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  • Search: subject:"LSTM"
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Year of publication
Subject
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LSTM 158 Forecasting model 147 Prognoseverfahren 147 Theorie 99 Theory 99 Artificial intelligence 84 Künstliche Intelligenz 84 Neural networks 77 Neuronale Netze 77 Börsenkurs 45 Share price 45 Time series analysis 41 Zeitreihenanalyse 41 Volatility 33 Volatilität 33 deep learning 33 Forecast 27 Learning process 27 Lernprozess 27 Prognose 27 Deep learning 26 Stock market 24 Aktienmarkt 23 Portfolio selection 22 Portfolio-Management 22 ARCH model 19 ARCH-Modell 19 Capital income 19 Kapitaleinkommen 19 machine learning 19 Machine learning 18 Virtual currency 17 Virtuelle Währung 17 CNN 15 ARIMA 13 Algorithm 13 Algorithmus 13 Anlageverhalten 13 Behavioural finance 13 forecasting 13
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Online availability
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Undetermined 146 Free 110 CC license 40
Type of publication
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Article 226 Book / Working Paper 31 Other 1
Type of publication (narrower categories)
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Article in journal 191 Aufsatz in Zeitschrift 191 Graue Literatur 26 Non-commercial literature 26 Working Paper 25 Arbeitspapier 23 Article 17 research-article 8 Aufsatz im Buch 7 Book section 7 Amtliche Publikation 3 Aufsatzsammlung 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 254 German 1 Portuguese 1 Spanish 1 Undetermined 1
Author
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Ślepaczuk, Robert 6 Anese, Gianluca 3 Carbó, José Manuel 3 Corazza, Marco 3 Costola, Michele 3 Coussement, Kristof 3 Fischer, Thomas 3 Gorjón, Sergio 3 Hopp, Daniel 3 Krauss, Christopher 3 Pelizzon, Loriana 3 Song, Yuping 3 Yao, Haixiang 3 Abdi, Farshid 2 Abolmakarem, Shaghayegh 2 Abualigah, Laith Mohammad Qasim 2 Agrawal, Anshul 2 Akgün, Melek 2 Al-Soud, Anas 2 AlKhatib, Khalid 2 Alkhazaleh, Hamzah Ali 2 Almosova, Anna 2 Anderson, Heather 2 Andresen, Niek 2 Bashchenko, Oksana 2 Chakraborty, Ishita 2 Chen, Junwei 2 Chen, Shun 2 Chew, Ek Peng 2 Chlebus, Marcin 2 De Bock, Koen W. 2 De Caigny, Arno 2 Didehkhani, Hosein 2 Drechsler, Rolf 2 Duan, Kun 2 Fiore, Ugo 2 Fu, Hao 2 Ge, Lei 2 Goldstein, Edvinas 2 Handmann, Uwe 2
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 1
Published in...
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Journal of forecasting 16 International journal of production research 10 Finance research letters 7 Working papers 7 Computational economics 6 Data Technologies and Applications 5 Operations research forum 5 Electronic commerce research 4 International Journal of Financial Studies : open access journal 4 Journal of Risk and Financial Management 4 Journal of open innovation : technology, market, and complexity 4 Journal of risk and financial management : JRFM 4 Decision analytics journal 3 Digital finance : smart data analytics, investment innovation, and financial technology 3 Energy economics 3 European research studies 3 International journal of forecasting 3 International journal of networking and virtual organisations : IJNVO 3 International review of economics & finance : IREF 3 International review of financial analysis 3 Research paper series / Swiss Finance Institute 3 The North American journal of economics and finance : a journal of financial economics studies 3 UNCTAD research paper 3 Annals of Operations Research 2 Applied economics letters 2 Computational management science 2 Data science and management : DSM 2 Economies : open access journal 2 Energy strategy reviews 2 IEEE transactions on engineering management : EM 2 Intelligent systems in accounting, finance & management 2 International journal of business information systems : IJBIS 2 International journal of intelligent enterprise 2 Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022 2 Journal of international commerce, economics and policy 2 Logistics 2 Quantitative finance 2 Risks : open access journal 2 Swiss Finance Institute Research Paper 2 The Journal of finance and data science : JFDS 2
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Source
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ECONIS (ZBW) 224 EconStor 20 Other ZBW resources 11 RePEc 2 BASE 1
Showing 41 - 50 of 258
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Evolving hybrid deep neural network models for end-to-end inventory ordering decisions
Moraes, Thais de Castro; Qin, Jiancheng; Yuan, Xue-ming; … - In: Logistics 7 (2023) 4, pp. 1-18
