//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~language:"eng"
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:"Neuronale Netze"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Neural networks
24
Neuronale Netze
24
Theorie
13
Theory
13
Option pricing theory
11
Optionspreistheorie
11
Stochastic process
9
Stochastischer Prozess
9
Experiment
8
Deep learning
7
Learning process
7
Lernprozess
7
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
Neural network
5
Portfolio selection
5
Portfolio-Management
5
Option pricing
4
Analysis
3
Derivat
3
Derivative
3
Mathematical analysis
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option trading
3
Optionsgeschäft
3
Portfolio optimization
3
Artificial neural network
2
Bayes-Statistik
2
Bayesian inference
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Calibration
2
Convolutional neural network
2
Convolutional neural networks
2
Credit risk
2
Delta hedging
2
more ...
less ...
Online availability
All
Undetermined
Free
11
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
Author
All
Funahashi, Hideharu
2
Wan, Justin W. L.
2
Aboussalah, Amine Mohamed
1
Bekiros, Stelios
1
Butler, Andrew
1
Cao, Jay
1
Cao, Yi
1
Carroll, Ray
1
Chen, Jacky
1
Chen, Yangang
1
Csabai, István
1
Eggebrecht, P.
1
Forsyth, Peter A.
1
Fu, Weilong
1
Fáth, Gábor
1
Germano, Guido
1
Guéant, Olivier
1
Hirsa, Ali
1
Horvath, Blanka Nora
1
Hull, John
1
Izumi, Kiyoshi
1
Jang, Huisu
1
Ju, Geonhwan
1
Kim, Kyoung-Kuk
1
Kunsági-Máté, Sándor
1
Kwon, Roy H.
1
Lahmiri, Salim
1
Lee, Chi-Guhn
1
Lee, Jaewook
1
Li, Peter
1
Li, Yuying
1
Liang, Jian
1
Lim, Dong-Young
1
Liu, Xiaoquan
1
Lütkebohmert-Holtz, Eva
1
Maglaras, Costis
1
Manziuk, Iuliia
1
Matsushima, Hiroyasu
1
Moallemi, Ciamac C.
1
Molnár-Sáska, Gábor
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Quantitative finance
Computational economics
49
International journal of forecasting
43
International journal of production research
33
Technological forecasting & social change : an international journal
28
European journal of operational research : EJOR
22
Journal of forecasting
18
Research in international business and finance
18
Energy economics
16
International journal of production economics
14
Journal of business research : JBR
14
Journal of information & knowledge management : JIKM
14
International journal of networking and virtual organisations : IJNVO
13
Journal of modelling in management
13
Journal of retailing and consumer services
13
Computers & operations research : and their applications to problems of world concern ; an international journal
12
Discussion papers / CEPR
11
IEEE transactions on engineering management : EM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Transportation research / E : an international journal
11
Insurance / Mathematics & economics
10
International journal of economics and finance
9
Journal of the Operational Research Society
9
Applied economics letters
8
Digital finance : smart data analytics, investment innovation, and financial technology
8
Finance research letters
8
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
8
International journal of business information systems : IJBIS
8
Operational research : an international journal
8
Electronic commerce research
7
International journal of intelligent enterprise
7
Journal of economic dynamics & control
7
Opsearch : journal of the Operational Research Society of India
7
Socio-economic planning sciences : the international journal of public sector decision-making
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Economic modelling
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of process management and benchmarking : IJPMB
6
Journal of air transport management
6
Journal of management analytics
6
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
Saved in:
2
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
3
A hybrid convolutional neural network with long short-term memory for statistical arbitrage
Eggebrecht, P.
;
Lütkebohmert-Holtz, Eva
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 595-613
Persistent link: https://www.econbiz.de/10014304278
Saved in:
4
Deep weighted Monte Carlo : a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
5
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
6
What is the value of the cross-sectional approach to deep reinforcement learning?
Aboussalah, Amine Mohamed
;
Xu, Ziyun
;
Lee, Chi-Guhn
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10013367887
Saved in:
7
An unsupervised deep learning approach to solving partial integro-differential equations
Fu, Weilong
;
Hirsa, Ali
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1481-1494
Persistent link: https://www.econbiz.de/10013367923
Saved in:
8
Optimal asset allocation for outperforming a stochastic benchmark target
Ni, Chendi
;
Li, Yuying
;
Forsyth, Peter A.
;
Carroll, Ray
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1595-1626
Persistent link: https://www.econbiz.de/10013367937
Saved in:
9
A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
Saved in:
10
Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->