis	analysis	NOUN
fbem-28253	71	23	,	,	PUNCT
fbem-28253	71	24	artificial	artificial	ADJ
fbem-28253	71	25	intelligence	intelligence	NOUN
fbem-28253	71	26	can	can	AUX
fbem-28253	71	27	only	only	ADV
fbem-28253	71	28	be	be	AUX
fbem-28253	71	29	used	use	VERB
fbem-28253	71	30	as	as	ADP
fbem-28253	71	31	an	an	DET
fbem-28253	71	32	auxiliary	auxiliary	NOUN
fbem-28253	71	33	means	mean	VERB
fbem-28253	71	34	to	to	PART
fbem-28253	71	35	help	help	VERB
fbem-28253	71	36	investors	investor	NOUN
fbem-28253	71	37	in	in	ADP
fbem-28253	71	38	stock	stock	NOUN
fbem-28253	71	39	market	market	NOUN
fbem-28253	71	40	investment	investment	NOUN
fbem-28253	71	41	.	.	PUNCT
fbem-28253	72	1	in	in	ADP
fbem-28253	72	2	conclusion	conclusion	NOUN
fbem-28253	72	3	,	,	PUNCT
fbem-28253	72	4	ai	ai	AUX
fbem-28253	72	5	combined	combine	VERB
fbem-28253	72	6	with	with	ADP
fbem-28253	72	7	machine	machine	NOUN
fbem-28253	72	8	learning	learning	NOUN
fbem-28253	72	9	,	,	PUNCT
fbem-28253	72	10	deep	deep	ADJ
fbem-28253	72	11	learning	learning	NOUN
fbem-28253	72	12	and	and	CCONJ
fbem-28253	72	13	other	other	ADJ
fbem-28253	72	14	models	model	NOUN
fbem-28253	72	15	can	can	AUX
fbem-28253	72	16	identify	identify	VERB
fbem-28253	72	17	and	and	CCONJ
fbem-28253	72	18	utilize	utilize	VERB
fbem-28253	72	19	complex	complex	ADJ
fbem-28253	72	20	models	model	NOUN
fbem-28253	72	21	in	in	ADP
fbem-28253	72	22	the	the	DET
fbem-28253	72	23	stock	stock	NOUN
fbem-28253	72	24	market	market	NOUN
fbem-28253	72	25	such	such	ADJ
fbem-28253	72	26	as	as	ADP
fbem-28253	72	27	trends	trend	NOUN
fbem-28253	72	28	,	,	PUNCT
fbem-28253	72	29	volatility	volatility	NOUN
fbem-28253	72	30	,	,	PUNCT
fbem-28253	72	31	correlation	correlation	NOUN
fbem-28253	72	32	of	of	ADP
fbem-28253	72	33	financial	financial	ADJ
fbem-28253	72	34	indicators	indicator	NOUN
fbem-28253	72	35	compared	compare	VERB
fbem-28253	72	36	to	to	ADP
fbem-28253	72	37	traditional	traditional	ADJ
fbem-28253	72	38	forecasting	forecasting	NOUN
fbem-28253	72	39	methods	method	NOUN
fbem-28253	72	40	.	.	PUNCT
fbem-28253	73	1	however	however	ADV
fbem-28253	73	2	,	,	PUNCT
fbem-28253	73	3	despite	despite	SCONJ
fbem-28253	73	4	the	the	DET
fbem-28253	73	5	significant	significant	ADJ
fbem-28253	73	6	advantages	advantage	NOUN
fbem-28253	73	7	and	and	CCONJ
fbem-28253	73	8	potential	potential	NOUN
fbem-28253	73	9	of	of	ADP
fbem-28253	73	10	ai	ai	NOUN
fbem-28253	73	11	in	in	ADP
fbem-28253	73	12	stock	stock	NOUN
fbem-28253	73	13	market	market	NOUN
fbem-28253	73	14	forecasting	forecasting	NOUN
fbem-28253	73	15	,	,	PUNCT
fbem-28253	73	16	there	there	PRON
fbem-28253	73	17	is	be	VERB
fbem-28253	73	18	a	a	DET
fbem-28253	73	19	need	need	NOUN
fbem-28253	73	20	to	to	PART
fbem-28253	73	21	be	be	AUX
fbem-28253	73	22	cautious	cautious	ADJ
fbem-28253	73	23	about	about	ADP
fbem-28253	73	24	the	the	DET
fbem-28253	73	25	risks	risk	NOUN
fbem-28253	73	26	and	and	CCONJ
fbem-28253	73	27	challenges	challenge	NOUN
fbem-28253	73	28	it	it	PRON
fbem-28253	73	29	may	may	AUX
fbem-28253	73	30	pose	pose	VERB
fbem-28253	73	31	.	.	PUNCT
fbem-28253	74	1	this	this	DET
fbem-28253	74	2	study	study	NOUN
fbem-28253	74	3	refines	refine	VERB
fbem-28253	74	4	the	the	DET
fbem-28253	74	5	theory	theory	NOUN
fbem-28253	74	6	of	of	ADP
fbem-28253	74	7	ai	ai	VERB
fbem-28253	74	8	-	-	PUNCT
fbem-28253	74	9	enabled	enable	VERB
fbem-28253	74	10	financial	financial	ADJ
fbem-28253	74	11	investment	investment	NOUN
fbem-28253	74	12	.	.	PUNCT
fbem-28253	75	1	meanwhile	meanwhile	ADV
fbem-28253	75	2	,	,	PUNCT
fbem-28253	75	3	in	in	ADP
fbem-28253	75	4	terms	term	NOUN
fbem-28253	75	5	of	of	ADP
fbem-28253	75	6	ai	ai	ADP
fbem-28253	75	7	forecasting	forecast	VERB
fbem-28253	75	8	stock	stock	NOUN
fbem-28253	75	9	prices	price	NOUN
fbem-28253	75	10	,	,	PUNCT
fbem-28253	75	11	based	base	VERB
fbem-28253	75	12	on	on	ADP
fbem-28253	75	13	the	the	DET
fbem-28253	75	14	aieq	aieq	PROPN
fbem-28253	75	15	fund	fund	NOUN
fbem-28253	75	16	,	,	PUNCT
fbem-28253	75	17	a	a	DET
fbem-28253	75	18	garch	garch	NOUN
fbem-28253	75	19	model	model	NOUN
fbem-28253	75	20	is	be	AUX
fbem-28253	75	21	constructed	construct	VERB
fbem-28253	75	22	to	to	PART
fbem-28253	75	23	analyze	analyze	VERB
fbem-28253	75	24	the	the	DET
fbem-28253	75	25	impact	impact	NOUN
fbem-28253	75	26	of	of	ADP
fbem-28253	75	27	its	its	PRON
fbem-28253	75	28	volatility	volatility	NOUN
fbem-28253	75	29	,	,	PUNCT
fbem-28253	75	30	predict	predict	VERB
fbem-28253	75	31	the	the	DET
fbem-28253	75	32	effectiveness	effectiveness	NOUN
fbem-28253	75	33	of	of	ADP
fbem-28253	75	34	ai	ai	PROPN
fbem-28253	75	35	investment	investment	NOUN
fbem-28253	75	36	,	,	PUNCT
fbem-28253	75	37	and	and	CCONJ
fbem-28253	75	38	at	at	ADP
fbem-28253	75	39	the	the	DET
fbem-28253	75	40	same	same	ADJ
fbem-28253	75	41	time	time	NOUN
fbem-28253	75	42	forecast	forecast	VERB
fbem-28253	75	43	its	its	PRON
fbem-28253	75	44	future	future	ADJ
fbem-28253	75	45	performance	performance	NOUN
fbem-28253	75	46	to	to	PART
fbem-28253	75	47	provide	provide	VERB
fbem-28253	75	48	empirical	empirical	ADJ
fbem-28253	75	49	evidence	evidence	NOUN
fbem-28253	75	50	for	for	ADP
fbem-28253	75	51	the	the	DET
fbem-28253	75	52	actual	actual	ADJ
fbem-28253	75	53	effect	effect	NOUN
fbem-28253	75	54	of	of	ADP
fbem-28253	75	55	ai	ai	PROPN
fbem-28253	75	56	investment	investment	NOUN
fbem-28253	75	57	products	product	NOUN
fbem-28253	75	58	,	,	PUNCT
fbem-28253	75	59	which	which	PRON
fbem-28253	75	60	is	be	AUX
fbem-28253	75	61	the	the	DET
fbem-28253	75	62	innovative	innovative	ADJ
fbem-28253	75	63	direction	direction	NOUN
fbem-28253	75	64	of	of	ADP
fbem-28253	75	65	this	this	DET
fbem-28253	75	66	study	study	NOUN
fbem-28253	75	67	.	.	PUNCT
fbem-28253	76	1	3	3	X
fbem-28253	76	2	.	.	X
fbem-28253	76	3	garch	garch	NOUN
fbem-28253	76	4	model	model	NOUN
fbem-28253	76	5	definition	definition	NOUN
fbem-28253	76	6	the	the	DET
fbem-28253	76	7	garch	garch	NOUN
fbem-28253	76	8	model	model	NOUN
fbem-28253	76	9	is	be	AUX
fbem-28253	76	10	a	a	DET
fbem-28253	76	11	statistical	statistical	ADJ
fbem-28253	76	12	model	model	NOUN
fbem-28253	76	13	used	use	VERB
fbem-28253	76	14	to	to	PART
fbem-28253	76	15	estimate	estimate	VERB
fbem-28253	76	16	145	145	NUM
fbem-28253	76	17	the	the	DET
fbem-28253	76	18	volatility	volatility	NOUN
fbem-28253	76	19	of	of	ADP
fbem-28253	76	20	time	time	NOUN
fbem-28253	76	21	series	series	PROPN
fbem-28253	76	22	data	data	PROPN
fbem-28253	76	23	.	.	PUNCT
fbem-28253	77	1	the	the	DET
fbem-28253	77	2	model	model	NOUN
fbem-28253	77	3	is	be	AUX
fbem-28253	77	4	an	an	DET
fbem-28253	77	5	extension	extension	NOUN
fbem-28253	77	6	of	of	ADP
fbem-28253	77	7	the	the	DET
fbem-28253	77	8	arch	arch	ADJ
fbem-28253	77	9	model	model	NOUN
fbem-28253	77	10	,	,	PUNCT
fbem-28253	77	11	which	which	PRON
fbem-28253	77	12	predicts	predict	VERB
fbem-28253	77	13	the	the	DET
fbem-28253	77	14	conditional	conditional	ADJ
fbem-28253	77	15	variance	variance	NOUN
fbem-28253	77	16	of	of	ADP
fbem-28253	77	17	the	the	DET
fbem-28253	77	18	dependent	dependent	ADJ
fbem-28253	77	19	variable	variable	NOUN
fbem-28253	77	20	.	.	PUNCT
fbem-28253	78	1	the	the	DET
fbem-28253	78	2	current	current	ADJ
fbem-28253	78	3	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	78	4	function	function	NOUN
fbem-28253	78	5	values	value	NOUN
fbem-28253	78	6	are	be	AUX
fbem-28253	78	7	fitted	fit	VERB
fbem-28253	78	8	in	in	ADP
fbem-28253	78	9	a	a	DET
fbem-28253	78	10	qth	qth	NOUN
fbem-28253	78	11	order	order	NOUN
fbem-28253	78	12	moving	move	VERB
fbem-28253	78	13	pan	pan	NOUN
fbem-28253	78	14	using	use	VERB
fbem-28253	78	15	the	the	DET
fbem-28253	78	16	squared	squared	ADJ
fbem-28253	78	17	residual	residual	ADJ
fbem-28253	78	18	series	series	NOUN
fbem-28253	78	19	,	,	PUNCT
fbem-28253	78	20	but	but	CCONJ
fbem-28253	78	21	the	the	DET
fbem-28253	78	22	moving	move	VERB
fbem-28253	78	23	pan	pan	NOUN
fbem-28253	78	24	model	model	NOUN
fbem-28253	78	25	has	have	VERB
fbem-28253	78	26	a	a	DET
fbem-28253	78	27	qth	qth	NOUN
fbem-28253	78	28	order	order	NOUN
fbem-28253	78	29	truncation	truncation	NOUN
fbem-28253	78	30	of	of	ADP
fbem-28253	78	31	the	the	DET
fbem-28253	78	32	autocorrelation	autocorrelation	NOUN
fbem-28253	78	33	coefficients	coefficient	NOUN
fbem-28253	78	34	,	,	PUNCT
fbem-28253	78	35	so	so	SCONJ
fbem-28253	78	36	the	the	DET
fbem-28253	78	37	model	model	NOUN
fbem-28253	78	38	is	be	AUX
fbem-28253	78	39	only	only	ADV
fbem-28253	78	40	applicable	applicable	ADJ
fbem-28253	78	41	to	to	ADP
fbem-28253	78	42	the	the	DET
fbem-28253	78	43	short	short	ADJ
fbem-28253	78	44	-	-	PUNCT
fbem-28253	78	45	term	term	NOUN
fbem-28253	78	46	autocorrelation	autocorrelation	NOUN
fbem-28253	78	47	coefficients	coefficient	NOUN
fbem-28253	78	48	of	of	ADP
fbem-28253	78	49	the	the	DET
fbem-28253	78	50	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	78	51	function	function	NOUN
fbem-28253	78	52	.	.	PUNCT
fbem-28253	79	1	its	its	PRON
fbem-28253	79	2	variance	variance	NOUN
fbem-28253	79	3	equation	equation	NOUN
fbem-28253	79	4	is	be	AUX
fbem-28253	79	5	as	as	SCONJ
fbem-28253	79	6	follows	follow	VERB
fbem-28253	79	7	:	:	PUNCT
fbem-28253	80	1	σt	σt	ADP
fbem-28253	80	2	2	2	NUM
fbem-28253	80	3	=	=	SYM
fbem-28253	80	4	α0	α0	VERB
fbem-28253	80	5	+	+	CCONJ
fbem-28253	80	6	α1μt−1	α1μt−1	PROPN
fbem-28253	80	7	2	2	NUM
fbem-28253	80	8	+	+	CCONJ
fbem-28253	80	9	⋯	⋯	VERB
fbem-28253	80	10	+	+	CCONJ
fbem-28253	80	11	αpμt−p	αpμt−p	NUM
fbem-28253	80	12	2	2	NUM
fbem-28253	80	13	however	however	ADV
fbem-28253	80	14	,	,	PUNCT
fbem-28253	80	15	in	in	ADP
fbem-28253	80	16	practice	practice	NOUN
fbem-28253	80	17	,	,	PUNCT
fbem-28253	80	18	the	the	DET
fbem-28253	80	19	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	80	20	functions	function	NOUN
fbem-28253	80	21	of	of	ADP
fbem-28253	80	22	some	some	DET
fbem-28253	80	23	residual	residual	ADJ
fbem-28253	80	24	series	series	NOUN
fbem-28253	80	25	have	have	VERB
fbem-28253	80	26	long	long	ADJ
fbem-28253	80	27	-	-	PUNCT
fbem-28253	80	28	term	term	NOUN
fbem-28253	80	29	autocorrelation	autocorrelation	NOUN
fbem-28253	80	30	,	,	PUNCT
fbem-28253	80	31	and	and	CCONJ
fbem-28253	80	32	the	the	DET
fbem-28253	80	33	utilization	utilization	NOUN
fbem-28253	80	34	of	of	ADP
fbem-28253	80	35	the	the	DET
fbem-28253	80	36	arch	arch	ADJ
fbem-28253	80	37	model	model	NOUN
fbem-28253	80	38	will	will	AUX
fbem-28253	80	39	produce	produce	VERB
fbem-28253	80	40	a	a	DET
fbem-28253	80	41	high	high	ADJ
fbem-28253	80	42	moving	move	VERB
fbem-28253	80	43	average	average	ADJ
fbem-28253	80	44	order	order	NOUN
fbem-28253	80	45	,	,	PUNCT
fbem-28253	80	46	which	which	PRON
fbem-28253	80	47	not	not	PART
fbem-28253	80	48	only	only	ADV
fbem-28253	80	49	increases	increase	VERB
fbem-28253	80	50	the	the	DET
fbem-28253	80	51	difficulty	difficulty	NOUN
fbem-28253	80	52	of	of	ADP
fbem-28253	80	53	parameter	parameter	NOUN
fbem-28253	80	54	estimation	estimation	NOUN
fbem-28253	80	55	,	,	PUNCT
fbem-28253	80	56	but	but	CCONJ
fbem-28253	80	57	also	also	ADV
fbem-28253	80	58	affects	affect	VERB
fbem-28253	80	59	the	the	DET
fbem-28253	80	60	fitting	fitting	ADJ
fbem-28253	80	61	effect	effect	NOUN
fbem-28253	80	62	of	of	ADP
fbem-28253	80	63	the	the	DET
fbem-28253	80	64	model	model	NOUN
fbem-28253	80	65	.	.	PUNCT
fbem-28253	81	1	therefore	therefore	ADV
