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  • Search: subject:"Autoencoder"
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Year of publication
Subject
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Autoencoder 25 Artificial intelligence 23 Theorie 23 Theory 23 Künstliche Intelligenz 22 Forecasting model 21 Prognoseverfahren 21 Neural networks 16 Neuronale Netze 16 autoencoder 13 Deep learning 11 Algorithm 10 Algorithmus 10 machine learning 9 Machine learning 8 deep learning 8 Cluster analysis 7 Clusteranalyse 6 Anomaly detection 5 Learning process 5 Lernprozess 5 Neural network 5 clustering 5 Big Data 4 Big data 4 Business network 4 CAPM 4 Portfolio selection 4 Portfolio-Management 4 Time series analysis 4 Unternehmensnetzwerk 4 Variational autoencoder 4 Zeitreihenanalyse 4 auto-encoder 4 neural networks 4 ACSS 3 Aktienmarkt 3 Bayesian inference 3 Correlation 3 Credit risk 3
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Online availability
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Undetermined 45 Free 31 CC license 9
Type of publication
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Article 68 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 56 Aufsatz in Zeitschrift 56 Article 9 Working Paper 7 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 75 Undetermined 1
Author
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Heijmans, Ronald 3 Sabetti, Leonard 3 Aridor, Guy 2 Arroyo, John 2 Barucca, Paolo 2 Fang, Weiguang 2 Filchenkov, Andrey 2 Gage, Gerardo 2 Gunduz, Hakan 2 Guo, Yu 2 Herdt, Manfred 2 Huang, Shaohua 2 Izumi, Kiyoshi 2 Jung, Nak Hyun 2 Khanzhina, Natalia 2 Kim, Kang Hee 2 Li, Dong 2 Matsushima, Hiroyasu 2 Morales, Raúl 2 Mukhopadhyay, Supratik 2 Oh, Tae Yeon 2 Rubio, Jeniffer 2 Sakaji, Hiroki 2 Schulte-Mattler, Hermann 2 Seetha, Hari 2 Smetannikov, Ivan 2 Suimon, Yoshiyuki 2 Tsai, Arina 2 Woodford, Michael 2 Zapata, Hector O. 2 Zhang, Gongqiu 2 Abbasimehr, Hossein 1 Abidin, Shafiqul 1 Addari, Gianmarco 1 Agrawal, Manoj 1 Agrawal, Shweta 1 Akhiate, Yassine 1 Allaoui, Hamid 1 Amjad, Souad 1 Ando, Masataka 1
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Published in...
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International journal of production research 9 Journal of information & knowledge management : JIKM 5 Computers & operations research : an international journal 3 Quantitative finance 3 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 Latin American Journal of Central Banking (LAJCB) 2 Latin American journal of central banking : LAJCB 2 Risks : open access journal 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied economics 1 Artificial intelligence in marketing 1 CESifo Working Paper 1 CESifo working papers 1 Computational economics 1 DEM working paper series 1 DNB working papers 1 Data Technologies and Applications 1 Data science and management : DSM 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Dynamic modeling and econometrics in economics and finance 1 Electronic commerce research 1 Energy economics 1 European research studies journal : ERSJ 1 Finance research letters 1 Financial Innovation 1 Financial innovation : FIN 1 Global Business & Finance Review (GBFR) 1 Global business and finance review 1 IEEE transactions on engineering management : EM ; a publication of the IEEE Engineering Management Society 1 IMF working papers 1 Intelligent systems in accounting, finance & management 1 International journal of forecasting 1 International journal of innovation & sustainable development : IJISD 1 International journal of services, economics and management 1 Journal of Banking Regulation 1 Journal of banking regulation 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of forecasting 1
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Source
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ECONIS (ZBW) 64 EconStor 10 RePEc 1 Other ZBW resources 1
Showing 41 - 50 of 76
Cover Image
Regularization of autoencoders for bank client profiling based on financial transactions
Filchenkov, Andrey; Khanzhina, Natalia; Tsai, Arina; … - In: Risks 9 (2021) 3, pp. 1-16
verify our hypothesis applying data driven regularized classification using an autoencoder to client profiles. To model an … intention as a hidden variable, we propose an especially designed regularizer for the autoencoder. The regularizer aims to …
Persistent link: https://www.econbiz.de/10013200723
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An efficient stock market prediction model using hybrid feature reduction method based on variational autoencoders and recursive feature elimination
Gunduz, Hakan - In: Financial Innovation 7 (2021) 1, pp. 1-24
In this study, the hourly directions of eight banking stocks in Borsa Istanbul were predicted using linear-based, deep-learning (LSTM) and ensemble learning (LightGBM) models. These models were trained with four different feature sets and their performances were evaluated in terms of accuracy...
