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~isPartOf:"Quantitative finance"
~subject:"Learning process"
~subject:"Optionspreistheorie"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Neuronale Netze"
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Learning process
Optionspreistheorie
Prognoseverfahren
Neural networks
26
Neuronale Netze
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14
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14
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12
Stochastic process
10
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Bekiros, Stelios
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Quantitative finance
International journal of forecasting
68
Journal of forecasting
47
Computational economics
44
Journal of risk and financial management : JRFM
31
Risks : open access journal
31
European journal of operational research : EJOR
24
Decision analytics journal
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International journal of production research
22
Energy economics
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Technological forecasting & social change : an international journal
15
International journal of networking and virtual organisations : IJNVO
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Working papers
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International Journal of Energy Economics and Policy : IJEEP
11
International journal of business information systems : IJBIS
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Neural networks in business forecasting
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Research in international business and finance
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Digital finance : smart data analytics, investment innovation, and financial technology
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International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion papers / CEPR
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Financial innovation : FIN
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Intelligent systems in accounting finance and management : international journal
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International journal of electronic finance : IJEF
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Journal of modelling in management
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Transportation research / E : an international journal
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Europäische Hochschulschriften / 5
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International review of financial analysis
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Journal of the Operational Research Society
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ASTIN bulletin : the journal of the International Actuarial Association
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Applied economics letters
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Cogent economics & finance
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International journal of economics and finance
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International journal of financial engineering
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
2
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
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