fbem-28253	81	2	,	,	PUNCT
fbem-28253	81	3	the	the	DET
fbem-28253	81	4	garch	garch	NOUN
fbem-28253	81	5	(	(	PUNCT
fbem-28253	81	6	p	p	X
fbem-28253	81	7	,	,	PUNCT
fbem-28253	81	8	q	q	NOUN
fbem-28253	81	9	)	)	PUNCT
fbem-28253	81	10	model	model	NOUN
fbem-28253	81	11	takes	take	VERB
fbem-28253	81	12	into	into	ADP
fbem-28253	81	13	account	account	NOUN
fbem-28253	81	14	the	the	DET
fbem-28253	81	15	p	p	NOUN
fbem-28253	81	16	-	-	PUNCT
fbem-28253	81	17	order	order	NOUN
fbem-28253	81	18	autoregressivity	autoregressivity	NOUN
fbem-28253	81	19	of	of	ADP
fbem-28253	81	20	the	the	DET
fbem-28253	81	21	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	81	22	function	function	NOUN
fbem-28253	81	23	to	to	PART
fbem-28253	81	24	effectively	effectively	ADV
fbem-28253	81	25	fit	fit	VERB
fbem-28253	81	26	the	the	DET
fbem-28253	81	27	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	81	28	function	function	NOUN
fbem-28253	81	29	with	with	ADP
fbem-28253	81	30	long	long	ADJ
fbem-28253	81	31	-	-	PUNCT
fbem-28253	81	32	term	term	NOUN
fbem-28253	81	33	memory	memory	NOUN
fbem-28253	81	34	.	.	PUNCT
fbem-28253	82	1	the	the	DET
fbem-28253	82	2	garch	garch	NOUN
fbem-28253	82	3	(	(	PUNCT
fbem-28253	82	4	p	p	X
fbem-28253	82	5	,	,	PUNCT
fbem-28253	82	6	q	q	NOUN
fbem-28253	82	7	)	)	PUNCT
fbem-28253	82	8	model	model	NOUN
fbem-28253	82	9	is	be	AUX
fbem-28253	82	10	:	:	PUNCT
fbem-28253	82	11	σt	σt	ADP
fbem-28253	82	12	2	2	NUM
fbem-28253	82	13	=	=	SYM
fbem-28253	82	14	ω	ω	PROPN
fbem-28253	82	15	+	+	NUM
fbem-28253	82	16	∑αi	∑αi	NOUN
fbem-28253	82	17	p	p	ADJ
fbem-28253	82	18	i=1	i=1	PROPN
fbem-28253	82	19	εt−i	εt−i	NOUN
fbem-28253	82	20	2	2	NUM
fbem-28253	82	21	+	+	CCONJ
fbem-28253	82	22	∑	∑	PROPN
fbem-28253	82	23	βi	βi	PROPN
fbem-28253	82	24	q	q	NOUN
fbem-28253	82	25	i=1	i=1	PROPN
fbem-28253	82	26	σt−i	σt−i	NOUN
fbem-28253	82	27	2	2	NUM
fbem-28253	82	28	where	where	SCONJ
fbem-28253	82	29	ω	ω	PROPN
fbem-28253	82	30	>	>	X
fbem-28253	82	31	0	0	PROPN
fbem-28253	82	32	,	,	PUNCT
fbem-28253	82	33	αi	αi	X
fbem-28253	82	34	≥	≥	NUM
fbem-28253	82	35	0	0	NUM
fbem-28253	82	36	,	,	PUNCT
fbem-28253	82	37	βi	βi	PRON
fbem-28253	82	38	≥	≥	NOUN
fbem-28253	82	39	0	0	NUM
fbem-28253	82	40	are	be	AUX
fbem-28253	82	41	constant	constant	ADJ
fbem-28253	82	42	parameters	parameter	NOUN
fbem-28253	82	43	,	,	PUNCT
fbem-28253	82	44	and	and	CCONJ
fbem-28253	82	45	∑	∑	ADP
fbem-28253	82	46	βi	βi	PROPN
fbem-28253	82	47	p	p	X
fbem-28253	82	48	i=1	i=1	PROPN
fbem-28253	83	1	+	+	CCONJ
fbem-28253	83	2	∑	∑	PUNCT
fbem-28253	83	3	αi	αi	PRON
fbem-28253	83	4	q	q	NOUN
fbem-28253	84	1	i=1	i=1	X
fbem-28253	84	2	<	<	X
fbem-28253	84	3	1	1	NUM
fbem-28253	84	4	.	.	PUNCT
fbem-28253	85	1	where	where	SCONJ
fbem-28253	85	2	εt	εt	PROPN
fbem-28253	85	3	denotes	denote	VERB
fbem-28253	85	4	the	the	PRON
fbem-28253	85	5	independently	independently	ADV
fbem-28253	85	6	and	and	CCONJ
fbem-28253	85	7	identically	identically	ADV
fbem-28253	85	8	distributed	distribute	VERB
fbem-28253	85	9	random	random	ADJ
fbem-28253	85	10	error	error	NOUN
fbem-28253	85	11	term	term	NOUN
fbem-28253	85	12	,	,	PUNCT
fbem-28253	85	13	and	and	CCONJ
fbem-28253	85	14	σt	σt	ADP
fbem-28253	85	15	2	2	NUM
fbem-28253	85	16	denotes	denote	NOUN
fbem-28253	85	17	the	the	DET
fbem-28253	85	18	stock	stock	NOUN
fbem-28253	85	19	price	price	NOUN
fbem-28253	85	20	volatility	volatility	NOUN
fbem-28253	85	21	in	in	ADP
fbem-28253	85	22	period	period	NOUN
fbem-28253	85	23	t.	t.	PROPN
fbem-28253	85	24	the	the	DET
fbem-28253	85	25	parameters	parameter	NOUN
fbem-28253	85	26	of	of	ADP
fbem-28253	85	27	the	the	DET
fbem-28253	85	28	garch	garch	NOUN
fbem-28253	85	29	model	model	NOUN
fbem-28253	85	30	are	be	AUX
fbem-28253	85	31	obtained	obtain	VERB
fbem-28253	85	32	by	by	ADP
fbem-28253	85	33	the	the	DET
fbem-28253	85	34	great	great	ADJ
fbem-28253	85	35	likelihood	likelihood	NOUN
fbem-28253	85	36	estimation	estimation	NOUN
fbem-28253	85	37	function	function	NOUN
fbem-28253	85	38	method	method	NOUN
fbem-28253	85	39	.	.	PUNCT
fbem-28253	86	1	the	the	DET
fbem-28253	86	2	garch	garch	NOUN
fbem-28253	86	3	(	(	PUNCT
fbem-28253	86	4	1	1	NUM
fbem-28253	86	5	,	,	PUNCT
fbem-28253	86	6	1	1	X
fbem-28253	86	7	)	)	PUNCT
fbem-28253	86	8	model	model	NOUN
fbem-28253	86	9	is	be	AUX
fbem-28253	86	10	:	:	PUNCT
fbem-28253	86	11	σt	σt	ADP
fbem-28253	86	12	2	2	NUM
fbem-28253	86	13	=	=	SYM
fbem-28253	86	14	ω	ω	NOUN
fbem-28253	87	1	+	+	CCONJ
fbem-28253	87	2	αεt−1	αεt−1	PROPN
fbem-28253	87	3	2	2	NUM
fbem-28253	88	1	+	+	CCONJ
fbem-28253	88	2	βσt−1	βσt−1	PROPN
fbem-28253	88	3	2	2	NUM
fbem-28253	88	4	4	4	NUM
fbem-28253	88	5	.	.	PUNCT
fbem-28253	88	6	authentic	authentic	ADJ
fbem-28253	88	7	proof	proof	NOUN
fbem-28253	88	8	analysis	analysis	NOUN
fbem-28253	88	9	4.1	4.1	NUM
fbem-28253	88	10	.	.	PUNCT
fbem-28253	89	1	sample	sample	NOUN
fbem-28253	89	2	selection	selection	NOUN
fbem-28253	89	3	and	and	CCONJ
fbem-28253	89	4	descriptive	descriptive	ADJ
fbem-28253	89	5	statistics	statistic	NOUN
fbem-28253	89	6	in	in	ADP
fbem-28253	89	7	this	this	DET
fbem-28253	89	8	paper	paper	NOUN
fbem-28253	89	9	,	,	PUNCT
fbem-28253	89	10	the	the	DET
fbem-28253	89	11	daily	daily	ADJ
fbem-28253	89	12	closing	closing	NOUN
fbem-28253	89	13	returns	return	NOUN
fbem-28253	89	14	data	datum	NOUN
fbem-28253	89	15	of	of	ADP
fbem-28253	89	16	aieq	aieq	ADJ
fbem-28253	89	17	funds	fund	NOUN
fbem-28253	89	18	for	for	ADP
fbem-28253	89	19	the	the	DET
fbem-28253	89	20	period	period	NOUN
fbem-28253	89	21	from	from	ADP
fbem-28253	89	22	january	january	PROPN
fbem-28253	89	23	1	1	NUM
fbem-28253	89	24	,	,	PUNCT
fbem-28253	89	25	2019	2019	NUM
fbem-28253	89	26	to	to	ADP
fbem-28253	89	27	july	july	PROPN
fbem-28253	89	28	31	31	NUM
fbem-28253	89	29	,	,	PUNCT
fbem-28253	89	30	2024	2024	NUM
fbem-28253	89	31	,	,	PUNCT
fbem-28253	89	32	totaling	total	VERB
fbem-28253	89	33	1,405	1,405	NUM
fbem-28253	89	34	data	datum	NOUN
fbem-28253	89	35	,	,	PUNCT
fbem-28253	89	36	are	be	AUX
fbem-28253	89	37	selected	select	VERB
fbem-28253	89	38	as	as	ADP
fbem-28253	89	39	sample	sample	NOUN
fbem-28253	89	40	data	datum	NOUN
fbem-28253	89	41	for	for	ADP
fbem-28253	89	42	empirical	empirical	ADJ
fbem-28253	89	43	analysis	analysis	NOUN
fbem-28253	89	44	.	.	PUNCT
fbem-28253	90	1	calculate	calculate	VERB
fbem-28253	90	2	its	its	PRON
fbem-28253	90	3	daily	daily	ADJ
fbem-28253	90	4	return	return	NOUN
fbem-28253	90	5	,	,	PUNCT
fbem-28253	90	6	the	the	DET
fbem-28253	90	7	return	return	NOUN
fbem-28253	90	8	formula	formula	NOUN
fbem-28253	90	9	is	be	AUX
fbem-28253	90	10	:	:	PUNCT
fbem-28253	90	11	r(t)=ln	r(t)=ln	NOUN
fbem-28253	90	12	(	(	PUNCT
fbem-28253	90	13	pt	pt	PROPN
fbem-28253	90	14	/	/	SYM
fbem-28253	90	15	pt−1	pt−1	NOUN
fbem-28253	90	16	)	)	PUNCT
fbem-28253	90	17	,	,	PUNCT
fbem-28253	90	18	and	and	CCONJ
fbem-28253	90	19	the	the	DET
fbem-28253	90	20	garch	garch	NOUN
fbem-28253	90	21	model	model	NOUN
fbem-28253	90	22	is	be	AUX
fbem-28253	90	23	established	establish	VERB
fbem-28253	90	24	with	with	ADP
fbem-28253	90	25	the	the	DET
fbem-28253	90	26	daily	daily	ADJ
fbem-28253	90	27	return	return	NOUN
fbem-28253	90	28	as	as	ADP
fbem-28253	90	29	the	the	DET
fbem-28253	90	30	research	research	NOUN
fbem-28253	90	31	object	object	NOUN
fbem-28253	90	32	.	.	PUNCT
fbem-28253	91	1	all	all	DET
fbem-28253	91	2	data	datum	NOUN
fbem-28253	91	3	are	be	AUX
fbem-28253	91	4	obtained	obtain	VERB
fbem-28253	91	5	from	from	ADP
fbem-28253	91	6	flush	flush	ADJ
fbem-28253	91	7	database	database	NOUN
fbem-28253	91	8	.	.	PUNCT
fbem-28253	92	1	figure1	figure1	PROPN
fbem-28253	92	2	.	.	PUNCT
fbem-28253	93	1	time	time	PROPN
fbem-28253	93	2	series	series	PROPN
fbem-28253	93	3	plot	plot	NOUN
fbem-28253	93	4	of	of	ADP
fbem-28253	93	5	daily	daily	ADJ
fbem-28253	93	6	log	log	NOUN
fbem-28253	93	7	returns	return	NOUN
fbem-28253	93	8	of	of	ADP
fbem-28253	93	9	aieq	aieq	ADJ
fbem-28253	93	10	funds	fund	NOUN
fbem-28253	93	11	as	as	SCONJ
fbem-28253	93	12	seen	see	VERB
fbem-28253	93	13	in	in	ADP
fbem-28253	93	14	figure	figure	NOUN
fbem-28253	93	15	1	1	NUM
fbem-28253	93	16	,	,	PUNCT
fbem-28253	93	17	the	the	DET
fbem-28253	93	18	daily	daily	ADJ
fbem-28253	93	19	logarithmic	logarithmic	ADJ
fbem-28253	93	20	returns	return	NOUN
fbem-28253	93	21	of	of	ADP
fbem-28253	93	22	aieq	aieq	ADJ
fbem-28253	93	23	funds	fund	NOUN
fbem-28253	93	24	fluctuate	fluctuate	NOUN
fbem-28253	93	25	up	up	ADP
fbem-28253	93	26	and	and	CCONJ
fbem-28253	93	27	down	down	ADV
fbem-28253	93	28	centered	center	VERB
fbem-28253	93	29	on	on	ADP
fbem-28253	93	30	0	0	NUM
fbem-28253	93	31	.	.	PUNCT
fbem-28253	94	1	and	and	CCONJ
fbem-28253	94	2	most	most	ADJ
fbem-28253	94	3	of	of	ADP
fbem-28253	94	4	the	the	DET
fbem-28253	94	5	data	datum	NOUN
fbem-28253	94	6	are	be	AUX
fbem-28253	94	7	between	between	ADP
fbem-28253	94	8	-0.5	-0.5	PROPN
fbem-28253	94	9	and	and	CCONJ
fbem-28253	94	10	0.5	0.5	NUM
fbem-28253	94	11	,	,	PUNCT
fbem-28253	94	12	indicating	indicate	VERB
fbem-28253	94	13	the	the	DET
fbem-28253	94	14	existence	existence	NOUN
fbem-28253	94	15	of	of	ADP
fbem-28253	94	16	volatility	volatility	NOUN
fbem-28253	94	17	clustering	cluster	VERB
fbem-28253	94	18	in	in	ADP
fbem-28253	94	19	this	this	DET
fbem-28253	94	20	time	time	NOUN
fbem-28253	94	21	series	series	NOUN
fbem-28253	94	22	.	.	PUNCT
fbem-28253	95	1	table1	table1	PROPN
fbem-28253	95	2	.	.	PUNCT
fbem-28253	96	1	descriptive	descriptive	ADJ
fbem-28253	96	2	statistics	statistic	NOUN
fbem-28253	96	3	of	of	ADP
fbem-28253	96	4	aieq	aieq	PROPN
fbem-28253	96	5	daily	daily	ADJ
fbem-28253	96	6	log	log	NOUN
fbem-28253	96	7	returns	return	VERB
fbem-28253	96	8	sequences	sequence	NOUN
fbem-28253	96	9	average	average	ADJ
fbem-28253	96	10	value	value	NOUN
fbem-28253	96	11	maximum	maximum	ADJ
fbem-28253	96	12	values	value	NOUN
fbem-28253	96	13	minimum	minimum	NOUN
fbem-28253	96	14	value	value	NOUN
fbem-28253	96	15	standard	standard	ADJ
fbem-28253	96	16	deviation	deviation	NOUN
fbem-28253	96	17	kurtosis	kurtosis	VERB
fbem-28253	96	18	skewness	skewness	ADJ
fbem-28253	96	19	j	j	PROPN
fbem-28253	96	20	-	-	PROPN
fbem-28253	96	21	b	b	PROPN
fbem-28253	96	22	statistic	statistic	PROPN
fbem-28253	96	23	j	j	PROPN
fbem-28253	96	24	-	-	PUNCT
fbem-28253	96	25	b	b	PROPN
fbem-28253	96	26	p	p	ADJ
fbem-28253	96	27	-	-	PUNCT
fbem-28253	96	28	value	value	NOUN
fbem-28253	96	29	logarithmic	logarithmic	ADJ
fbem-28253	96	30	yield	yield	NOUN
fbem-28253	96	31	0.00036	0.00036	NUM
fbem-28253	96	32	0.07779	0.07779	NUM
fbem-28253	96	33	-1.27833	-1.27833	NOUN
fbem-28253	96	34	0.01538	0.01538	NUM
fbem-28253	96	35	9.71878	9.71878	NUM
fbem-28253	96	36	-0.69257	-0.69257	NOUN
fbem-28253	96	37	2665.06723	2665.06723	NUM
fbem-28253	96	38	0.00000	0.00000	NUM
fbem-28253	96	39	as	as	SCONJ
fbem-28253	96	40	can	can	AUX
fbem-28253	96	41	be	be	AUX
fbem-28253	96	42	seen	see	VERB
fbem-28253	96	43	from	from	ADP
fbem-28253	96	44	table	table	NOUN
fbem-28253	96	45	1	1	NUM
fbem-28253	96	46	,	,	PUNCT
fbem-28253	96	47	the	the	DET
fbem-28253	96	48	mean	mean	NOUN
fbem-28253	96	49	of	of	ADP
fbem-28253	96	50	the	the	DET
fbem-28253	96	51	daily	daily	ADJ
fbem-28253	96	52	logarithmic	logarithmic	ADJ
fbem-28253	96	53	return	return	NOUN
fbem-28253	96	54	series	series	NOUN
fbem-28253	96	55	of	of	ADP
fbem-28253	96	56	aieq	aieq	PROPN
