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  • Search: subject:"Recurrent Neural Networks"
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Year of publication
Subject
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Neural networks 52 Neuronale Netze 52 Theorie 37 Theory 37 recurrent neural networks 34 Forecasting model 33 Prognoseverfahren 33 Recurrent neural networks 33 Artificial intelligence 25 Künstliche Intelligenz 25 Time series analysis 15 Zeitreihenanalyse 15 Deep learning 12 Portfolio selection 11 Portfolio-Management 11 deep learning 11 LSTM 10 Financial analysis 9 Finanzanalyse 9 Recurrent Neural Networks 9 Volatility 9 Volatilität 9 machine learning 9 Algorithm 7 Algorithmus 7 Learning process 7 Lernprozess 7 Anlageverhalten 6 Behavioural finance 6 long short-term memory 6 Börsenkurs 5 Mathematical programming 5 Mathematische Optimierung 5 Share price 5 algorithmic investment strategies 5 Financial time series forecasting 4 Foreign exchange rates 4 RNNs 4 Stochastic process 4 Stochastischer Prozess 4
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Online availability
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Undetermined 41 Free 36 CC license 10
Type of publication
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Article 64 Book / Working Paper 17
Type of publication (narrower categories)
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Article in journal 38 Aufsatz in Zeitschrift 38 Working Paper 16 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article 7 Aufsatz im Buch 1 Book section 1 research-article 1 technical-paper 1
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Language
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English 67 Undetermined 14
Author
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Ślepaczuk, Robert 10 Lessmann, Stefan 6 Seow, Hsin-Vonn 4 Dautel, Alexander Jakob 3 Härdle, Wolfgang Karl 3 Coussement, Kristof 2 De Bock, Koen W. 2 De Caigny, Arno 2 Dunis, Christian 2 Grobelny, Przemysław 2 Helber, Stefan 2 Kaczmarek, Tomasz 2 Kim, Jong-Min 2 Korol, Tomasz 2 Kutuk, Yasin 2 Laws, Jason 2 Mena, Gary 2 Michańków, Jakub 2 Miller, Dante 2 Mindlina, Julia 2 Ngare, Philip 2 Odhiambo, Joab 2 Sakowski, Paweł 2 Schnabel, André 2 Sermpinis, Georgios 2 Südbeck, Insa 2 Weke, Patrick 2 Abdool, Imran 1 Abdool, Mustafa 1 Abellan-Abenza, Javier 1 Aihara, K. 1 Al-Refai, Mohammed 1 Alghamdi, Wael Y. 1 Alireza Kasaei, S. 1 Anderson, R. 1 Ardalani-Farsa, Muhammad 1 Asikis, Thomas 1 Baranes, Amos 1 Baranochnikov, Illia 1 Barkan, Oren 1
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Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
Published in...
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Working papers 11 Physica A: Statistical Mechanics and its Applications 4 Quantitative finance 3 Risks : open access journal 3 Annals of Operations Research 2 Computational economics 2 Decision analytics journal 2 IRTG 1792 Discussion Paper 2 Industrial Robot: An International Journal 2 Journal of Risk and Financial Management 2 Journal of forecasting 2 Journal of risk and financial management : JRFM 2 Mathematics and Computers in Simulation (MATCOM) 2 The European Journal of Finance 2 Agricultural economics : the journal of the International Association of Agricultural Economists 1 Big Data in Finance : Opportunities and Challenges of Financial Digitalization 1 Borsa Istanbul Review 1 CIRANO Working Papers 1 Computers & operations research : an international journal 1 Contemporary Economics 1 Contemporary economics 1 Corporate ownership & control : international scientific journal 1 Digital Finance 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1 Economics and business review 1 Finance research letters 1 Financial innovation : FIN 1 Fuzzy Economic Review 1 Global Journal of Business Research 1 Hannover Economic Papers (HEP) 1 IFPRI discussion paper 1 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 1 International Journal of Applied Management Science 1 International Journal of Computer Vision and Image Processing (IJCVIP) 1 International Journal of Multimedia Data Engineering and Management (IJMDEM) 1 International journal of business information systems : IJBIS 1 International journal of economics and business research : IJEBR 1 International journal of forecasting 1 International journal of networking and virtual organisations : IJNVO 1
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Source
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ECONIS (ZBW) 52 RePEc 15 EconStor 10 Other ZBW resources 4
Showing 11 - 20 of 81
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Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub; Sakowski, Paweł; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448222
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Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub; Sakowsk, Paweł; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448237
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014308890
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Estimating the value-at-risk by temporal VAE
Buch, Robert; Grimm, Stefanie; Korn, Ralf; Richert, Ivo - In: Risks : open access journal 11 (2023) 5, pp. 1-26
Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of a variational autoencoder (VAE) for estimating the VaR...
Persistent link: https://www.econbiz.de/10014303883
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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
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The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014305886
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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 …-varying data. The paper provides a comprehensive evaluation of the ability of recurrent neural networks and transformers for … set from a large financial services company, we find recurrent neural networks to outperform transformer architectures …
Persistent link: https://www.econbiz.de/10015402125
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Using recurrent neural networks for the performance analysis and optimization of stochastic milkrun-supplied flow lines
Südbeck, Insa; Mindlina, Julia; Schnabel, André; … - 2022
use recurrent neural networks to determine the long-term throughput of such flow lines enabling us to evaluate production … systems of flexible size. Our results show that the throughput can be determined accurately and quickly via recurrent neural … networks. Furthermore, we use this new evaluation procedure as a building block to optimize this type of flow line using …
Persistent link: https://www.econbiz.de/10014471646
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Forecasting bitcoin volatility using hybrid GARCH models with machine learning
Zahid, Mamoona; Iqbal, Farhat; Koutmos, Dimitrios - In: Risks : open access journal 10 (2022) 12, pp. 1-18
The time series movements of Bitcoin prices are commonly characterized as highly nonlinear and volatile in nature across economic periods, when compared to the characteristics of traditional asset classes, such as equities and commodities. From a risk management perspective, such behaviors pose...
Persistent link: https://www.econbiz.de/10014230957
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Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej; Sakowski, Paweł - 2022
Persistent link: https://www.econbiz.de/10013473216
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