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A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann; Grunspan, Cyril - In: European journal of operational research : EJOR 249 (2016) 1, pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
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A two-stage classification technique for bankruptcy prediction
Jardin, Philippe du - In: European journal of operational research : EJOR 254 (2016) 1, pp. 236-252
Persistent link: https://www.econbiz.de/10011503292
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Deep neural networks, gradient-boosted trees, random forests : statistical arbitrage on the S&P 500
Krauss, Christopher; Do, Xuan Anh; Huck, Nicolas - In: European journal of operational research : EJOR 259 (2017) 2, pp. 689-702
Persistent link: https://www.econbiz.de/10011661795
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Deep learning with long short-term memory networks for financial market predictions
Fischer, Thomas; Krauss, Christopher - In: European journal of operational research : EJOR 270 (2018) 2, pp. 654-669
Persistent link: https://www.econbiz.de/10011869420
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Forecasting corporate failure using ensemble of self-organizing neural networks
Jardin, Philippe du - In: European journal of operational research : EJOR 288 (2021) 3, pp. 869-885
Persistent link: https://www.econbiz.de/10012387380
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Strategic fire-sales and price-mediated contagion in the banking system
Braouezec, Yann; Wagalath, Lakshithe - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1180-1197
Persistent link: https://www.econbiz.de/10011990311
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Bankruptcy prediction using terminal failure processes
Jardin, Philippe du - In: European journal of operational research : EJOR 242 (2015) 1, pp. 286-303
Persistent link: https://www.econbiz.de/10010488004