fbem-28253	96	57	fund	fund	NOUN
fbem-28253	96	58	is	be	AUX
fbem-28253	96	59	about	about	ADP
fbem-28253	96	60	0.00036	0.00036	NUM
fbem-28253	96	61	,	,	PUNCT
fbem-28253	96	62	the	the	DET
fbem-28253	96	63	standard	standard	ADJ
fbem-28253	96	64	deviation	deviation	NOUN
fbem-28253	96	65	is	be	AUX
fbem-28253	96	66	about	about	ADP
fbem-28253	96	67	0.01538	0.01538	NUM
fbem-28253	96	68	,	,	PUNCT
fbem-28253	96	69	and	and	CCONJ
fbem-28253	96	70	the	the	DET
fbem-28253	96	71	skewness	skewness	NOUN
fbem-28253	96	72	is	be	AUX
fbem-28253	96	73	0.69257	0.69257	NUM
fbem-28253	96	74	,	,	PUNCT
fbem-28253	96	75	which	which	PRON
fbem-28253	96	76	indicates	indicate	VERB
fbem-28253	96	77	that	that	SCONJ
fbem-28253	96	78	this	this	DET
fbem-28253	96	79	series	series	NOUN
fbem-28253	96	80	is	be	AUX
fbem-28253	96	81	characterized	characterize	VERB
fbem-28253	96	82	by	by	ADP
fbem-28253	96	83	a	a	DET
fbem-28253	96	84	left	left	ADJ
fbem-28253	96	85	-	-	PUNCT
fbem-28253	96	86	skewed	skewed	ADJ
fbem-28253	96	87	distribution	distribution	NOUN
fbem-28253	96	88	.	.	PUNCT
fbem-28253	97	1	the	the	DET
fbem-28253	97	2	kurtosis	kurtosis	NOUN
fbem-28253	97	3	of	of	ADP
fbem-28253	97	4	the	the	DET
fbem-28253	97	5	series	series	NOUN
fbem-28253	97	6	is	be	AUX
fbem-28253	97	7	9.71878	9.71878	NUM
fbem-28253	97	8	,	,	PUNCT
fbem-28253	97	9	which	which	PRON
fbem-28253	97	10	is	be	AUX
fbem-28253	97	11	much	much	ADV
fbem-28253	97	12	larger	large	ADJ
fbem-28253	97	13	than	than	ADP
fbem-28253	97	14	3	3	NUM
fbem-28253	97	15	,	,	PUNCT
fbem-28253	97	16	indicating	indicate	VERB
fbem-28253	97	17	that	that	SCONJ
fbem-28253	97	18	its	its	PRON
fbem-28253	97	19	probability	probability	NOUN
fbem-28253	97	20	density	density	NOUN
fbem-28253	97	21	curve	curve	NOUN
fbem-28253	97	22	is	be	AUX
fbem-28253	97	23	a	a	DET
fbem-28253	97	24	spike	spike	ADJ
fbem-28253	97	25	distribution	distribution	NOUN
fbem-28253	97	26	,	,	PUNCT
fbem-28253	97	27	and	and	CCONJ
fbem-28253	97	28	its	its	PRON
fbem-28253	97	29	spike	spike	NOUN
fbem-28253	97	30	is	be	AUX
fbem-28253	97	31	steeper	steep	ADJ
fbem-28253	97	32	than	than	ADP
fbem-28253	97	33	that	that	PRON
fbem-28253	97	34	of	of	ADP
fbem-28253	97	35	the	the	DET
fbem-28253	97	36	normal	normal	ADJ
fbem-28253	97	37	distribution	distribution	NOUN
fbem-28253	97	38	,	,	PUNCT
fbem-28253	97	39	which	which	PRON
fbem-28253	97	40	can	can	AUX
fbem-28253	97	41	be	be	AUX
fbem-28253	97	42	seen	see	VERB
fbem-28253	97	43	that	that	SCONJ
fbem-28253	97	44	the	the	DET
fbem-28253	97	45	probability	probability	NOUN
fbem-28253	97	46	density	density	NOUN
fbem-28253	97	47	curve	curve	NOUN
fbem-28253	97	48	of	of	ADP
fbem-28253	97	49	the	the	DET
fbem-28253	97	50	yield	yield	NOUN
fbem-28253	97	51	series	series	NOUN
fbem-28253	97	52	has	have	VERB
fbem-28253	97	53	the	the	DET
fbem-28253	97	54	characteristic	characteristic	NOUN
fbem-28253	97	55	of	of	ADP
fbem-28253	97	56	"	"	PUNCT
fbem-28253	97	57	spike	spike	ADJ
fbem-28253	97	58	and	and	CCONJ
fbem-28253	97	59	thick	thick	ADJ
fbem-28253	97	60	tail	tail	NOUN
fbem-28253	97	61	"	"	PUNCT
fbem-28253	97	62	.	.	PUNCT
fbem-28253	98	1	on	on	ADP
fbem-28253	98	2	the	the	DET
fbem-28253	98	3	other	other	ADJ
fbem-28253	98	4	hand	hand	NOUN
fbem-28253	98	5	,	,	PUNCT
fbem-28253	98	6	the	the	DET
fbem-28253	98	7	jarque	jarque	NOUN
fbem-28253	98	8	-	-	PUNCT
fbem-28253	98	9	bera	bera	NOUN
fbem-28253	98	10	test	test	NOUN
fbem-28253	98	11	statistic	statistic	NOUN
fbem-28253	98	12	is	be	AUX
fbem-28253	98	13	2665.0672	2665.0672	NUM
fbem-28253	98	14	,	,	PUNCT
fbem-28253	98	15	which	which	PRON
fbem-28253	98	16	is	be	AUX
fbem-28253	98	17	much	much	ADV
fbem-28253	98	18	larger	large	ADJ
fbem-28253	98	19	than	than	ADP
fbem-28253	98	20	0	0	NUM
fbem-28253	98	21	,	,	PUNCT
fbem-28253	98	22	and	and	CCONJ
fbem-28253	98	23	its	its	PRON
fbem-28253	98	24	corresponding	corresponding	ADJ
fbem-28253	98	25	p	p	NOUN
fbem-28253	98	26	-	-	PUNCT
fbem-28253	98	27	value	value	NOUN
fbem-28253	98	28	is	be	AUX
fbem-28253	98	29	about	about	ADV
fbem-28253	98	30	0	0	NUM
fbem-28253	98	31	,	,	PUNCT
fbem-28253	98	32	which	which	PRON
fbem-28253	98	33	also	also	ADV
fbem-28253	98	34	proves	prove	VERB
fbem-28253	98	35	that	that	SCONJ
fbem-28253	98	36	the	the	DET
fbem-28253	98	37	series	series	NOUN
fbem-28253	98	38	does	do	AUX
fbem-28253	98	39	not	not	PART
fbem-28253	98	40	satisfy	satisfy	VERB
fbem-28253	98	41	the	the	DET
fbem-28253	98	42	assumption	assumption	NOUN
fbem-28253	98	43	of	of	ADP
fbem-28253	98	44	normal	normal	ADJ
fbem-28253	98	45	distribution	distribution	NOUN
fbem-28253	98	46	.	.	PUNCT
fbem-28253	99	1	4.2	4.2	NUM
fbem-28253	99	2	.	.	PUNCT
fbem-28253	100	1	smoothness	smoothness	PROPN
fbem-28253	100	2	,	,	PUNCT
fbem-28253	100	3	autocorrelation	autocorrelation	NOUN
fbem-28253	100	4	and	and	CCONJ
fbem-28253	100	5	arch	arch	ADJ
fbem-28253	100	6	effect	effect	NOUN
fbem-28253	100	7	tests	test	VERB
fbem-28253	100	8	4.2.1	4.2.1	NUM
fbem-28253	100	9	.	.	PUNCT
fbem-28253	101	1	smoothness	smoothness	ADJ
fbem-28253	101	2	test	test	NOUN
fbem-28253	101	3	in	in	ADP
fbem-28253	101	4	order	order	NOUN
fbem-28253	101	5	to	to	PART
fbem-28253	101	6	verify	verify	VERB
fbem-28253	101	7	the	the	DET
fbem-28253	101	8	applicability	applicability	NOUN
fbem-28253	101	9	of	of	ADP
fbem-28253	101	10	the	the	DET
fbem-28253	101	11	data	datum	NOUN
fbem-28253	101	12	,	,	PUNCT
fbem-28253	101	13	this	this	DET
fbem-28253	101	14	paper	paper	NOUN
fbem-28253	101	15	uses	use	VERB
fbem-28253	101	16	the	the	DET
fbem-28253	101	17	test	test	NOUN
fbem-28253	101	18	of	of	ADP
fbem-28253	101	19	adf	adf	PROPN
fbem-28253	101	20	to	to	PART
fbem-28253	101	21	perform	perform	VERB
fbem-28253	101	22	a	a	DET
fbem-28253	101	23	unit	unit	NOUN
fbem-28253	101	24	root	root	NOUN
fbem-28253	101	25	test	test	NOUN
fbem-28253	101	26	on	on	ADP
fbem-28253	101	27	the	the	DET
fbem-28253	101	28	daily	daily	ADJ
fbem-28253	101	29	logarithmic	logarithmic	ADJ
fbem-28253	101	30	return	return	NOUN
fbem-28253	101	31	series	series	NOUN
fbem-28253	101	32	of	of	ADP
fbem-28253	101	33	the	the	DET
fbem-28253	101	34	aieq	aieq	PROPN
fbem-28253	101	35	fund	fund	NOUN
fbem-28253	101	36	,	,	PUNCT
fbem-28253	101	37	and	and	CCONJ
fbem-28253	101	38	the	the	DET
fbem-28253	101	39	results	result	NOUN
fbem-28253	101	40	are	be	AUX
fbem-28253	101	41	shown	show	VERB
fbem-28253	101	42	in	in	ADP
fbem-28253	101	43	table	table	NOUN
fbem-28253	101	44	2	2	NUM
fbem-28253	101	45	.	.	PUNCT
fbem-28253	101	46	table	table	NOUN
fbem-28253	101	47	2	2	NUM
fbem-28253	101	48	.	.	PUNCT
fbem-28253	101	49	unit	unit	NOUN
fbem-28253	101	50	root	root	PROPN
fbem-28253	101	51	test	test	NOUN
fbem-28253	101	52	for	for	ADP
fbem-28253	101	53	aieq	aieq	ADJ
fbem-28253	101	54	daily	daily	ADJ
fbem-28253	101	55	logarithmic	logarithmic	ADJ
fbem-28253	101	56	yield	yield	NOUN
fbem-28253	101	57	series	series	PROPN
fbem-28253	101	58	sequences	sequences	PROPN
fbem-28253	101	59	t	t	PROPN
fbem-28253	101	60	-	-	PUNCT
fbem-28253	101	61	statistic	statistic	NOUN
fbem-28253	101	62	1	1	NUM
fbem-28253	101	63	%	%	NOUN
fbem-28253	101	64	threshold	threshold	NOUN
fbem-28253	101	65	5	5	NUM
fbem-28253	101	66	%	%	NOUN
fbem-28253	101	67	threshold	threshold	NOUN
fbem-28253	101	68	10	10	NUM
fbem-28253	101	69	%	%	NOUN
fbem-28253	101	70	threshold	threshold	NOUN
fbem-28253	101	71	p	p	NOUN
fbem-28253	101	72	-	-	PUNCT
fbem-28253	101	73	value	value	NOUN
fbem-28253	101	74	logarithmic	logarithmic	ADJ
fbem-28253	101	75	yield	yield	NOUN
fbem-28253	101	76	-39.292	-39.292	PUNCT
fbem-28253	101	77	-3.430	-3.430	PUNCT
fbem-28253	101	78	-2.860	-2.860	X
fbem-28253	101	79	-2.570	-2.570	NUM
fbem-28253	101	80	0.000	0.000	NUM
fbem-28253	101	81	as	as	SCONJ
fbem-28253	101	82	can	can	AUX
fbem-28253	101	83	be	be	AUX
fbem-28253	101	84	seen	see	VERB
fbem-28253	101	85	in	in	ADP
fbem-28253	101	86	table	table	NOUN
fbem-28253	101	87	2	2	NUM
fbem-28253	101	88	,	,	PUNCT
fbem-28253	101	89	the	the	DET
fbem-28253	101	90	critical	critical	ADJ
fbem-28253	101	91	values	value	NOUN
fbem-28253	101	92	of	of	ADP
fbem-28253	101	93	the	the	DET
fbem-28253	101	94	daily	daily	ADJ
fbem-28253	101	95	logarithmic	logarithmic	ADJ
fbem-28253	101	96	return	return	NOUN
fbem-28253	101	97	series	series	NOUN
fbem-28253	101	98	of	of	ADP
fbem-28253	101	99	the	the	DET
fbem-28253	101	100	aieq	aieq	PROPN
fbem-28253	101	101	fund	fund	NOUN
fbem-28253	101	102	at	at	ADP
fbem-28253	101	103	1	1	NUM
fbem-28253	101	104	%	%	NOUN
fbem-28253	101	105	,	,	PUNCT
fbem-28253	101	106	5	5	NUM
fbem-28253	101	107	%	%	NOUN
fbem-28253	101	108	and	and	CCONJ
fbem-28253	101	109	10	10	NUM
fbem-28253	101	110	%	%	NOUN
fbem-28253	101	111	significance	significance	NOUN
fbem-28253	101	112	levels	level	NOUN
fbem-28253	101	113	are	be	AUX
fbem-28253	101	114	-3.430	-3.430	PUNCT
fbem-28253	101	115	,	,	PUNCT
fbem-28253	101	116	-2.860	-2.860	PROPN
fbem-28253	101	117	,	,	PUNCT
fbem-28253	101	118	and	and	CCONJ
fbem-28253	101	119	-2.570	-2.570	NOUN
fbem-28253	101	120	,	,	PUNCT
fbem-28253	101	121	respectively	respectively	ADV
fbem-28253	101	122	.	.	PUNCT
fbem-28253	102	1	t	t	PROPN
fbem-28253	102	2	-	-	PUNCT
fbem-28253	102	3	statistics	statistic	NOUN
fbem-28253	102	4	are	be	AUX
fbem-28253	102	5	less	less	ADJ
fbem-28253	102	6	than	than	ADP
fbem-28253	102	7	the	the	DET
fbem-28253	102	8	critical	critical	ADJ
fbem-28253	102	9	values	value	NOUN
fbem-28253	102	10	,	,	PUNCT
fbem-28253	102	11	then	then	ADV
fbem-28253	102	12	the	the	DET
fbem-28253	102	13	unit	unit	NOUN
fbem-28253	102	14	root	root	NOUN
fbem-28253	102	15	test	test	NOUN
fbem-28253	102	16	can	can	AUX
fbem-28253	102	17	be	be	AUX
fbem-28253	102	18	rejected	reject	VERB
fbem-28253	102	19	,	,	PUNCT
fbem-28253	102	20	i.e.	i.e.	X
fbem-28253	102	21	,	,	PUNCT
fbem-28253	102	22	it	it	PRON
fbem-28253	102	23	indicates	indicate	VERB
fbem-28253	102	24	that	that	SCONJ
fbem-28253	102	25	the	the	DET
fbem-28253	102	26	time	time	NOUN
fbem-28253	102	27	series	series	PROPN
fbem-28253	102	28	is	be	AUX
fbem-28253	102	29	smooth	smooth	ADJ
fbem-28253	102	30	.	.	PUNCT
fbem-28253	103	1	meanwhile	meanwhile	ADV
fbem-28253	103	2	,	,	PUNCT
fbem-28253	103	3	the	the	DET
fbem-28253	103	4	significance	significance	NOUN
fbem-28253	103	5	p	p	NOUN
fbem-28253	103	6	-	-	PUNCT
fbem-28253	103	7	value	value	NOUN
fbem-28253	103	8	is	be	AUX
fbem-28253	103	9	0.000	0.000	NUM
fbem-28253	103	10	at	at	ADP
fbem-28253	103	11	the	the	DET
fbem-28253	103	12	difference	difference	NOUN
fbem-28253	103	13	of	of	ADP
fbem-28253	103	14	order	order	NOUN
fbem-28253	103	15	0	0	NUM
fbem-28253	103	16	,	,	PUNCT
fbem-28253	103	17	which	which	PRON
fbem-28253	103	18	is	be	AUX
fbem-28253	103	19	less	less	ADJ
fbem-28253	103	20	than	than	ADP
fbem-28253	103	21	0.05	0.05	NUM
fbem-28253	103	22	.	.	PUNCT
fbem-28253	104	1	the	the	DET
fbem-28253	104	2	significance	significance	NOUN
fbem-28253	104	3	is	be	AUX
fbem-28253	104	4	presented	present	VERB
fbem-28253	104	5	at	at	ADP
fbem-28253	104	6	the	the	DET
fbem-28253	104	7	level	level	NOUN
fbem-28253	104	8	of	of	ADP
fbem-28253	104	9	significance	significance	NOUN
fbem-28253	104	10	,	,	PUNCT
fbem-28253	104	11	and	and	CCONJ
fbem-28253	104	12	the	the	DET
fbem-28253	104	13	original	original	ADJ
fbem-28253	104	14	hypothesis	hypothesis	NOUN
fbem-28253	104	15	is	be	AUX
fbem-28253	104	16	rejected	reject	VERB
