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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 21 - 30 of 81
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A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013473692
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Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013473995
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The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index
Thi Thu Giang Nguyen; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013474013
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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/10013462657
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Stock price prediction using RNN architecture : LSTM and GRU Model of Neural Network
Verma, Kajol - In: Mudra : journal of finance and accounting 11 (2024) 2, pp. 19-36
Persistent link: https://www.econbiz.de/10015325950
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Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih; Yildiztepe, Engin - In: Computational economics 63 (2024) 1, pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
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A deep real options policy for sequential service region design and timing
Rath, Srushti; Chow, Joseph Y. J. - In: Computers & operations research : an international journal 161 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014560244
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Machine learning to predict grains futures prices
Brignoli, Paolo Libenzio; Varacca, Alessandro; … - In: Agricultural economics : the journal of the … 55 (2024) 3, pp. 479-497
Persistent link: https://www.econbiz.de/10014562813
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Univariate and multivariate machine learning forecasting models on the price returns of cryptocurrencies
Miller, Dante; Kim, Jong-Min - In: Journal of Risk and Financial Management 14 (2021) 10, pp. 1-10
multivariate machine learning methods such as recurrent neural networks, deep learning neural networks, Holt's exponential …
Persistent link: https://www.econbiz.de/10013201170
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A deep learning integrated Cairns-Blake-Dowd (CBD) sytematic mortality risk model
Odhiambo, Joab; Weke, Patrick; Ngare, Philip - In: Journal of Risk and Financial Management 14 (2021) 6, pp. 1-12
of the model, kt(2) by applying the Recurrent Neural Networks within a Short-Term Long Memory (an artificial LSTM …
Persistent link: https://www.econbiz.de/10012611816
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