//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theorie"
type_genre:"Non-commercial literature"
~isPartOf:"Working papers"
~person:"Otranto, Edoardo"
~person:"Ślepaczuk, Robert"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Theory
19
Forecasting model
12
Portfolio selection
12
Portfolio-Management
12
Prognoseverfahren
12
Time series analysis
9
Zeitreihenanalyse
9
Neural networks
7
Neuronale Netze
7
algorithmic investment strategies
6
recurrent neural networks
6
Börsenkurs
5
Share price
5
Volatility
5
Volatilität
5
Aktienmarkt
4
Algorithm
4
Algorithmus
4
Anlageverhalten
4
Behavioural finance
4
Capital income
4
Estimation
4
Financial analysis
4
Finanzanalyse
4
Kapitaleinkommen
4
Multiplicative Error Model
4
Schätzung
4
Stock market
4
machine learning
4
ARIMA
3
Algorithmic Investment Strategies
3
Artificial intelligence
3
Cointegration
3
Electronic trading
3
Elektronisches Handelssystem
3
Financial investment
3
Geldpolitik
3
Kapitalanlage
3
Kointegration
3
more ...
less ...
Online availability
All
Free
19
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
19
Graue Literatur
19
Working Paper
19
Language
All
English
19
Author
All
Otranto, Edoardo
Ślepaczuk, Robert
Creedy, John
20
Etro, Federico
15
Roson, Roberto
15
Billio, Monica
13
Casarin, Roberto
12
Seegmuller, Thomas
10
Griffiths, William E.
9
King, Ian Paul
8
Rizzi, Dino
8
Chlebus, Marcin
7
Pelizzon, Loriana
7
Caporin, Massimiliano
6
Carraro, Carlo
6
Gottardi, Piero
6
Levy, Daniel C.
6
Moslehi, Solmaz
6
Capistrán Carmona, Carlos
5
Carrillo, Julio A.
5
Dionne, Georges
5
Duangkamon Chotikapanich
5
Gallo, Giampiero M.
5
Guégan, Dominique
5
Kawakami, Kei
5
Leal, Julio
5
Loertscher, Simon
5
Sartore, Domenico
5
Snir, Avichai
5
Venditti, Alain
5
Afonso, António
4
Basov, Suren
4
Covarrubias, Enrique
4
Erkal, Nisvan
4
Hajargasht, Gholamreza
4
Hirschberg, Joseph G.
4
Li, Shuyun May
4
Lye, Jenny N.
4
Magrini, Stefano
4
Melindi Ghidi, Paolo
4
more ...
less ...
Published in...
All
Working papers
CORE discussion papers : DP
1
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
2
Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
Saved in:
3
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
4
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
5
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
6
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
7
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
8
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
9
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
10
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->