fbem-28253	104	17	,	,	PUNCT
fbem-28253	104	18	and	and	CCONJ
fbem-28253	104	19	the	the	DET
fbem-28253	104	20	series	series	NOUN
fbem-28253	104	21	is	be	AUX
fbem-28253	104	22	a	a	DET
fbem-28253	104	23	smooth	smooth	ADJ
fbem-28253	104	24	time	time	NOUN
fbem-28253	104	25	series	series	NOUN
fbem-28253	104	26	.	.	PUNCT
fbem-28253	105	1	4.2.2	4.2.2	X
fbem-28253	105	2	.	.	X
fbem-28253	105	3	autocorrelation	autocorrelation	NOUN
fbem-28253	105	4	test	test	NOUN
fbem-28253	105	5	from	from	ADP
fbem-28253	105	6	table	table	NOUN
fbem-28253	105	7	3	3	NUM
fbem-28253	105	8	,	,	PUNCT
fbem-28253	105	9	the	the	DET
fbem-28253	105	10	lagged	lag	VERB
fbem-28253	105	11	order	order	NOUN
fbem-28253	105	12	of	of	ADP
fbem-28253	105	13	the	the	DET
fbem-28253	105	14	daily	daily	ADJ
fbem-28253	105	15	logarithmic	logarithmic	ADJ
fbem-28253	105	16	return	return	NOUN
fbem-28253	105	17	series	series	NOUN
fbem-28253	105	18	of	of	ADP
fbem-28253	105	19	the	the	DET
fbem-28253	105	20	aieq	aieq	PROPN
fbem-28253	105	21	fund	fund	NOUN
fbem-28253	105	22	,	,	PUNCT
fbem-28253	105	23	the	the	DET
fbem-28253	105	24	p	p	NOUN
fbem-28253	105	25	-	-	PUNCT
fbem-28253	105	26	value	value	NOUN
fbem-28253	105	27	accompanying	accompany	VERB
fbem-28253	105	28	the	the	DET
fbem-28253	105	29	q	q	NOUN
fbem-28253	105	30	-	-	NOUN
fbem-28253	105	31	statistic	statistic	NOUN
fbem-28253	105	32	for	for	ADP
fbem-28253	105	33	the	the	DET
fbem-28253	105	34	first	first	ADJ
fbem-28253	105	35	5	5	NUM
fbem-28253	105	36	orders	order	NOUN
fbem-28253	105	37	is	be	AUX
fbem-28253	105	38	greater	great	ADJ
fbem-28253	105	39	than	than	ADP
fbem-28253	105	40	0.05	0.05	NUM
fbem-28253	105	41	except	except	SCONJ
fbem-28253	105	42	for	for	ADP
fbem-28253	105	43	the	the	DET
fbem-28253	105	44	lagged	lag	VERB
fbem-28253	105	45	2nd	2nd	ADJ
fbem-28253	105	46	order	order	NOUN
fbem-28253	105	47	,	,	PUNCT
fbem-28253	105	48	so	so	CCONJ
fbem-28253	105	49	there	there	PRON
fbem-28253	105	50	is	be	VERB
fbem-28253	105	51	no	no	DET
fbem-28253	105	52	autocorrelation	autocorrelation	NOUN
fbem-28253	105	53	in	in	ADP
fbem-28253	105	54	the	the	DET
fbem-28253	105	55	146	146	NUM
fbem-28253	105	56	series	series	NOUN
fbem-28253	105	57	when	when	SCONJ
fbem-28253	105	58	the	the	DET
fbem-28253	105	59	lagged	lag	VERB
fbem-28253	105	60	order	order	NOUN
fbem-28253	105	61	is	be	AUX
fbem-28253	105	62	1	1	NUM
fbem-28253	105	63	,	,	PUNCT
fbem-28253	105	64	3	3	NUM
fbem-28253	105	65	,	,	PUNCT
fbem-28253	105	66	4	4	NUM
fbem-28253	105	67	,	,	PUNCT
fbem-28253	105	68	and	and	CCONJ
fbem-28253	105	69	5	5	NUM
fbem-28253	105	70	.	.	PUNCT
fbem-28253	106	1	and	and	CCONJ
fbem-28253	106	2	from	from	ADP
fbem-28253	106	3	lag	lag	NOUN
fbem-28253	106	4	order	order	NOUN
fbem-28253	106	5	6	6	NUM
fbem-28253	106	6	,	,	PUNCT
fbem-28253	106	7	the	the	DET
fbem-28253	106	8	probability	probability	NOUN
fbem-28253	106	9	value	value	NOUN
fbem-28253	106	10	accompanying	accompany	VERB
fbem-28253	106	11	the	the	DET
fbem-28253	106	12	q	q	NOUN
fbem-28253	106	13	statistic	statistic	NOUN
fbem-28253	106	14	is	be	AUX
fbem-28253	106	15	less	less	ADJ
fbem-28253	106	16	than	than	ADP
fbem-28253	106	17	0.05	0.05	NUM
fbem-28253	106	18	,	,	PUNCT
fbem-28253	106	19	which	which	PRON
fbem-28253	106	20	rejects	reject	VERB
fbem-28253	106	21	the	the	DET
fbem-28253	106	22	original	original	ADJ
fbem-28253	106	23	hypothesis	hypothesis	NOUN
fbem-28253	106	24	.	.	PUNCT
fbem-28253	107	1	and	and	CCONJ
fbem-28253	107	2	the	the	DET
fbem-28253	107	3	absolute	absolute	ADJ
fbem-28253	107	4	values	value	NOUN
fbem-28253	107	5	of	of	ADP
fbem-28253	107	6	ac	ac	PROPN
fbem-28253	107	7	and	and	CCONJ
fbem-28253	107	8	pac	pac	PROPN
fbem-28253	107	9	are	be	AUX
fbem-28253	107	10	more	more	ADJ
fbem-28253	107	11	than	than	ADP
fbem-28253	107	12	0.05	0.05	NUM
fbem-28253	107	13	at	at	ADP
fbem-28253	107	14	lag	lag	NOUN
fbem-28253	107	15	order	order	NOUN
fbem-28253	107	16	6	6	NUM
fbem-28253	107	17	,	,	PUNCT
fbem-28253	107	18	indicating	indicate	VERB
fbem-28253	107	19	that	that	SCONJ
fbem-28253	107	20	there	there	PRON
fbem-28253	107	21	is	be	VERB
fbem-28253	107	22	significant	significant	ADJ
fbem-28253	107	23	autocorrelation	autocorrelation	NOUN
fbem-28253	107	24	at	at	ADP
fbem-28253	107	25	lag	lag	NOUN
fbem-28253	107	26	order	order	NOUN
fbem-28253	107	27	6	6	NUM
fbem-28253	107	28	,	,	PUNCT
fbem-28253	107	29	and	and	CCONJ
fbem-28253	107	30	the	the	DET
fbem-28253	107	31	effect	effect	NOUN
fbem-28253	107	32	of	of	ADP
fbem-28253	107	33	lag	lag	NOUN
fbem-28253	107	34	order	order	NOUN
fbem-28253	107	35	6	6	NUM
fbem-28253	107	36	needs	need	VERB
fbem-28253	107	37	to	to	PART
fbem-28253	107	38	be	be	AUX
fbem-28253	107	39	considered	consider	VERB
fbem-28253	107	40	in	in	ADP
fbem-28253	107	41	the	the	DET
fbem-28253	107	42	subsequent	subsequent	ADJ
fbem-28253	107	43	model	model	NOUN
fbem-28253	107	44	construction	construction	NOUN
fbem-28253	107	45	.	.	PUNCT
fbem-28253	108	1	table	table	NOUN
fbem-28253	108	2	3	3	NUM
fbem-28253	108	3	.	.	X
fbem-28253	108	4	autocorrelation	autocorrelation	NOUN
fbem-28253	108	5	test	test	NOUN
fbem-28253	108	6	of	of	ADP
fbem-28253	108	7	aieq	aieq	PROPN
fbem-28253	108	8	fund	fund	PROPN
fbem-28253	108	9	daily	daily	ADJ
fbem-28253	108	10	log	log	NOUN
fbem-28253	108	11	return	return	NOUN
fbem-28253	108	12	series	series	NOUN
fbem-28253	108	13	hyster	hyster	PROPN
fbem-28253	108	14	esis	esis	NOUN
fbem-28253	108	15	order	order	NOUN
fbem-28253	108	16	autocorrelatio	autocorrelatio	VERB
fbem-28253	108	17	n	n	CCONJ
fbem-28253	108	18	coefficient	coefficient	VERB
fbem-28253	108	19	partial	partial	ADJ
fbem-28253	108	20	autocorrelatio	autocorrelatio	NOUN
fbem-28253	108	21	n	n	CCONJ
fbem-28253	108	22	coefficient	coefficient	VERB
fbem-28253	108	23	q	q	ADJ
fbem-28253	108	24	-	-	PUNCT
fbem-28253	108	25	stat	stat	NOUN
fbem-28253	108	26	prob	prob	NOUN
fbem-28253	108	27	1	1	NUM
fbem-28253	108	28	-0.476834176	-0.476834176	NOUN
fbem-28253	108	29	-0.476834176	-0.476834176	NOUN
fbem-28253	109	1	3.4054	3.4054	NUM
fbem-28253	109	2	0.0650	0.0650	NUM
fbem-28253	109	3	2	2	NUM
fbem-28253	109	4	-0.009006686	-0.009006686	NOUN
fbem-28253	109	5	-0.305939157	-0.305939157	NOUN
fbem-28253	109	6	6.4987	6.4987	NUM
fbem-28253	109	7	0.0388	0.0388	NUM
fbem-28253	109	8	3	3	NUM
fbem-28253	109	9	-0.026285578	-0.026285578	NOUN
fbem-28253	109	10	-0.253853178	-0.253853178	NOUN
fbem-28253	110	1	6.6223	6.6223	NUM
fbem-28253	110	2	0.0850	0.0850	NUM
fbem-28253	110	3	4	4	NUM
fbem-28253	110	4	0.078154277	0.078154277	NUM
fbem-28253	110	5	-0.0999427	-0.0999427	NOUN
fbem-28253	110	6	8.5871	8.5871	NUM
fbem-28253	110	7	0.0723	0.0723	NUM
fbem-28253	110	8	5	5	NUM
fbem-28253	110	9	0.024996635	0.024996635	NUM
fbem-28253	110	10	0.027331514	0.027331514	NUM
fbem-28253	110	11	9.5482	9.5482	NUM
fbem-28253	110	12	0.0891	0.0891	NUM
fbem-28253	110	13	6	6	NUM
fbem-28253	110	14	-0.207960556	-0.207960556	NOUN
fbem-28253	110	15	-0.226064654	-0.226064654	NOUN
fbem-28253	111	1	15.4902	15.4902	NUM
fbem-28253	111	2	0.0168	0.0168	NUM
fbem-28253	111	3	7	7	NUM
fbem-28253	111	4	0.130214683	0.130214683	NUM
fbem-28253	111	5	-0.146793151	-0.146793151	PUNCT
fbem-28253	111	6	22.0841	22.0841	NUM
fbem-28253	111	7	0.0025	0.0025	NUM
fbem-28253	111	8	8	8	NUM
fbem-28253	111	9	0.092948948	0.092948948	NUM
fbem-28253	111	10	0.049049488	0.049049488	NUM
fbem-28253	111	11	28.3010	28.3010	NUM
fbem-28253	111	12	0.0004	0.0004	NUM
fbem-28253	111	13	9	9	NUM
fbem-28253	111	14	-0.100932962	-0.100932962	NOUN
fbem-28253	111	15	-0.018569544	-0.018569544	VERB
fbem-28253	111	16	47.5856	47.5856	NUM
fbem-28253	112	1	0.0000	0.0000	NUM
fbem-28253	112	2	10	10	NUM
fbem-28253	112	3	0.012540059	0.012540059	NUM
fbem-28253	112	4	0.011076816	0.011076816	NUM
fbem-28253	112	5	49.2241	49.2241	NUM
fbem-28253	112	6	0.0000	0.0000	NUM
fbem-28253	112	7	4.2.3	4.2.3	NUM
fbem-28253	112	8	.	.	PUNCT
fbem-28253	113	1	arch	arch	ADJ
fbem-28253	113	2	effect	effect	NOUN
fbem-28253	113	3	test	test	VERB
fbem-28253	113	4	the	the	DET
fbem-28253	113	5	presence	presence	NOUN
fbem-28253	113	6	of	of	ADP
fbem-28253	113	7	arch	arch	ADJ
fbem-28253	113	8	effect	effect	NOUN
fbem-28253	113	9	in	in	ADP
fbem-28253	113	10	the	the	DET
fbem-28253	113	11	series	series	NOUN
fbem-28253	113	12	is	be	AUX
fbem-28253	113	13	confirmed	confirm	VERB
fbem-28253	113	14	using	use	VERB
fbem-28253	113	15	arch	arch	NOUN
fbem-28253	113	16	-	-	PUNCT
fbem-28253	113	17	lm	lm	NOUN
fbem-28253	113	18	test	test	NOUN
fbem-28253	113	19	,	,	PUNCT
fbem-28253	113	20	which	which	PRON
fbem-28253	113	21	is	be	AUX
fbem-28253	113	22	used	use	VERB
fbem-28253	113	23	to	to	PART
fbem-28253	113	24	determine	determine	VERB
fbem-28253	113	25	the	the	DET
fbem-28253	113	26	presence	presence	NOUN
fbem-28253	113	27	of	of	ADP
fbem-28253	113	28	conditional	conditional	ADJ
fbem-28253	113	29	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	113	30	,	,	PUNCT
fbem-28253	113	31	i.e.	i.e.	X
fbem-28253	113	32	,	,	PUNCT
fbem-28253	113	33	the	the	DET
fbem-28253	113	34	phenomenon	phenomenon	NOUN
fbem-28253	113	35	of	of	ADP
fbem-28253	113	36	volatility	volatility	NOUN
fbem-28253	113	37	aggregation	aggregation	NOUN
fbem-28253	113	38	,	,	PUNCT
fbem-28253	113	39	in	in	ADP
fbem-28253	113	40	the	the	DET
fbem-28253	113	41	time	time	NOUN
fbem-28253	113	42	series	series	NOUN
fbem-28253	113	43	.	.	PUNCT
fbem-28253	114	1	in	in	ADP
fbem-28253	114	2	table	table	NOUN
fbem-28253	114	3	4	4	NUM
fbem-28253	114	4	,	,	PUNCT
fbem-28253	114	5	it	it	PRON
fbem-28253	114	6	is	be	AUX
fbem-28253	114	7	observed	observe	VERB
fbem-28253	114	8	that	that	SCONJ
fbem-28253	114	9	the	the	DET
fbem-28253	114	10	concomitant	concomitant	ADJ
fbem-28253	114	11	p	p	NOUN
fbem-28253	114	12	-	-	PUNCT
fbem-28253	114	13	value	value	NOUN
fbem-28253	114	14	of	of	ADP
fbem-28253	114	15	0.024	0.024	NUM
fbem-28253	114	16	less	less	ADJ
fbem-28253	114	17	than	than	ADP
fbem-28253	114	18	0.05	0.05	NUM
fbem-28253	114	19	level	level	NOUN
fbem-28253	114	20	of	of	ADP
fbem-28253	114	21	significance	significance	NOUN
fbem-28253	114	22	for	for	ADP
fbem-28253	114	23	the	the	DET
fbem-28253	114	24	daily	daily	ADJ
fbem-28253	114	25	log	log	NOUN
fbem-28253	114	26	returns	return	NOUN
fbem-28253	114	27	of	of	ADP
fbem-28253	114	28	aieq	aieq	ADJ
fbem-28253	114	29	funds	fund	NOUN
fbem-28253	114	30	at	at	ADP
fbem-28253	114	31	lag	lag	NOUN
fbem-28253	114	32	1	1	NUM
fbem-28253	114	33	order	order	NOUN
fbem-28253	114	34	indicates	indicate	VERB
fbem-28253	114	35	the	the	DET
fbem-28253	114	36	presence	presence	NOUN
fbem-28253	114	37	of	of	ADP
fbem-28253	114	38	a	a	DET
fbem-28253	114	39	significant	significant	ADJ
fbem-28253	114	40	arch	arch	ADJ
fbem-28253	114	41	effect	effect	NOUN
fbem-28253	114	42	at	at	ADP
fbem-28253	114	43	lag	lag	NOUN
fbem-28253	114	44	1	1	NUM
fbem-28253	114	45	order	order	NOUN
fbem-28253	114	46	at	at	ADP
fbem-28253	114	47	5	5	NUM
fbem-28253	114	48	%	%	NOUN
fbem-28253	114	49	level	level	NOUN
fbem-28253	114	50	of	of	ADP
fbem-28253	114	51	significance	significance	NOUN
fbem-28253	114	52	.	.	PUNCT
fbem-28253	115	1	this	this	DET
fbem-28253	115	2	result	result	NOUN
fbem-28253	115	3	supports	support	VERB
fbem-28253	115	4	the	the	DET
fbem-28253	115	5	existence	existence	NOUN
fbem-28253	115	6	of	of	ADP
fbem-28253	115	7	conditional	conditional	ADJ
