Search Results - subject:"recurrent neural networks"

Investment portfolio optimization based on modern portfolio theory and deep learning models

Wysocki, Maciej; Sakowski, Paweł - 2022

Persistent link: https://www.econbiz.de/10013473216

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

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

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

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

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

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

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

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

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