Persistent link: https://www.econbiz.de/10012602909
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Machine learning and factor-based portfolio optimization
Conlon, Thomas; Cotter, John; Kynigakis, Iason - 2021
Persistent link: https://www.econbiz.de/10012695791
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Understanding corporate default using Random Forest : the role of accounting and market information
Bitetto, Alessandro; Filomeni, Stefano; Modina, Michele - 2021
Persistent link: https://www.econbiz.de/10012887215
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Shallow or deep : detecting anomalous flows in the Canadian automated clearing and settlement system using an autoencoder
Sabetti, Leonard; Heijmans, Ronald - 2020
Persistent link: https://www.econbiz.de/10012204559
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Autoencoder-based three-factor model for the yield curve of Japanese government bonds and a trading strategy
Suimon, Yoshiyuki; Sakaji, Hiroki; Izumi, Kiyoshi; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/82, pp. 1-21
machine learning approach of an autoencoder. In addition, we focus on the model parameters of the intermediate layer of the … neural network that constitute the autoencoder and confirm that the three automatically generated factors represent the … bonds by setting their valuation with the autoencoder, and we confirm good performance compared with the trend …
Persistent link: https://www.econbiz.de/10012302728
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unFEAR : unsupervised feature extraction clustering with an application to crisis regimes classification
Chan-Lau, Jorge A.; Wang, Ran - 2020
novel mode contrastive autoencoder to group episodes into time-invariant non-overlapping clusters, each of which could be …
Persistent link: https://www.econbiz.de/10012392653
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Classifying payment patterns with artificial neural networks : an autoencoder approach
Rubio, Jeniffer; Barucca, Paolo; Gage, Gerardo; Arroyo, John - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-16
) serving interbank funds transfers. We develop an autoencoder for the Sistema de Pagos Interbancarios (SPI) of Ecuador, which …. (2018) and Sabetti and Heijmans (2020). We train four different autoencoder models using intraday data structured in three … simulations to feature a baseline scenario and identify relevant autoencoder parametrizations for anomaly detection. The main …
Persistent link: https://www.econbiz.de/10012545615
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Cover Image
Classifying payment patterns with artificial neural networks: An autoencoder approach
Rubio, Jeniffer; Barucca, Paolo; Gage, Gerardo; Arroyo, John - In: Latin American Journal of Central Banking (LAJCB) 1 (2020) 1/4, pp. 1-16
) serving interbank funds transfers. We develop an autoencoder for the Sistema de Pagos Interbancarios (SPI) of Ecuador, which …. (2018) and Sabetti and Heijmans (2020). We train four different autoencoder models using intraday data structured in three … simulations to feature a baseline scenario and identify relevant autoencoder parametrizations for anomaly detection. The main …
Persistent link: https://www.econbiz.de/10015595365
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Cover Image
Autoencoder-based three-factor model for the yield curve of Japanese government bonds and a trading strategy
Suimon, Yoshiyuki; Sakaji, Hiroki; Izumi, Kiyoshi; … - In: Journal of Risk and Financial Management 13 (2020) 4, pp. 1-21
machine learning approach of an autoencoder. In addition, we focus on the model parameters of the intermediate layer of the … neural network that constitute the autoencoder and confirm that the three automatically generated factors represent the … bonds by setting their valuation with the autoencoder, and we confirm good performance compared with the trend …
Persistent link: https://www.econbiz.de/10012611310
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