fbem-28253	115	8	heteroskedasticity	heteroskedasticity	NOUN
fbem-28253	115	9	in	in	ADP
fbem-28253	115	10	the	the	DET
fbem-28253	115	11	residual	residual	ADJ
fbem-28253	115	12	series	series	NOUN
fbem-28253	115	13	,	,	PUNCT
fbem-28253	115	14	i.e.	i.e.	X
fbem-28253	115	15	,	,	PUNCT
fbem-28253	115	16	the	the	DET
fbem-28253	115	17	squared	square	VERB
fbem-28253	115	18	residuals	residual	NOUN
fbem-28253	115	19	of	of	ADP
fbem-28253	115	20	the	the	DET
fbem-28253	115	21	previous	previous	ADJ
fbem-28253	115	22	period	period	NOUN
fbem-28253	115	23	have	have	VERB
fbem-28253	115	24	a	a	DET
fbem-28253	115	25	significant	significant	ADJ
fbem-28253	115	26	effect	effect	NOUN
fbem-28253	115	27	on	on	ADP
fbem-28253	115	28	the	the	DET
fbem-28253	115	29	current	current	ADJ
fbem-28253	115	30	residual	residual	ADJ
fbem-28253	115	31	variance	variance	NOUN
fbem-28253	115	32	,	,	PUNCT
fbem-28253	115	33	which	which	PRON
fbem-28253	115	34	is	be	AUX
fbem-28253	115	35	in	in	ADP
fbem-28253	115	36	line	line	NOUN
fbem-28253	115	37	with	with	ADP
fbem-28253	115	38	the	the	DET
fbem-28253	115	39	assumptions	assumption	NOUN
fbem-28253	115	40	of	of	ADP
fbem-28253	115	41	the	the	DET
fbem-28253	115	42	garch	garch	NOUN
fbem-28253	115	43	model	model	NOUN
fbem-28253	115	44	modeling	modeling	PROPN
fbem-28253	115	45	.	.	PUNCT
fbem-28253	116	1	therefore	therefore	ADV
fbem-28253	116	2	,	,	PUNCT
fbem-28253	116	3	this	this	DET
fbem-28253	116	4	paper	paper	NOUN
fbem-28253	116	5	can	can	AUX
fbem-28253	116	6	reasonably	reasonably	ADV
fbem-28253	116	7	use	use	VERB
fbem-28253	116	8	the	the	DET
fbem-28253	116	9	garch	garch	NOUN
fbem-28253	116	10	model	model	NOUN
fbem-28253	116	11	to	to	PART
fbem-28253	116	12	analyze	analyze	VERB
fbem-28253	116	13	the	the	DET
fbem-28253	116	14	volatility	volatility	NOUN
fbem-28253	116	15	of	of	ADP
fbem-28253	116	16	the	the	DET
fbem-28253	116	17	aieq	aieq	PROPN
fbem-28253	116	18	fund	fund	PROPN
fbem-28253	116	19	.	.	PUNCT
fbem-28253	116	20	table	table	NOUN
fbem-28253	116	21	4	4	NUM
fbem-28253	116	22	.	.	PUNCT
fbem-28253	116	23	arch	arch	ADJ
fbem-28253	116	24	effect	effect	NOUN
fbem-28253	116	25	test	test	NOUN
fbem-28253	116	26	for	for	ADP
fbem-28253	116	27	daily	daily	ADJ
fbem-28253	116	28	log	log	NOUN
fbem-28253	116	29	return	return	NOUN
fbem-28253	116	30	series	series	NOUN
fbem-28253	116	31	of	of	ADP
fbem-28253	116	32	aieq	aieq	PROPN
fbem-28253	116	33	funds	fund	NOUN
fbem-28253	116	34	sequences	sequence	NOUN
fbem-28253	116	35	𝑹𝟐	𝑹𝟐	NOUN
fbem-28253	116	36	fstatistic	fstatistic	ADJ
fbem-28253	116	37	contingent	contingent	NOUN
fbem-28253	116	38	probability	probability	NOUN
fbem-28253	116	39	reach	reach	VERB
fbem-28253	116	40	a	a	DET
fbem-28253	116	41	verdict	verdict	NOUN
fbem-28253	116	42	daily	daily	ADJ
fbem-28253	116	43	logarithmic	logarithmic	ADJ
fbem-28253	116	44	yield	yield	NOUN
fbem-28253	116	45	0.0037	0.0037	NUM
fbem-28253	116	46	0.52	0.52	NUM
fbem-28253	116	47	0.024	0.024	NUM
fbem-28253	116	48	presence	presence	NOUN
fbem-28253	116	49	of	of	ADP
fbem-28253	116	50	arch	arch	ADJ
fbem-28253	116	51	effect	effect	NOUN
fbem-28253	116	52	4.3	4.3	NUM
fbem-28253	116	53	.	.	PUNCT
fbem-28253	116	54	garch	garch	NOUN
fbem-28253	116	55	model	model	NOUN
fbem-28253	116	56	construction	construction	NOUN
fbem-28253	116	57	and	and	CCONJ
fbem-28253	116	58	evaluation	evaluation	NOUN
fbem-28253	116	59	next	next	ADV
fbem-28253	116	60	,	,	PUNCT
fbem-28253	116	61	the	the	DET
fbem-28253	116	62	daily	daily	ADJ
fbem-28253	116	63	log	log	NOUN
fbem-28253	116	64	returns	return	NOUN
fbem-28253	116	65	of	of	ADP
fbem-28253	116	66	the	the	DET
fbem-28253	116	67	aieq	aieq	ADJ
fbem-28253	116	68	fund	fund	NOUN
fbem-28253	116	69	are	be	AUX
fbem-28253	116	70	compared	compare	VERB
fbem-28253	116	71	by	by	ADP
fbem-28253	116	72	model	model	NOUN
fbem-28253	116	73	simulation	simulation	NOUN
fbem-28253	116	74	using	use	VERB
fbem-28253	116	75	garch	garch	NOUN
fbem-28253	116	76	(	(	PUNCT
fbem-28253	116	77	1	1	NUM
fbem-28253	116	78	,	,	PUNCT
fbem-28253	116	79	1	1	NUM
fbem-28253	116	80	)	)	PUNCT
fbem-28253	116	81	,	,	PUNCT
fbem-28253	116	82	garch	garch	NOUN
fbem-28253	116	83	(	(	PUNCT
fbem-28253	116	84	1	1	NUM
fbem-28253	116	85	,	,	PUNCT
fbem-28253	116	86	2	2	NUM
fbem-28253	116	87	)	)	PUNCT
fbem-28253	116	88	,	,	PUNCT
fbem-28253	116	89	garch	garch	NOUN
fbem-28253	116	90	(	(	PUNCT
fbem-28253	116	91	2	2	NUM
fbem-28253	116	92	,	,	PUNCT
fbem-28253	116	93	1	1	NUM
fbem-28253	116	94	)	)	PUNCT
fbem-28253	116	95	,	,	PUNCT
fbem-28253	116	96	garch	garch	NOUN
fbem-28253	116	97	(	(	PUNCT
fbem-28253	116	98	2	2	NUM
fbem-28253	116	99	,	,	PUNCT
fbem-28253	116	100	2	2	NUM
fbem-28253	116	101	)	)	PUNCT
fbem-28253	116	102	,	,	PUNCT
fbem-28253	116	103	respectively	respectively	ADV
fbem-28253	116	104	,	,	PUNCT
fbem-28253	116	105	and	and	CCONJ
fbem-28253	116	106	according	accord	VERB
fbem-28253	116	107	to	to	ADP
fbem-28253	116	108	the	the	DET
fbem-28253	116	109	simulation	simulation	NOUN
fbem-28253	116	110	results	result	VERB
fbem-28253	116	111	,	,	PUNCT
fbem-28253	116	112	it	it	PRON
fbem-28253	116	113	is	be	AUX
fbem-28253	116	114	concluded	conclude	VERB
fbem-28253	116	115	that	that	SCONJ
fbem-28253	116	116	only	only	ADV
fbem-28253	116	117	the	the	DET
fbem-28253	116	118	p	p	NOUN
fbem-28253	116	119	-	-	PUNCT
fbem-28253	116	120	value	value	NOUN
fbem-28253	116	121	of	of	ADP
fbem-28253	116	122	the	the	DET
fbem-28253	116	123	coefficients	coefficient	NOUN
fbem-28253	116	124	of	of	ADP
fbem-28253	116	125	the	the	DET
fbem-28253	116	126	garch	garch	NOUN
fbem-28253	116	127	(	(	PUNCT
fbem-28253	116	128	1	1	NUM
fbem-28253	116	129	,	,	PUNCT
fbem-28253	116	130	1	1	X
fbem-28253	116	131	)	)	PUNCT
fbem-28253	116	132	model	model	NOUN
fbem-28253	116	133	is	be	AUX
fbem-28253	116	134	more	more	ADV
fbem-28253	116	135	significant	significant	ADJ
fbem-28253	116	136	at	at	ADP
fbem-28253	116	137	the	the	DET
fbem-28253	116	138	5	5	NUM
fbem-28253	116	139	%	%	NOUN
fbem-28253	116	140	level	level	NOUN
fbem-28253	116	141	of	of	ADP
fbem-28253	116	142	significance	significance	NOUN
fbem-28253	116	143	.	.	PUNCT
fbem-28253	117	1	since	since	SCONJ
fbem-28253	117	2	the	the	DET
fbem-28253	117	3	garch	garch	NOUN
fbem-28253	117	4	(	(	PUNCT
fbem-28253	117	5	1	1	NUM
fbem-28253	117	6	,	,	PUNCT
fbem-28253	117	7	1	1	X
fbem-28253	117	8	)	)	PUNCT
fbem-28253	117	9	model	model	NOUN
fbem-28253	117	10	can	can	AUX
fbem-28253	117	11	capture	capture	VERB
fbem-28253	117	12	the	the	DET
fbem-28253	117	13	financial	financial	ADJ
fbem-28253	117	14	time	time	NOUN
fbem-28253	117	15	series	series	PROPN
fbem-28253	117	16	characteristics	characteristic	NOUN
fbem-28253	117	17	,	,	PUNCT
fbem-28253	117	18	the	the	DET
fbem-28253	117	19	empirical	empirical	ADJ
fbem-28253	117	20	part	part	NOUN
fbem-28253	117	21	of	of	ADP
fbem-28253	117	22	this	this	DET
fbem-28253	117	23	paper	paper	NOUN
fbem-28253	117	24	adopts	adopt	VERB
fbem-28253	117	25	the	the	DET
fbem-28253	117	26	garch	garch	NOUN
fbem-28253	117	27	(	(	PUNCT
fbem-28253	117	28	1	1	NUM
fbem-28253	117	29	,	,	PUNCT
fbem-28253	117	30	1	1	X
fbem-28253	117	31	)	)	PUNCT
fbem-28253	117	32	model	model	NOUN
fbem-28253	117	33	in	in	ADP
fbem-28253	117	34	the	the	DET
fbem-28253	117	35	garch	garch	NOUN
fbem-28253	117	36	model	model	NOUN
fbem-28253	117	37	parameter	parameter	PROPN
fbem-28253	117	38	estimation	estimation	PROPN
fbem-28253	117	39	,	,	PUNCT
fbem-28253	117	40	from	from	ADP
fbem-28253	117	41	table	table	NOUN
fbem-28253	117	42	5	5	NUM
fbem-28253	117	43	observed	observe	VERB
fbem-28253	117	44	that	that	SCONJ
fbem-28253	117	45	the	the	DET
fbem-28253	117	46	constant	constant	ADJ
fbem-28253	117	47	term	term	NOUN
fbem-28253	117	48	coefficients	coefficient	NOUN
fbem-28253	117	49	of	of	ADP
fbem-28253	117	50	0.000007	0.000007	NUM
fbem-28253	117	51	,	,	PUNCT
fbem-28253	117	52	then	then	ADV
fbem-28253	117	53	the	the	DET
fbem-28253	117	54	long	long	ADJ
fbem-28253	117	55	-	-	PUNCT
fbem-28253	117	56	term	term	NOUN
fbem-28253	117	57	equilibrium	equilibrium	NOUN
fbem-28253	117	58	level	level	NOUN
fbem-28253	117	59	of	of	ADP
fbem-28253	117	60	the	the	DET
fbem-28253	117	61	conditional	conditional	ADJ
fbem-28253	117	62	variance	variance	NOUN
fbem-28253	117	63	of	of	ADP
fbem-28253	117	64	0.000007	0.000007	NUM
fbem-28253	117	65	.	.	PUNCT
fbem-28253	118	1	the	the	DET
fbem-28253	118	2	past	past	ADJ
fbem-28253	118	3	fluctuations	fluctuation	NOUN
fbem-28253	118	4	of	of	ADP
fbem-28253	118	5	the	the	DET
fbem-28253	118	6	current	current	ADJ
fbem-28253	118	7	impact	impact	NOUN
fbem-28253	118	8	on	on	ADP
fbem-28253	118	9	the	the	DET
fbem-28253	118	10	smaller	small	ADJ
fbem-28253	118	11	,	,	PUNCT
fbem-28253	118	12	and	and	CCONJ
fbem-28253	118	13	the	the	DET
fbem-28253	118	14	conditional	conditional	ADJ
fbem-28253	118	15	variance	variance	NOUN
fbem-28253	118	16	in	in	ADP
fbem-28253	118	17	time	time	NOUN
fbem-28253	118	18	has	have	VERB
fbem-28253	118	19	a	a	DET
fbem-28253	118	20	strong	strong	ADJ
fbem-28253	118	21	persistence	persistence	NOUN
fbem-28253	118	22	.	.	PUNCT
fbem-28253	119	1	the	the	DET
fbem-28253	119	2	volatility	volatility	NOUN
fbem-28253	119	3	impact	impact	NOUN
fbem-28253	119	4	garch	garch	NOUN
fbem-28253	119	5	model	model	NOUN
fbem-28253	119	6	equation	equation	NOUN
fbem-28253	119	7	is	be	AUX
fbem-28253	119	8	:	:	PUNCT
fbem-28253	119	9	rt	rt	PROPN
fbem-28253	119	10	=	=	PUNCT
fbem-28253	119	11	0.000633rt−1	0.000633rt−1	X
fbem-28253	120	1	+	+	CCONJ
fbem-28253	120	2	μt	μt	NOUN
fbem-28253	120	3	σt	σt	ADP
fbem-28253	120	4	2	2	NUM
fbem-28253	120	5	=	=	SYM
fbem-28253	120	6	0.000007	0.000007	NUM
fbem-28253	120	7	+	+	CCONJ
fbem-28253	120	8	0.016844εt−1	0.016844εt−1	NOUN
fbem-28253	120	9	2	2	NUM
fbem-28253	121	1	+	+	CCONJ
fbem-28253	121	2	0.808091σt−1	0.808091σt−1	NOUN
fbem-28253	121	3	2	2	NUM
fbem-28253	121	4	table	table	NOUN
fbem-28253	121	5	5	5	NUM
fbem-28253	121	6	.	.	PUNCT
fbem-28253	121	7	estimates	estimate	NOUN
fbem-28253	121	8	of	of	ADP
fbem-28253	121	9	garch	garch	NOUN
fbem-28253	121	10	(	(	PUNCT
fbem-28253	121	11	1	1	NUM
fbem-28253	121	12	,	,	PUNCT
fbem-28253	121	13	1	1	X
fbem-28253	121	14	)	)	PUNCT
fbem-28253	121	15	model	model	NOUN
fbem-28253	121	16	effects	effect	NOUN
fbem-28253	121	17	parameters	parameter	NOUN
fbem-28253	121	18	ratio	ratio	PROPN
fbem-28253	121	19	standard	standard	ADJ
fbem-28253	121	20	error	error	NOUN
fbem-28253	121	21	z	z	NOUN
fbem-28253	121	22	-	-	PUNCT
fbem-28253	121	23	statistic	statistic	ADJ
fbem-28253	121	24	p	p	NOUN
fbem-28253	121	25	-	-	PUNCT
fbem-28253	121	26	value	value	NOUN
fbem-28253	121	27	reach	reach	VERB
fbem-28253	121	28	a	a	DET
fbem-28253	121	29	verdict	verdict	NOUN
fbem-28253	121	30	constant	constant	ADJ
fbem-28253	121	31	term	term	NOUN
fbem-28253	121	32	0.000007	0.000007	NUM
fbem-28253	121	33	0.000002	0.000002	NUM
fbem-28253	121	34	4.440000	4.440000	NUM
fbem-28253	121	35	0.000000	0.000000	NUM
fbem-28253	121	36	statistically	statistically	ADV
fbem-28253	121	37	significant	significant	ADJ
fbem-28253	121	38	arch	arch	NOUN
fbem-28253	121	39	0.016844	0.016844	NUM
fbem-28253	121	40	0.217096	0.217096	NUM
fbem-28253	121	41	7.760000	7.760000	NUM
fbem-28253	121	42	0.000000	0.000000	NUM
fbem-28253	121	43	statistically	statistically	ADV
fbem-28253	121	44	significant	significant	ADJ
fbem-28253	121	45	garch	garch	NOUN
