BHOWMIK, Proshanta Kumar et al. Self-Adaptive Machine Learning Models for Financial Risk‎ Forecasting: Handling Non-Stationarity in Banking and Cryptocurrency Time Series. International Journal of Accounting and Economics Studies, [S. l.], v. 13, n. 2, p. 123–132, 2026. DOI: 10.14419/7x458m39. Disponível em: https://www.sciencepubco.com/index.php/IJAES/article/view/37836.. Acesso em: 18 feb. 2026.