-Term Memory (LSTM) for resolving single-period inventory ordering decisions, also termed the Newsvendor Problem (NVP). This study … investigates the performance drivers of hybrid CNN-LSTM architectures, coupled with an evolving algorithm for optimizing network …
Persistent link: https://www.econbiz.de/10014454535
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Deep learning and statistical models for forecasting transportation demand : a case study of multiple distribution centers
Mamede, Fábio Polola; Silva, Roberto Fray da; De … - In: Logistics 7 (2023) 4, pp. 1-19
) and its variations, in addition to a deep neural network, long short-term memory, known as LSTM. Eight scenarios were …
Persistent link: https://www.econbiz.de/10014454624
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Exploiting time-varying RFM measures for customer churn prediction with deep neural networks
Mena, Gary; Coussement, Kristof; De Bock, Koen W.; De … - In: Annals of Operations Research 339 (2023) 1, pp. 765-787
Deep neural network (DNN) architectures such as recurrent neural networks and transformers display outstanding performance in modeling sequential unstructured data. However, little is known about their merit to model customer churn with time-varying data. The paper provides a comprehensive...
Persistent link: https://www.econbiz.de/10015327899
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ESG volatility prediction using GARCH and LSTM models
Mishra, Akshay Kumar; Kumar, Rahul; Bal, Debi Prasad - In: Financial internet quarterly 19 (2023) 4, pp. 97-114
Conditional Heteroskedasticity) and LSTM (Long Short-Term Memory) models for forecasting the return of ESG volatility and to … ESG index, the GARCH model is more appropriate than the LSTM model. …
Persistent link: https://www.econbiz.de/10014496675
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A hybrid deep learning approach for detecting sentiment polarities and knowledge graph representation on Monkeypox tweets
Meena, Gaurav; Mohbey, Krishna Kumar; Kumar, Sunil; … - In: Decision analytics journal 7 (2023), pp. 1-12
, presenting a hybrid technique based on Convolutional Neural Networks (CNN) and Long Short-Term Memory Networks (LSTM). We have …
Persistent link: https://www.econbiz.de/10014497346
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Predicting healthcare mutual fund performance using deep learning and linear regression
Boonprasope, Anuwat; Korrakot Yaibuathet Tippayawong - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-21
-Term Memory (LSTM) and Multiple Linear Regression (MLR) techniques, the study evaluates the effectiveness of this multifaceted … prediction accuracy. Moreover, the utilization of LSTM alongside this comprehensive dataset yields comparable predictive outcomes …
Persistent link: https://www.econbiz.de/10014502368
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A novel default risk prediction and feature importance analysis technique for marketplace lending using machine learning
Imam, Sana Hassan; Huhn, Sebastian; Hornuf, Lars; … - In: Credit and capital markets : Kredit und Kapital 56 (2023) 1, pp. 27-62
Marketplace lending has fundamentally changed the relationship between borrowers and lenders in financial markets. As with many other financial products that have emerged in recent years, internet-based investors may be inexperienced in marketplace lending, highlighting the importance of...
Persistent link: https://www.econbiz.de/10014518604
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Comparative performance of LSTM and ARIMA for the short-term prediction of Bitcoin prices
Latif, Navmeen; Selvam, Joseph Durai; Kapse, Manohar; … - In: Australasian accounting business and finance journal : AABF 17 (2023) 1, pp. 256-276
Persistent link: https://www.econbiz.de/10014258988
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Analysis of Bitcoin price prediction using machine learning
Chen, Junwei - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-25
Bitcoin on the next day through random forest regression and LSTM, and to explain which variables have influence on the price … around the ARMA model of time series and the LSTM algorithm of deep learning. Although it cannot be proved by the Diebold …-Mariano test that the prediction accuracy of random forest regression is significantly better than that of LSTM, the prediction …
Persistent link: https://www.econbiz.de/10014289558
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Nonlinear inflation forecasting with recurrent neural networks
Almosova, Anna; Andresen, Niek - In: Journal of forecasting 42 (2023) 2, pp. 240-259
Persistent link: https://www.econbiz.de/10014292150
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