fbem-28253	121	46	term	term	NOUN
fbem-28253	121	47	0.808091	0.808091	NUM
fbem-28253	121	48	0.022948	0.022948	NUM
fbem-28253	121	49	35.210000	35.210000	NUM
fbem-28253	121	50	0.000000	0.000000	NUM
fbem-28253	121	51	tatistically	tatistically	ADV
fbem-28253	121	52	significant	significant	ADJ
fbem-28253	121	53	table	table	NOUN
fbem-28253	121	54	6	6	NUM
fbem-28253	121	55	.	.	PUNCT
fbem-28253	122	1	garch	garch	NOUN
fbem-28253	122	2	(	(	PUNCT
fbem-28253	122	3	1	1	NUM
fbem-28253	122	4	,	,	PUNCT
fbem-28253	122	5	1	1	X
fbem-28253	122	6	)	)	PUNCT
fbem-28253	122	7	model	model	NOUN
fbem-28253	122	8	l	l	PROPN
fbem-28253	122	9	-	-	PROPN
fbem-28253	122	10	b	b	NOUN
fbem-28253	122	11	test	test	NOUN
fbem-28253	122	12	hysteresis	hysteresis	NOUN
fbem-28253	122	13	order	order	NOUN
fbem-28253	122	14	lb	lb	ADP
fbem-28253	122	15	statistics	statistic	NOUN
fbem-28253	122	16	p	p	NOUN
fbem-28253	122	17	-	-	PUNCT
fbem-28253	122	18	value	value	NOUN
fbem-28253	122	19	1	1	NUM
fbem-28253	122	20	1.244	1.244	NUM
fbem-28253	122	21	0.265	0.265	NUM
fbem-28253	122	22	2	2	NUM
fbem-28253	122	23	1.357	1.357	NUM
fbem-28253	122	24	0.507	0.507	NUM
fbem-28253	122	25	3	3	NUM
fbem-28253	122	26	1.371	1.371	NUM
fbem-28253	122	27	0.712	0.712	NUM
fbem-28253	122	28	4	4	NUM
fbem-28253	122	29	3.383	3.383	NUM
fbem-28253	122	30	0.496	0.496	NUM
fbem-28253	122	31	5	5	NUM
fbem-28253	122	32	3.438	3.438	NUM
fbem-28253	122	33	0.633	0.633	NUM
fbem-28253	122	34	6	6	NUM
fbem-28253	122	35	5.619	5.619	NUM
fbem-28253	122	36	0.467	0.467	NUM
fbem-28253	122	37	7	7	NUM
fbem-28253	122	38	7.886	7.886	NUM
fbem-28253	122	39	0.343	0.343	NUM
fbem-28253	122	40	8	8	NUM
fbem-28253	122	41	11.167	11.167	NUM
fbem-28253	122	42	0.192	0.192	NUM
fbem-28253	122	43	9	9	NUM
fbem-28253	122	44	11.192	11.192	NUM
fbem-28253	122	45	0.263	0.263	NUM
fbem-28253	122	46	10	10	NUM
fbem-28253	122	47	11.193	11.193	NUM
fbem-28253	122	48	0.343	0.343	NUM
fbem-28253	122	49	the	the	DET
fbem-28253	122	50	garch	garch	NOUN
fbem-28253	122	51	(	(	PUNCT
fbem-28253	122	52	1	1	NUM
fbem-28253	122	53	,	,	PUNCT
fbem-28253	122	54	1	1	X
fbem-28253	122	55	)	)	PUNCT
fbem-28253	122	56	model	model	NOUN
fbem-28253	122	57	is	be	AUX
fbem-28253	122	58	then	then	ADV
fbem-28253	122	59	subjected	subject	VERB
fbem-28253	122	60	to	to	ADP
fbem-28253	122	61	a	a	DET
fbem-28253	122	62	standardized	standardized	ADJ
fbem-28253	122	63	residual	residual	ADJ
fbem-28253	122	64	purely	purely	ADV
fbem-28253	122	65	stochastic	stochastic	ADJ
fbem-28253	122	66	test	test	NOUN
fbem-28253	122	67	to	to	PART
fbem-28253	122	68	assess	assess	VERB
fbem-28253	122	69	whether	whether	SCONJ
fbem-28253	122	70	the	the	DET
fbem-28253	122	71	model	model	NOUN
fbem-28253	122	72	adequately	adequately	ADV
fbem-28253	122	73	captures	capture	VERB
fbem-28253	122	74	the	the	DET
fbem-28253	122	75	volatility	volatility	NOUN
fbem-28253	122	76	features	feature	VERB
fbem-28253	122	77	in	in	ADP
fbem-28253	122	78	the	the	DET
fbem-28253	122	79	data	datum	NOUN
fbem-28253	122	80	.	.	PUNCT
fbem-28253	123	1	as	as	SCONJ
fbem-28253	123	2	can	can	AUX
fbem-28253	123	3	be	be	AUX
fbem-28253	123	4	seen	see	VERB
fbem-28253	123	5	in	in	ADP
fbem-28253	123	6	table	table	NOUN
fbem-28253	123	7	6	6	NUM
fbem-28253	123	8	,	,	PUNCT
fbem-28253	123	9	the	the	DET
fbem-28253	123	10	lb	lb	NOUN
fbem-28253	123	11	statistic	statistic	NOUN
fbem-28253	123	12	and	and	CCONJ
fbem-28253	123	13	its	its	PRON
fbem-28253	123	14	corresponding	corresponding	ADJ
fbem-28253	123	15	p	p	NOUN
fbem-28253	123	16	-	-	PUNCT
fbem-28253	123	17	value	value	NOUN
fbem-28253	123	18	for	for	ADP
fbem-28253	123	19	each	each	DET
fbem-28253	123	20	lag	lag	NOUN
fbem-28253	123	21	order	order	NOUN
fbem-28253	123	22	do	do	AUX
fbem-28253	123	23	not	not	PART
fbem-28253	123	24	reach	reach	VERB
fbem-28253	123	25	the	the	DET
fbem-28253	123	26	traditional	traditional	ADJ
fbem-28253	123	27	significance	significance	NOUN
fbem-28253	123	28	level	level	NOUN
fbem-28253	123	29	.	.	PUNCT
fbem-28253	124	1	from	from	ADP
fbem-28253	124	2	order	order	NOUN
fbem-28253	124	3	1	1	NUM
fbem-28253	124	4	to	to	PART
fbem-28253	124	5	order	order	VERB
fbem-28253	124	6	10	10	NUM
fbem-28253	124	7	,	,	PUNCT
fbem-28253	124	8	although	although	SCONJ
fbem-28253	124	9	the	the	DET
fbem-28253	124	10	lb	lb	NOUN
fbem-28253	124	11	statistic	statistic	ADJ
fbem-28253	124	12	increases	increase	NOUN
fbem-28253	124	13	with	with	ADP
fbem-28253	124	14	increasing	increase	VERB
fbem-28253	124	15	lag	lag	NOUN
fbem-28253	124	16	order	order	NOUN
fbem-28253	124	17	,	,	PUNCT
fbem-28253	124	18	all	all	DET
fbem-28253	124	19	p	p	NOUN
fbem-28253	124	20	-	-	PUNCT
fbem-28253	124	21	values	value	NOUN
fbem-28253	124	22	are	be	AUX
fbem-28253	124	23	greater	great	ADJ
fbem-28253	124	24	than	than	ADP
fbem-28253	124	25	0.05	0.05	NUM
fbem-28253	124	26	and	and	CCONJ
fbem-28253	124	27	the	the	DET
fbem-28253	124	28	standardized	standardized	ADJ
fbem-28253	124	29	residuals	residual	NOUN
fbem-28253	124	30	satisfy	satisfy	VERB
fbem-28253	124	31	randomness	randomness	NOUN
fbem-28253	124	32	.	.	PUNCT
fbem-28253	125	1	it	it	PRON
fbem-28253	125	2	shows	show	VERB
fbem-28253	125	3	that	that	DET
fbem-28253	125	4	garch	garch	NOUN
fbem-28253	125	5	(	(	PUNCT
fbem-28253	125	6	1	1	NUM
fbem-28253	125	7	,	,	PUNCT
fbem-28253	125	8	1	1	X
fbem-28253	125	9	)	)	PUNCT
fbem-28253	125	10	extracts	extract	NOUN
fbem-28253	125	11	the	the	DET
fbem-28253	125	12	volatility	volatility	NOUN
fbem-28253	125	13	of	of	ADP
fbem-28253	125	14	the	the	DET
fbem-28253	125	15	series	series	NOUN
fbem-28253	125	16	well	well	ADV
fbem-28253	125	17	.	.	PUNCT
fbem-28253	126	1	therefore	therefore	ADV
fbem-28253	126	2	,	,	PUNCT
fbem-28253	126	3	it	it	PRON
fbem-28253	126	4	can	can	AUX
fbem-28253	126	5	be	be	AUX
fbem-28253	126	6	concluded	conclude	VERB
fbem-28253	126	7	that	that	SCONJ
fbem-28253	126	8	the	the	DET
fbem-28253	126	9	garch	garch	NOUN
fbem-28253	126	10	model	model	NOUN
fbem-28253	126	11	effectively	effectively	ADV
fbem-28253	126	12	removes	remove	VERB
fbem-28253	126	13	the	the	DET
fbem-28253	126	14	autocorrelation	autocorrelation	NOUN
fbem-28253	126	15	in	in	ADP
fbem-28253	126	16	the	the	DET
fbem-28253	126	17	original	original	ADJ
fbem-28253	126	18	time	time	NOUN
fbem-28253	126	19	series	series	NOUN
fbem-28253	126	20	,	,	PUNCT
fbem-28253	126	21	the	the	DET
fbem-28253	126	22	model	model	NOUN
fbem-28253	126	23	fits	fit	VERB
fbem-28253	126	24	well	well	ADV
fbem-28253	126	25	and	and	CCONJ
fbem-28253	126	26	can	can	AUX
fbem-28253	126	27	reflect	reflect	VERB
fbem-28253	126	28	the	the	DET
fbem-28253	126	29	characteristics	characteristic	NOUN
fbem-28253	126	30	more	more	ADV
fbem-28253	126	31	accurately	accurately	ADV
fbem-28253	126	32	,	,	PUNCT
fbem-28253	126	33	and	and	CCONJ
fbem-28253	126	34	the	the	DET
fbem-28253	126	35	garch	garch	NOUN
fbem-28253	126	36	(	(	PUNCT
fbem-28253	126	37	1	1	NUM
fbem-28253	126	38	,	,	PUNCT
fbem-28253	126	39	1	1	X
fbem-28253	126	40	)	)	PUNCT
fbem-28253	126	41	model	model	NOUN
fbem-28253	126	42	is	be	AUX
fbem-28253	126	43	effective	effective	ADJ
fbem-28253	126	44	.	.	PUNCT
fbem-28253	127	1	4.4	4.4	NUM
fbem-28253	127	2	.	.	PUNCT
fbem-28253	128	1	volatility	volatility	NOUN
fbem-28253	128	2	projections	projection	NOUN
fbem-28253	128	3	next	next	ADV
fbem-28253	128	4	,	,	PUNCT
fbem-28253	128	5	the	the	DET
fbem-28253	128	6	garch	garch	NOUN
fbem-28253	128	7	(	(	PUNCT
fbem-28253	128	8	1	1	NUM
fbem-28253	128	9	,	,	PUNCT
fbem-28253	128	10	1	1	X
fbem-28253	128	11	)	)	PUNCT
fbem-28253	128	12	model	model	NOUN
fbem-28253	128	13	is	be	AUX
fbem-28253	128	14	used	use	VERB
fbem-28253	128	15	to	to	PART
fbem-28253	128	16	predict	predict	VERB
fbem-28253	128	17	future	future	ADJ
fbem-28253	128	18	volatility	volatility	NOUN
fbem-28253	128	19	,	,	PUNCT
fbem-28253	128	20	and	and	CCONJ
fbem-28253	128	21	the	the	DET
fbem-28253	128	22	aieq	aieq	ADJ
fbem-28253	128	23	fund	fund	NOUN
fbem-28253	128	24	volatility	volatility	NOUN
fbem-28253	128	25	is	be	AUX
fbem-28253	128	26	plotted	plot	VERB
fbem-28253	128	27	by	by	ADP
fbem-28253	128	28	generating	generate	VERB
fbem-28253	128	29	the	the	DET
fbem-28253	128	30	conditional	conditional	ADJ
fbem-28253	128	31	variance	variance	NOUN
fbem-28253	128	32	of	of	ADP
fbem-28253	128	33	the	the	DET
fbem-28253	128	34	prediction	prediction	NOUN
fbem-28253	128	35	.	.	PUNCT
fbem-28253	129	1	the	the	DET
fbem-28253	129	2	aieq	aieq	PROPN
fbem-28253	129	3	fund	fund	NOUN
fbem-28253	129	4	volatility	volatility	NOUN
fbem-28253	129	5	is	be	AUX
fbem-28253	129	6	shown	show	VERB
fbem-28253	129	7	in	in	ADP
fbem-28253	129	8	fig	fig	NOUN
fbem-28253	129	9	.	.	PUNCT
fbem-28253	130	1	2	2	NUM
fbem-28253	130	2	,	,	PUNCT
fbem-28253	130	3	which	which	PRON
fbem-28253	130	4	demonstrates	demonstrate	VERB
fbem-28253	130	5	the	the	DET
fbem-28253	130	6	trend	trend	NOUN
fbem-28253	130	7	of	of	ADP
fbem-28253	130	8	future	future	ADJ
fbem-28253	130	9	volatility	volatility	NOUN
fbem-28253	130	10	predicted	predict	VERB
fbem-28253	130	11	by	by	ADP
fbem-28253	130	12	the	the	DET
fbem-28253	130	13	model	model	NOUN
fbem-28253	130	14	,	,	PUNCT
fbem-28253	130	15	and	and	CCONJ
fbem-28253	130	16	it	it	PRON
fbem-28253	130	17	can	can	AUX
fbem-28253	130	18	be	be	AUX
fbem-28253	130	19	seen	see	VERB
fbem-28253	130	20	that	that	SCONJ
fbem-28253	130	21	there	there	PRON
fbem-28253	130	22	is	be	VERB
fbem-28253	130	23	a	a	DET
fbem-28253	130	24	significant	significant	ADJ
fbem-28253	130	25	price	price	NOUN
fbem-28253	130	26	fluctuation	fluctuation	NOUN
fbem-28253	130	27	in	in	ADP
fbem-28253	130	28	the	the	DET
fbem-28253	130	29	aieq	aieq	PROPN
fbem-28253	130	30	fund	fund	NOUN
fbem-28253	130	31	.	.	PUNCT
fbem-28253	131	1	this	this	PRON
fbem-28253	131	2	shows	show	VERB
fbem-28253	131	3	that	that	SCONJ
fbem-28253	131	4	there	there	PRON
fbem-28253	131	5	is	be	VERB
fbem-28253	131	6	instability	instability	NOUN
fbem-28253	131	7	and	and	CCONJ
fbem-28253	131	8	certain	certain	ADJ
fbem-28253	131	9	risks	risk	NOUN
fbem-28253	131	10	in	in	ADP
fbem-28253	131	11	the	the	DET
fbem-28253	131	12	ai	ai	PROPN
fbem-28253	131	13	investment	investment	NOUN
fbem-28253	131	14	market	market	NOUN
fbem-28253	131	15	,	,	PUNCT
fbem-28253	131	16	which	which	PRON
fbem-28253	131	17	requires	require	VERB
fbem-28253	131	18	investors	investor	NOUN
fbem-28253	131	19	to	to	PART
fbem-28253	131	20	use	use	VERB
fbem-28253	131	21	it	it	PRON
fbem-28253	131	22	rationally	rationally	ADV
fbem-28253	131	23	.	.	PUNCT
fbem-28253	132	1	147	147	NUM
fbem-28253	132	2	figure	figure	NOUN
fbem-28253	132	3	2	2	NUM
fbem-28253	132	4	.	.	PUNCT
fbem-28253	132	5	volatility	volatility	NOUN
fbem-28253	132	6	forecasting	forecasting	NOUN
fbem-28253	132	7	of	of	ADP
fbem-28253	132	8	aieq	aieq	ADJ
fbem-28253	132	9	funds	fund	NOUN
fbem-28253	132	10	5	5	NUM
fbem-28253	132	11	.	.	PUNCT
fbem-28253	132	12	conclusion	conclusion	NOUN
fbem-28253	132	13	this	this	DET
fbem-28253	132	14	paper	paper	NOUN
fbem-28253	132	15	empirically	empirically	ADV
fbem-28253	132	16	analyzes	analyze	VERB
fbem-28253	132	17	the	the	DET
fbem-28253	132	18	volatility	volatility	NOUN
fbem-28253	132	19	of	of	ADP
fbem-28253	132	20	the	the	DET
fbem-28253	132	21	aieq	aieq	PROPN
fbem-28253	132	22	fund	fund	NOUN
fbem-28253	132	23	through	through	ADP
fbem-28253	132	24	the	the	DET
