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  • Search: subject:"Recurrent Neural Networks"
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Year of publication
Subject
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Neural networks 57 Neuronale Netze 57 Theorie 40 Theory 40 Forecasting model 37 Prognoseverfahren 37 Recurrent neural networks 37 recurrent neural networks 36 Artificial intelligence 25 Künstliche Intelligenz 25 Time series analysis 16 Zeitreihenanalyse 16 Deep learning 14 Portfolio selection 12 Portfolio-Management 12 deep learning 12 Financial analysis 10 Finanzanalyse 10 LSTM 10 Recurrent Neural Networks 9 Volatility 9 Volatilität 9 machine learning 9 Learning process 8 Lernprozess 8 Algorithm 7 Algorithmus 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 43 Free 40 CC license 11
Type of publication
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Article 70 Book / Working Paper 17
Type of publication (narrower categories)
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Article in journal 43 Aufsatz in Zeitschrift 43 Working Paper 16 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article 8 Aufsatz im Buch 1 Book section 1 research-article 1 technical-paper 1
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Language
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English 73 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 Kutuk, Yasin 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 Laws, Jason 2 Mena, Gary 2 Michańków, Jakub 2 Miller, Dante 2 Mindlina, Julia 2 Ngare, Philip 2 Odhiambo, Joab 2 Perez, Katarzyna 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
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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 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 Borsa İstanbul Review 1 CIRANO Working Papers 1 Central European economic journal 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 Emerging markets review 1 European journal of operational research : EJOR 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
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Source
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ECONIS (ZBW) 57 RePEc 15 EconStor 11 Other ZBW resources 4
Showing 1 - 10 of 87
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Chasing returns of open-end investment funds using recurrent neural networks : a long-term study
Perez, Katarzyna; Bartkowiak, Marcin - In: Central European economic journal 12 (2025) 59, pp. 49-65
-driven strategy for finding longterm investment returns by leveraging recurrent neural networks (RNNs) to forecast fund performance …
Persistent link: https://www.econbiz.de/10015625846
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Boosting epidemic forecasting performance with enhanced RNN-type models
Papageorgiou, Vasileios E. - In: Operational research : an international journal 25 (2025) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10015593210
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Multi-timescale recurrent neural networks beat rough volatility for intraday volatility prediction
Challet, Damien; Ragel, Vincent - In: Risks : open access journal 12 (2024) 6, pp. 1-10
We extend recurrent neural networks to include several flexible timescales for each dimension of their output, which …
Persistent link: https://www.econbiz.de/10014636848
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A clinical named entity recognition model using pretrained word embedding and deep neural networks
Dash, Adyasha; Darshana, Subhashree; Yadav, Devendra K.; … - 2024
Clinical Named Entity Recognition (NER) within Electronic Medical Records (EMRs) has seen substantial research attention. Since much clinical information resides in unstructured text, NER technology is pivotal in extracting vital patient data from such sources. The ubiquity of EMRs has fueled...
Persistent link: https://www.econbiz.de/10015101649
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Artificial neural networks in forecasting the consumer bankruptcy risk with innovative ratios
Korol, Tomasz - In: Contemporary economics 18 (2024) 4, pp. 391-407
This study aims to develop nine different consumer bankruptcy forecasting models with the help of three types of artificial neural networks and to verify the usefulness of new, innovative ratios for implementation in personal finance. A learning sample comprising 200 consumers, and a testing...
Persistent link: https://www.econbiz.de/10015189726
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Multidimensional house price prediction with SOTA RNNs
Kütük, Yasin - In: International journal of strategic property management 28 (2024) 6, pp. 411-423
Persistent link: https://www.econbiz.de/10015445762
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Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis
Wang, Jianzhou; Wang, Shuai; Lv, Mengzheng; Jiang, He - In: Financial innovation : FIN 10 (2024), pp. 1-35
proposes a VaR estimator by combining quantile regression with"Mogrifier" recurrent neural networks to capture the "long memory …
Persistent link: https://www.econbiz.de/10014530222
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LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634690
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The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634883
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Cover Image
Artificial Neural Networks in forecasting the consumer bankruptcy risk with innovative ratios
Korol, Tomasz - In: Contemporary Economics 18 (2024) 4, pp. 391-407
This study aims to develop nine different consumer bankruptcy forecasting models with the help of three types of artificial neural networks and to verify the usefulness of new, innovative ratios for implementation in personal finance. A learning sample comprising 200 consumers, and a testing...
Persistent link: https://www.econbiz.de/10015326050
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