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Subject
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Sharpe ratios 2 / modele klasyfikacyjne 1 Absolute excess return 1 Active fixed-income management 1 Agricultural Finance 1 Anleihe 1 Aprendizaje automático 1 Artificial intelligence 1 Bond 1 Capital income 1 Duration management 1 Exceso de retorno 1 Farm Management 1 Financial Economics 1 Forecasting model 1 Gestión activa de renta fija 1 Gestión de duración 1 Insolvency Prognosis 1 Kapitaleinkommen 1 Künstliche Intelligenz 1 Lasso logit regressions 1 Lasso logitregressions 1 Machine learning 1 Modelos probabilísticos o de clasificación 1 Métodos econométricos y estadísticos : cuestiones especiales 1 Non-parametric Classification models 1 Portfolio selection 1 Portfolio-Management 1 Predicción 1 Probabilistic or classification models 1 Prognoseverfahren 1 Ratios de Sharpe 1 Redes neuronales 1 Regresiones logísticas Lasso 1 Research Methods/ Statistical Methods 1 SVMs 1 Selección y gestión de carteras 1 Statistical Learning Theory 1 absolute excess return 1 active fixed-income management 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 2 Article 1 Other 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3 Undetermined 1
Author
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Torres, Diego 2 De Luis, Mercedes 1 Härdle, Wolfgang 1 Kisielińska, Joanna 1 Lee, Yuh-Jye 1 Luis, Mercedes de 1 Rodríguez Alfonso, Emilio 1 Rodríguez, Emilio 1 Schäfer, Dorothea 1 Yeh, Yi-Ren 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Documentos de trabajo / Banco de España 1 Problems of World Agriculture / Problemy Rolnictwa Światowego 1 SFB 649 Discussion Papers 1
Source
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RePEc 2 BASE 1 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Machine learning applied to active fixed-income portfolio management : a lasso logit approach
De Luis, Mercedes; Rodríguez, Emilio; Torres, Diego - 2023
Persistent link: https://www.econbiz.de/10014366195
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Panelowe klasyfikacyjne modele upadłości ekonomicznej gospodarstw rolniczych
Kisielińska, Joanna - In: Problems of World Agriculture / Problemy Rolnictwa … 04 (2008) 19
Four classification models of economic bankruptcy of farms based on panel data are presented in the article. The …
Persistent link: https://www.econbiz.de/10011201075
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The Default Risk of Firms Examined with Smooth Support Vector Machines
Härdle, Wolfgang; Lee, Yuh-Jye; Schäfer, Dorothea; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitabil- ity of Smooth...
Persistent link: https://www.econbiz.de/10005207945
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Machine learning applied to active fixed-income portfolio management: a Lasso logit approach
Luis, Mercedes de; Rodríguez Alfonso, Emilio; Torres, Diego
El uso de métodos cuantitativos es fundamental en la gestión de carteras de inversores institucionales. En la última década, se han realizado diversos estudios empíricos que emplean modelos probabilísticos o de clasificación para predecir los rendimientos del mercado de valores, modelar...
Persistent link: https://www.econbiz.de/10014340705
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