fbem-28253	132	25	garch	garch	NOUN
fbem-28253	132	26	(	(	PUNCT
fbem-28253	132	27	1	1	NUM
fbem-28253	132	28	,	,	PUNCT
fbem-28253	132	29	1	1	NUM
fbem-28253	132	30	)	)	PUNCT
fbem-28253	132	31	model	model	NOUN
fbem-28253	132	32	,	,	PUNCT
fbem-28253	132	33	and	and	CCONJ
fbem-28253	132	34	the	the	DET
fbem-28253	132	35	results	result	NOUN
fbem-28253	132	36	show	show	VERB
fbem-28253	132	37	that	that	SCONJ
fbem-28253	132	38	the	the	DET
fbem-28253	132	39	fund	fund	NOUN
fbem-28253	132	40	's	's	PART
fbem-28253	132	41	volatility	volatility	NOUN
fbem-28253	132	42	has	have	VERB
fbem-28253	132	43	significant	significant	ADJ
fbem-28253	132	44	persistence	persistence	NOUN
fbem-28253	132	45	,	,	PUNCT
fbem-28253	132	46	and	and	CCONJ
fbem-28253	132	47	the	the	DET
fbem-28253	132	48	ai	ai	ADJ
fbem-28253	132	49	-	-	PUNCT
fbem-28253	132	50	driven	drive	VERB
fbem-28253	132	51	aieq	aieq	PROPN
fbem-28253	132	52	fund	fund	NOUN
fbem-28253	132	53	is	be	AUX
fbem-28253	132	54	still	still	ADV
fbem-28253	132	55	more	more	ADV
fbem-28253	132	56	volatile	volatile	ADJ
fbem-28253	132	57	despite	despite	SCONJ
fbem-28253	132	58	its	its	PRON
fbem-28253	132	59	datadriven	datadriven	ADJ
fbem-28253	132	60	advantages	advantage	NOUN
fbem-28253	132	61	.	.	PUNCT
fbem-28253	133	1	with	with	ADP
fbem-28253	133	2	respect	respect	NOUN
fbem-28253	133	3	to	to	ADP
fbem-28253	133	4	the	the	DET
fbem-28253	133	5	current	current	ADJ
fbem-28253	133	6	technology	technology	NOUN
fbem-28253	133	7	and	and	CCONJ
fbem-28253	133	8	research	research	NOUN
fbem-28253	133	9	,	,	PUNCT
fbem-28253	133	10	it	it	PRON
fbem-28253	133	11	can	can	AUX
fbem-28253	133	12	be	be	AUX
fbem-28253	133	13	seen	see	VERB
fbem-28253	133	14	that	that	SCONJ
fbem-28253	133	15	there	there	PRON
fbem-28253	133	16	is	be	VERB
fbem-28253	133	17	a	a	DET
fbem-28253	133	18	certain	certain	ADJ
fbem-28253	133	19	risk	risk	NOUN
fbem-28253	133	20	in	in	ADP
fbem-28253	133	21	fully	fully	ADV
fbem-28253	133	22	utilizing	utilize	VERB
fbem-28253	133	23	ai	ai	VERB
fbem-28253	133	24	for	for	ADP
fbem-28253	133	25	investment	investment	NOUN
fbem-28253	133	26	,	,	PUNCT
fbem-28253	133	27	and	and	CCONJ
fbem-28253	133	28	investors	investor	NOUN
fbem-28253	133	29	should	should	AUX
fbem-28253	133	30	use	use	VERB
fbem-28253	133	31	ai	ai	VERB
fbem-28253	133	32	as	as	ADP
fbem-28253	133	33	an	an	DET
fbem-28253	133	34	auxiliary	auxiliary	ADJ
fbem-28253	133	35	investment	investment	NOUN
fbem-28253	133	36	tool	tool	NOUN
fbem-28253	133	37	rather	rather	ADV
fbem-28253	133	38	than	than	ADP
fbem-28253	133	39	relying	rely	VERB
fbem-28253	133	40	on	on	ADP
fbem-28253	133	41	it	it	PRON
fbem-28253	133	42	completely	completely	ADV
fbem-28253	133	43	for	for	ADP
fbem-28253	133	44	investment	investment	NOUN
fbem-28253	133	45	.	.	PUNCT
fbem-28253	134	1	ai	ai	AUX
fbem-28253	134	2	investing	invest	VERB
fbem-28253	134	3	continues	continue	VERB
fbem-28253	134	4	to	to	PART
fbem-28253	134	5	evolve	evolve	VERB
fbem-28253	134	6	,	,	PUNCT
fbem-28253	134	7	and	and	CCONJ
fbem-28253	134	8	the	the	DET
fbem-28253	134	9	trend	trend	NOUN
fbem-28253	134	10	of	of	ADP
fbem-28253	134	11	ai	ai	AUX
fbem-28253	134	12	applied	apply	VERB
fbem-28253	134	13	to	to	ADP
fbem-28253	134	14	equity	equity	NOUN
fbem-28253	134	15	investing	investing	NOUN
fbem-28253	134	16	will	will	AUX
fbem-28253	134	17	not	not	PART
fbem-28253	134	18	change	change	VERB
fbem-28253	134	19	.	.	PUNCT
fbem-28253	135	1	future	future	ADJ
fbem-28253	135	2	research	research	NOUN
fbem-28253	135	3	could	could	AUX
fbem-28253	135	4	further	far	ADV
fbem-28253	135	5	explore	explore	VERB
fbem-28253	135	6	the	the	DET
fbem-28253	135	7	performance	performance	NOUN
fbem-28253	135	8	of	of	ADP
fbem-28253	135	9	ai	ai	ADJ
fbem-28253	135	10	investment	investment	NOUN
fbem-28253	135	11	products	product	NOUN
fbem-28253	135	12	in	in	ADP
fbem-28253	135	13	different	different	ADJ
fbem-28253	135	14	market	market	NOUN
fbem-28253	135	15	environments	environment	NOUN
fbem-28253	135	16	,	,	PUNCT
fbem-28253	135	17	especially	especially	ADV
fbem-28253	135	18	in	in	ADP
fbem-28253	135	19	conjunction	conjunction	NOUN
fbem-28253	135	20	with	with	ADP
fbem-28253	135	21	other	other	ADJ
fbem-28253	135	22	ai	ai	ADJ
fbem-28253	135	23	-	-	PUNCT
fbem-28253	135	24	driven	drive	VERB
fbem-28253	135	25	etfs	etfs	NOUN
fbem-28253	135	26	,	,	PUNCT
fbem-28253	135	27	and	and	CCONJ
fbem-28253	135	28	conduct	conduct	VERB
fbem-28253	135	29	more	more	ADV
fbem-28253	135	30	extensive	extensive	ADJ
fbem-28253	135	31	comparative	comparative	ADJ
fbem-28253	135	32	analyses	analysis	NOUN
fbem-28253	135	33	to	to	PART
fbem-28253	135	34	better	well	ADV
fbem-28253	135	35	understand	understand	VERB
fbem-28253	135	36	the	the	DET
fbem-28253	135	37	prospects	prospect	NOUN
fbem-28253	135	38	for	for	ADP
fbem-28253	135	39	the	the	DET
fbem-28253	135	40	application	application	NOUN
fbem-28253	135	41	of	of	ADP
fbem-28253	135	42	ai	ai	NOUN
fbem-28253	135	43	in	in	ADP
fbem-28253	135	44	the	the	DET
fbem-28253	135	45	financial	financial	ADJ
fbem-28253	135	46	market	market	NOUN
fbem-28253	135	47	.	.	PUNCT
fbem-28253	136	1	references	reference	NOUN
fbem-28253	136	2	[	[	X
fbem-28253	136	3	1	1	NUM
fbem-28253	136	4	]	]	PUNCT
fbem-28253	136	5	cortes	corte	NOUN
fbem-28253	136	6	,	,	PUNCT
fbem-28253	136	7	c.	c.	PROPN
fbem-28253	136	8	&	&	CCONJ
fbem-28253	136	9	vapnik	vapnik	X
fbem-28253	136	10	,	,	PUNCT
fbem-28253	136	11	v.	v.	ADP
fbem-28253	136	12	support	support	NOUN
fbem-28253	136	13	-	-	PUNCT
fbem-28253	136	14	vector	vector	NOUN
fbem-28253	136	15	networks	network	NOUN
fbem-28253	136	16	.	.	PUNCT
fbem-28253	137	1	machine	machine	NOUN
fbem-28253	137	2	learning	learning	NOUN
fbem-28253	137	3	,	,	PUNCT
fbem-28253	137	4	1995	1995	NUM
fbem-28253	137	5	,	,	PUNCT
fbem-28253	137	6	20(3):273	20(3):273	PROPN
fbem-28253	137	7	-	-	PUNCT
fbem-28253	137	8	297	297	NUM
fbem-28253	137	9	.	.	PUNCT
fbem-28253	138	1	[	[	X
fbem-28253	138	2	2	2	X
fbem-28253	138	3	]	]	X
fbem-28253	138	4	chen	chen	PROPN
fbem-28253	138	5	menglong	menglong	PROPN
fbem-28253	138	6	,	,	PUNCT
fbem-28253	138	7	fan	fan	PROPN
fbem-28253	138	8	cheng	cheng	PROPN
fbem-28253	138	9	,	,	PUNCT
fbem-28253	138	10	wu	wu	PROPN
fbem-28253	138	11	zhipeng	zhipeng	PROPN
fbem-28253	138	12	.	.	PUNCT
fbem-28253	138	13	research	research	NOUN
fbem-28253	138	14	on	on	ADP
fbem-28253	138	15	stock	stock	NOUN
fbem-28253	138	16	price	price	NOUN
fbem-28253	138	17	prediction	prediction	NOUN
fbem-28253	138	18	of	of	ADP
fbem-28253	138	19	new	new	ADJ
fbem-28253	138	20	energy	energy	NOUN
fbem-28253	138	21	vehicle	vehicle	NOUN
fbem-28253	138	22	industry_based	industry_base	VERB
fbem-28253	138	23	on	on	ADP
fbem-28253	138	24	machine	machine	NOUN
fbem-28253	138	25	learning	learning	NOUN
fbem-28253	138	26	algorithm	algorithm	NOUN
fbem-28253	138	27	.	.	PUNCT
fbem-28253	139	1	journal	journal	PROPN
fbem-28253	139	2	of	of	ADP
fbem-28253	139	3	jilin	jilin	PROPN
fbem-28253	139	4	industry	industry	PROPN
fbem-28253	139	5	and	and	CCONJ
fbem-28253	139	6	business	business	NOUN
fbem-28253	139	7	college	college	NOUN
fbem-28253	139	8	,	,	PUNCT
fbem-28253	139	9	2024	2024	NUM
fbem-28253	139	10	,	,	PUNCT
fbem-28253	139	11	40	40	NUM
fbem-28253	139	12	(	(	PUNCT
fbem-28253	139	13	01	01	NUM
fbem-28253	139	14	):	):	PUNCT
fbem-28253	139	15	93	93	NUM
fbem-28253	139	16	-	-	SYM
fbem-28253	139	17	100	100	NUM
fbem-28253	139	18	.	.	PUNCT
fbem-28253	140	1	[	[	X
fbem-28253	140	2	3	3	NUM
fbem-28253	140	3	]	]	X
fbem-28253	140	4	gunnarsson	gunnarsson	PROPN
fbem-28253	140	5	,	,	PUNCT
fbem-28253	140	6	b.r	b.r	PROPN
fbem-28253	140	7	.	.	PROPN
fbem-28253	140	8	et	et	PROPN
fbem-28253	140	9	al	al	PROPN
fbem-28253	140	10	.	.	PUNCT
fbem-28253	140	11	deep	deep	ADJ
fbem-28253	140	12	learning	learn	VERB
fbem-28253	140	13	forcredit	forcredit	ADJ
fbem-28253	140	14	scoring	scoring	NOUN
fbem-28253	140	15	:	:	PUNCT
fbem-28253	140	16	do	do	VERB
fbem-28253	140	17	or	or	CCONJ
fbem-28253	140	18	do	do	VERB
fbem-28253	140	19	n’t	not	PART
fbem-28253	140	20	?	?	PUNCT
fbem-28253	141	1	eurpean	eurpean	ADJ
fbem-28253	141	2	journal	journal	PROPN
fbem-28253	141	3	of	of	ADP
fbem-28253	141	4	operational	operational	ADJ
fbem-28253	141	5	research	research	NOUN
fbem-28253	141	6	,	,	PUNCT
fbem-28253	141	7	2021	2021	NUM
fbem-28253	141	8	,	,	PUNCT
fbem-28253	141	9	295(1):292	295(1):292	NUM
fbem-28253	141	10	-	-	SYM
fbem-28253	141	11	305	305	NUM
fbem-28253	141	12	.	.	PUNCT
fbem-28253	142	1	[	[	X
fbem-28253	142	2	4	4	X
fbem-28253	142	3	]	]	X
fbem-28253	142	4	harry	harry	PROPN
fbem-28253	142	5	markowitz	markowitz	PROPN
fbem-28253	142	6	.	.	PUNCT
fbem-28253	143	1	“	"	PUNCT
fbem-28253	143	2	portfolio	portfolio	NOUN
fbem-28253	143	3	selection	selection	NOUN
fbem-28253	143	4	.	.	PUNCT
fbem-28253	143	5	”	"	PUNCT
fbem-28253	144	1	journal	journal	NOUN
fbem-28253	144	2	of	of	ADP
fbem-28253	144	3	finance	finance	NOUN
fbem-28253	144	4	,	,	PUNCT
fbem-28253	144	5	1952	1952	NUM
fbem-28253	144	6	,	,	PUNCT
fbem-28253	144	7	7(1):77	7(1):77	NUM
fbem-28253	144	8	-	-	SYM
fbem-28253	144	9	91	91	NUM
fbem-28253	144	10	.	.	PUNCT
fbem-28253	145	1	[	[	X
fbem-28253	145	2	5	5	NUM
fbem-28253	145	3	]	]	X
fbem-28253	145	4	huang	huang	PROPN
fbem-28253	145	5	,	,	PUNCT
fbem-28253	145	6	y.	y.	PROPN
fbem-28253	145	7	et	et	PROPN
fbem-28253	145	8	al	al	PROPN
fbem-28253	145	9	“	"	PUNCT
fbem-28253	145	10	a	a	DET
fbem-28253	145	11	new	new	ADJ
fbem-28253	145	12	financial	financial	ADJ
fbem-28253	145	13	data	datum	NOUN
fbem-28253	145	14	forecasting	forecasting	NOUN
fbem-28253	145	15	model	model	NOUN
fbem-28253	145	16	using	use	VERB
fbem-28253	145	17	genetic	genetic	ADJ
fbem-28253	145	18	algorithm	algorithm	NOUN
fbem-28253	145	19	and	and	CCONJ
fbem-28253	145	20	long	long	ADJ
fbem-28253	145	21	short	short	ADJ
fbem-28253	145	22	-	-	PUNCT
fbem-28253	145	23	term	term	NOUN
fbem-28253	145	24	memory	memory	NOUN
fbem-28253	145	25	network	network	NOUN
fbem-28253	145	26	”	"	PUNCT
fbem-28253	145	27	,	,	PUNCT
fbem-28253	145	28	neurocomputing	neurocomputing	NOUN
fbem-28253	145	29	2021	2021	NUM
fbem-28253	145	30	,	,	PUNCT
fbem-28253	145	31	425:207	425:207	NOUN
fbem-28253	145	32	-	-	NOUN
fbem-28253	145	33	218	218	NUM
fbem-28253	145	34	.	.	PUNCT
fbem-28253	146	1	[	[	X
fbem-28253	146	2	6	6	NUM
fbem-28253	146	3	]	]	X
fbem-28253	146	4	han	han	PROPN
fbem-28253	146	5	ying	ying	PROPN
fbem-28253	146	6	,	,	PUNCT
fbem-28253	146	7	zhang	zhang	PROPN
fbem-28253	146	8	dong	dong	PROPN
fbem-28253	146	9	,	,	PUNCT
fbem-28253	146	10	sun	sun	PROPN
fbem-28253	146	11	kaiqiang	kaiqiang	PROPN
fbem-28253	146	12	,	,	PUNCT
fbem-28253	146	13	et	et	PROPN
fbem-28253	146	14	al	al	PROPN
fbem-28253	146	15	.	.	PUNCT
fbem-28253	147	1	a	a	DET
fbem-28253	147	2	new	new	ADJ
fbem-28253	147	3	model	model	NOUN
fbem-28253	147	4	of	of	ADP
fbem-28253	147	5	stock	stock	NOUN
fbem-28253	147	6	prediction	prediction	NOUN
fbem-28253	147	7	combining	combine	VERB
fbem-28253	147	8	long	long	ADJ
fbem-28253	147	9	and	and	CCONJ
fbem-28253	147	10	short	short	ADJ
fbem-28253	147	11	-	-	PUNCT
fbem-28253	147	12	term	term	NOUN
fbem-28253	147	13	memory	memory	NOUN
fbem-28253	147	14	network	network	NOUN
fbem-28253	147	15	and	and	CCONJ
fbem-28253	147	16	width	width	ADJ
fbem-28253	147	17	learning	learning	NOUN
fbem-28253	147	18	.	.	PUNCT
