Forecasting stock market crashes via machine learning
Hubert Dichtl, Wolfgang Drobetz, Tizian Otto
| Year of publication: |
2023
|
|---|---|
| Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Otto, Tizian |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 65.2023, p. 1-25
|
| Subject: | Extreme event prediction | Stock market crashes | Machine learning | Active trading strategy | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Börsenkurs | Share price | Prognose | Forecast | Neuronale Netze | Neural networks |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2022.101099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014289861