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Finance research letters
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Portfolio optimization with feedback strategies based on artificial neural networks
Kopeliovich, Yaacov
;
Pokojovy, Michael
- In:
Finance research letters
69
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015191872
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2
Deep learning and technical analysis in cryptocurrency market
Goutte, Stéphane
;
Le, Hoang-Viet
;
Liu, Fei
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472779
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3
Determinants of non-performing loans : an explainable ensemble and deep neural network approach
Nwafor, Chioma Ngozi
;
Nwafor, Obumneme Zimuzor
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473660
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4
Predicting stock price crash risk in China : a modified graph WaveNet model
Jing, Zhongbo
;
Li, Qin
;
Zhao, Hongyi
;
Zhao, Yang
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531799
Saved in:
5
The application of feed forward neural networks to merger arbitrage : a return-based analysis
Braun, Declan
;
Han, Yue
;
Wang, Heng
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014583408
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6
Predicting oil prices : a comparative analysis of machine learning and image recognition algorithms for trend prediction
Göncü, Ahmet
;
Kuzubaş, Tolga U.
;
Saltoğlu, Burak
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062432
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7
Enhancing digital cryptocurrency trading price prediction with an attention-based convolutional and recurrent neural network approach : the case of Ethereum
Shang, Dawei
;
Guo, Ziyu
;
Wang, Hui
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062586
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8
New-type infrastructure and corporate digital transformation : evidence from a multimethod machine learning approach
Chen, Chen
;
Xue, Zhixin
- In:
Finance research letters
74
(
2025
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015406650
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9
Modeling the contemporaneous duration dependence for high-frequency stock prices
Chu, Ba
;
Voia, Marcel-Christian
- In:
Finance research letters
7
(
2010
)
3
,
pp. 148-162
Persistent link: https://www.econbiz.de/10009272759
Saved in:
10
Modeling duration clusters with dynamic copulas
Wing Lon Ng
- In:
Finance research letters
5
(
2008
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10003751303
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