fbem-28253	148	1	operations	operation	NOUN
fbem-28253	148	2	research	research	NOUN
fbem-28253	148	3	and	and	CCONJ
fbem-28253	148	4	management	management	NOUN
fbem-28253	148	5	,	,	PUNCT
fbem-28253	148	6	2023	2023	NUM
fbem-28253	148	7	,	,	PUNCT
fbem-28253	148	8	32	32	NUM
fbem-28253	148	9	(	(	PUNCT
fbem-28253	148	10	08	08	NUM
fbem-28253	148	11	):	):	PUNCT
fbem-28253	148	12	187	187	NUM
fbem-28253	148	13	-	-	SYM
fbem-28253	148	14	192	192	NUM
fbem-28253	148	15	.	.	PUNCT
fbem-28253	149	1	[	[	X
fbem-28253	149	2	7	7	X
fbem-28253	149	3	]	]	X
fbem-28253	149	4	he	he	PRON
fbem-28253	149	5	chengying	chengye	VERB
fbem-28253	149	6	.	.	PUNCT
fbem-28253	150	1	can	can	AUX
fbem-28253	150	2	artificial	artificial	ADJ
fbem-28253	150	3	intelligence	intelligence	NOUN
fbem-28253	150	4	fry	fry	NOUN
fbem-28253	150	5	stocks	stock	NOUN
fbem-28253	150	6	to	to	PART
fbem-28253	150	7	outperform	outperform	VERB
fbem-28253	150	8	the	the	DET
fbem-28253	150	9	stock	stock	NOUN
fbem-28253	150	10	market	market	NOUN
fbem-28253	150	11	?	?	PUNCT
fbem-28253	151	1	the	the	DET
fbem-28253	151	2	academic	academic	ADJ
fbem-28253	151	3	frontier	frontier	NOUN
fbem-28253	151	4	of	of	ADP
fbem-28253	151	5	the	the	DET
fbem-28253	151	6	people	people	NOUN
fbem-28253	151	7	's	's	PART
fbem-28253	151	8	forum	forum	NOUN
fbem-28253	151	9	,	,	PUNCT
fbem-28253	151	10	2020	2020	NUM
fbem-28253	151	11	,	,	PUNCT
fbem-28253	151	12	(	(	PUNCT
fbem-28253	151	13	16	16	NUM
fbem-28253	151	14	):	):	PUNCT
fbem-28253	151	15	92	92	NUM
fbem-28253	151	16	-	-	SYM
fbem-28253	151	17	101	101	NUM
fbem-28253	151	18	.	.	PUNCT
fbem-28253	152	1	[	[	X
fbem-28253	152	2	8	8	NUM
fbem-28253	152	3	]	]	X
fbem-28253	152	4	jing	jing	PROPN
fbem-28253	152	5	nan	nan	PROPN
fbem-28253	152	6	,	,	PUNCT
fbem-28253	152	7	lu	lu	PROPN
fbem-28253	152	8	shanshan	shanshan	PROPN
fbem-28253	152	9	,	,	PUNCT
fbem-28253	152	10	jiang	jiang	PROPN
fbem-28253	152	11	tao	tao	PROPN
fbem-28253	152	12	.	.	PUNCT
fbem-28253	153	1	study	study	NOUN
fbem-28253	153	2	on	on	ADP
fbem-28253	153	3	the	the	DET
fbem-28253	153	4	volatility	volatility	NOUN
fbem-28253	153	5	of	of	ADP
fbem-28253	153	6	china	china	PROPN
fbem-28253	153	7	futures	future	NOUN
fbem-28253	153	8	market	market	NOUN
fbem-28253	153	9	based	base	VERB
fbem-28253	153	10	on	on	ADP
fbem-28253	153	11	hmm	hmm	NOUN
fbem-28253	153	12	and	and	CCONJ
fbem-28253	153	13	garch	garch	NOUN
fbem-28253	153	14	models	model	NOUN
fbem-28253	153	15	.	.	PUNCT
fbem-28253	154	1	management	management	NOUN
fbem-28253	154	2	science	science	NOUN
fbem-28253	154	3	,	,	PUNCT
fbem-28253	154	4	2019	2019	NUM
fbem-28253	154	5	,	,	PUNCT
fbem-28253	154	6	32	32	NUM
fbem-28253	154	7	(	(	PUNCT
fbem-28253	154	8	05	05	NUM
fbem-28253	154	9	):	):	PUNCT
fbem-28253	154	10	152	152	NUM
fbem-28253	154	11	-	-	SYM
fbem-28253	154	12	162	162	NUM
fbem-28253	154	13	.	.	PUNCT
fbem-28253	155	1	[	[	X
fbem-28253	155	2	9	9	NUM
fbem-28253	155	3	]	]	SYM
fbem-28253	155	4	li	li	PROPN
fbem-28253	155	5	bin	bin	PROPN
fbem-28253	155	6	,	,	PUNCT
fbem-28253	155	7	long	long	PROPN
fbem-28253	155	8	zhen	zhen	PROPN
fbem-28253	155	9	.	.	PUNCT
fbem-28253	156	1	research	research	NOUN
fbem-28253	156	2	on	on	ADP
fbem-28253	156	3	predictability	predictability	NOUN
fbem-28253	156	4	of	of	ADP
fbem-28253	156	5	china	china	PROPN
fbem-28253	156	6	:	:	PUNCT
fbem-28253	156	7	a	a	DET
fbem-28253	156	8	perspective	perspective	NOUN
fbem-28253	156	9	based	base	VERB
fbem-28253	156	10	on	on	ADP
fbem-28253	156	11	machine	machine	NOUN
fbem-28253	156	12	learning	learning	NOUN
fbem-28253	156	13	.	.	PUNCT
fbem-28253	157	1	journal	journal	PROPN
fbem-28253	157	2	of	of	ADP
fbem-28253	157	3	management	management	NOUN
fbem-28253	157	4	science	science	NOUN
fbem-28253	157	5	,	,	PUNCT
fbem-28253	157	6	2023	2023	NUM
fbem-28253	157	7	,	,	PUNCT
fbem-28253	157	8	26	26	NUM
fbem-28253	157	9	(	(	PUNCT
fbem-28253	157	10	10	10	NUM
fbem-28253	157	11	):	):	PUNCT
fbem-28253	157	12	138	138	NUM
fbem-28253	157	13	-	-	SYM
fbem-28253	157	14	158	158	NUM
fbem-28253	157	15	.	.	PUNCT
fbem-28253	158	1	[	[	X
fbem-28253	158	2	10	10	NUM
fbem-28253	158	3	]	]	X
fbem-28253	158	4	liao	liao	PROPN
fbem-28253	158	5	gaoke	gaoke	PROPN
fbem-28253	158	6	,	,	PUNCT
fbem-28253	158	7	li	li	PROPN
fbem-28253	158	8	tinghui	tinghui	PROPN
fbem-28253	158	9	.	.	PUNCT
fbem-28253	159	1	progress	progress	NOUN
fbem-28253	159	2	in	in	ADP
fbem-28253	159	3	the	the	DET
fbem-28253	159	4	application	application	NOUN
fbem-28253	159	5	of	of	ADP
fbem-28253	159	6	artificial	artificial	ADJ
fbem-28253	159	7	intelligence	intelligence	NOUN
fbem-28253	159	8	in	in	ADP
fbem-28253	159	9	finance	finance	NOUN
fbem-28253	159	10	.	.	PUNCT
fbem-28253	160	1	economic	economic	ADJ
fbem-28253	160	2	dynamics	dynamic	NOUN
fbem-28253	160	3	,	,	PUNCT
fbem-28253	160	4	2023	2023	NUM
fbem-28253	160	5	,	,	PUNCT
fbem-28253	160	6	(	(	PUNCT
fbem-28253	160	7	03	03	NUM
fbem-28253	160	8	):	):	PUNCT
fbem-28253	160	9	141158	141158	NUM
fbem-28253	160	10	.	.	PUNCT
fbem-28253	161	1	[	[	X
fbem-28253	161	2	11	11	NUM
fbem-28253	161	3	]	]	X
fbem-28253	161	4	ouyang	ouyang	X
fbem-28253	161	5	tianhao	tianhao	PROPN
fbem-28253	161	6	,	,	PUNCT
fbem-28253	161	7	lu	lu	PROPN
fbem-28253	161	8	xiaoyong	xiaoyong	PROPN
fbem-28253	161	9	.	.	PUNCT
fbem-28253	162	1	a	a	DET
fbem-28253	162	2	new	new	ADJ
fbem-28253	162	3	method	method	NOUN
fbem-28253	162	4	of	of	ADP
fbem-28253	162	5	securities	security	NOUN
fbem-28253	162	6	market	market	NOUN
fbem-28253	162	7	stability	stability	NOUN
fbem-28253	162	8	measurement	measurement	NOUN
fbem-28253	162	9	under	under	ADP
fbem-28253	162	10	the	the	DET
fbem-28253	162	11	background	background	NOUN
fbem-28253	162	12	of	of	ADP
fbem-28253	162	13	financial	financial	ADJ
fbem-28253	162	14	security_research	security_research	PROPN
fbem-28253	162	15	on	on	ADP
fbem-28253	162	16	market	market	NOUN
fbem-28253	162	17	prediction	prediction	NOUN
fbem-28253	162	18	and	and	CCONJ
fbem-28253	162	19	arbitrage	arbitrage	NOUN
fbem-28253	162	20	value	value	NOUN
fbem-28253	162	21	measurement	measurement	NOUN
fbem-28253	162	22	based	base	VERB
fbem-28253	162	23	on	on	ADP
fbem-28253	162	24	big	big	ADJ
fbem-28253	162	25	data	datum	NOUN
fbem-28253	162	26	support	support	NOUN
fbem-28253	162	27	vector	vector	NOUN
fbem-28253	162	28	machine	machine	NOUN
fbem-28253	162	29	.	.	PUNCT
fbem-28253	163	1	financial	financial	ADJ
fbem-28253	163	2	theory	theory	NOUN
fbem-28253	163	3	and	and	CCONJ
fbem-28253	163	4	practice	practice	NOUN
fbem-28253	163	5	,	,	PUNCT
fbem-28253	163	6	2019	2019	NUM
fbem-28253	163	7	,	,	PUNCT
fbem-28253	163	8	40	40	NUM
fbem-28253	163	9	(	(	PUNCT
fbem-28253	163	10	01	01	NUM
fbem-28253	163	11	):	):	PUNCT
fbem-28253	163	12	77	77	NUM
fbem-28253	163	13	-	-	SYM
fbem-28253	163	14	83	83	NUM
fbem-28253	163	15	.	.	PUNCT
fbem-28253	164	1	[	[	X
fbem-28253	164	2	12	12	NUM
fbem-28253	164	3	]	]	X
fbem-28253	164	4	serrano	serrano	NOUN
fbem-28253	164	5	,	,	PUNCT
fbem-28253	164	6	w.	w.	PROPN
fbem-28253	164	7	”	"	PUNCT
fbem-28253	164	8	the	the	DET
fbem-28253	164	9	random	random	ADJ
fbem-28253	164	10	neural	neural	ADJ
fbem-28253	164	11	network	network	NOUN
fbem-28253	164	12	in	in	ADP
fbem-28253	164	13	price	price	NOUN
fbem-28253	164	14	predictions	prediction	NOUN
fbem-28253	164	15	”	"	PUNCT
fbem-28253	164	16	,	,	PUNCT
fbem-28253	164	17	neural	neural	ADJ
fbem-28253	164	18	computing	computing	NOUN
fbem-28253	164	19	and	and	CCONJ
fbem-28253	164	20	applications	application	NOUN
fbem-28253	164	21	,	,	PUNCT
fbem-28253	164	22	2020	2020	NUM
fbem-28253	164	23	,	,	PUNCT
fbem-28253	164	24	34(2):855	34(2):855	NUM
fbem-28253	164	25	-	-	SYM
fbem-28253	164	26	873	873	NUM
fbem-28253	164	27	.	.	PUNCT
fbem-28253	165	1	[	[	X
fbem-28253	165	2	13	13	NUM
fbem-28253	165	3	]	]	SYM
fbem-28253	165	4	shanmuganthan	shanmuganthan	NOUN
fbem-28253	165	5	,	,	PUNCT
fbem-28253	165	6	m.	m.	NOUN
fbem-28253	165	7	“	"	PUNCT
fbem-28253	165	8	behavioural	behavioural	ADJ
fbem-28253	165	9	finance	finance	NOUN
fbem-28253	165	10	in	in	ADP
fbem-28253	165	11	an	an	DET
fbem-28253	165	12	era	era	NOUN
fbem-28253	165	13	of	of	ADP
fbem-28253	165	14	artificial	artificial	ADJ
fbem-28253	165	15	intelligence	intelligence	NOUN
fbem-28253	165	16	:	:	PUNCT
fbem-28253	165	17	longitudinal	longitudinal	ADJ
fbem-28253	165	18	case	case	NOUN
fbem-28253	165	19	study	study	NOUN
fbem-28253	165	20	of	of	ADP
fbem-28253	165	21	roboadvisors	roboadvisor	NOUN
fbem-28253	165	22	in	in	ADP
fbem-28253	165	23	investment	investment	NOUN
fbem-28253	165	24	decisions	decision	NOUN
fbem-28253	165	25	”	"	PUNCT
fbem-28253	165	26	,	,	PUNCT
fbem-28253	165	27	journal	journal	NOUN
fbem-28253	165	28	of	of	ADP
fbem-28253	165	29	behavioral	behavioral	ADJ
fbem-28253	165	30	and	and	CCONJ
fbem-28253	165	31	experimental	experimental	ADJ
fbem-28253	165	32	finance	finance	NOUN
fbem-28253	165	33	2020	2020	NUM
fbem-28253	165	34	,	,	PUNCT
fbem-28253	165	35	27	27	NUM
fbem-28253	165	36	,	,	PUNCT
fbem-28253	165	37	no.100297	no.100297	PROPN
fbem-28253	165	38	.	.	PUNCT
fbem-28253	166	1	[	[	X
fbem-28253	166	2	14	14	NUM
fbem-28253	166	3	]	]	PUNCT
fbem-28253	166	4	xu	xu	PROPN
fbem-28253	166	5	haoran	haoran	PROPN
fbem-28253	166	6	,	,	PUNCT
fbem-28253	166	7	xu	xu	PROPN
fbem-28253	166	8	bo	bo	PROPN
fbem-28253	166	9	,	,	PUNCT
fbem-28253	166	10	xu	xu	PROPN
fbem-28253	166	11	kewen	kewen	PROPN
fbem-28253	166	12	.	.	PUNCT
fbem-28253	167	1	review	review	NOUN
fbem-28253	167	2	of	of	ADP
fbem-28253	167	3	the	the	DET
fbem-28253	167	4	application	application	NOUN
fbem-28253	167	5	of	of	ADP
fbem-28253	167	6	machine	machine	NOUN
fbem-28253	167	7	learning	learn	VERB
fbem-28253	167	8	in	in	ADP
fbem-28253	167	9	stock	stock	NOUN
fbem-28253	167	10	forecasting	forecasting	NOUN
fbem-28253	167	11	.	.	PUNCT
fbem-28253	168	1	computer	computer	NOUN
fbem-28253	168	2	engineering	engineering	NOUN
fbem-28253	168	3	and	and	CCONJ
fbem-28253	168	4	application	application	NOUN
fbem-28253	168	5	,	,	PUNCT
fbem-28253	168	6	2020	2020	NUM
fbem-28253	168	7	,	,	PUNCT
fbem-28253	168	8	56	56	NUM
fbem-28253	168	9	(	(	PUNCT
fbem-28253	168	10	12	12	NUM
fbem-28253	168	11	):	):	PUNCT
fbem-28253	168	12	19	19	NUM
fbem-28253	168	13	-	-	SYM
fbem-28253	168	14	24	24	NUM
fbem-28253	168	15	.	.	PUNCT
fbem-28253	169	1	[	[	X
fbem-28253	169	2	15	15	NUM
fbem-28253	169	3	]	]	X
fbem-28253	169	4	zhang	zhang	PROPN
fbem-28253	169	5	juping	juping	PROPN
fbem-28253	169	6	,	,	PUNCT
fbem-28253	169	7	li	li	PROPN
fbem-28253	169	8	lu	lu	PROPN
fbem-28253	169	9	.	.	PUNCT
fbem-28253	170	1	research	research	NOUN
fbem-28253	170	2	on	on	ADP
fbem-28253	170	3	the	the	DET
fbem-28253	170	4	stock	stock	NOUN
fbem-28253	170	5	index	index	NOUN
fbem-28253	170	6	trend	trend	NOUN
fbem-28253	170	7	prediction	prediction	NOUN
fbem-28253	170	8	of	of	ADP
fbem-28253	170	9	the	the	DET
fbem-28253	170	10	imgaf	imgaf	PROPN
fbem-28253	170	11	-	-	PUNCT
fbem-28253	170	12	rlnet	rlnet	PROPN
fbem-28253	170	13	model	model	NOUN
fbem-28253	170	14	.	.	PUNCT
fbem-28253	171	1	computer	computer	NOUN
fbem-28253	171	2	engineering	engineering	NOUN
fbem-28253	171	3	and	and	CCONJ
fbem-28253	171	4	application	application	NOUN
fbem-28253	171	5	,	,	PUNCT
fbem-28253	171	6	2024	2024	NUM
fbem-28253	171	7	,	,	PUNCT
fbem-28253	171	8	1	1	NUM
fbem-28253	171	9	-	-	SYM
fbem-28253	171	10	18	18	NUM
fbem-28253	171	11	.	.	PUNCT