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Generative Bayesian neural network model for risk-neutral pricing of American index options
Jang, Huisu; Lee, Jaewook - In: Quantitative finance 19 (2019) 4, pp. 587-603
Persistent link: https://www.econbiz.de/10012194699
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Encoding of high-frequency order information and prediction of short-term stock price by deep learning
Tashiro, Daigo; Matsushima, Hiroyasu; Izumi, Kiyoshi; … - In: Quantitative finance 19 (2019) 9, pp. 1499-1506
Persistent link: https://www.econbiz.de/10012194801
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Can machine learning approaches predict corporate bankruptcy? : evidence from a qualitative experimental design
Lahmiri, Salim; Bekiros, Stelios - In: Quantitative finance 19 (2019) 9, pp. 1569-1577
Persistent link: https://www.econbiz.de/10012194807
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Neural network-based automatic factor construction
Fang, Jie; Lin, Jianwu; Xia, Shutao; Xia, Zhikang; Hu, … - In: Quantitative finance 20 (2020) 12, pp. 2101-2114
Persistent link: https://www.econbiz.de/10012313587
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Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora; Muguruza, Aitor; Tomas, Mehdi - In: Quantitative finance 21 (2021) 1, pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
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Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu - In: Quantitative finance 21 (2021) 4, pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
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Stock market prediction based on adaptive training algorithm in machine learning
Kim, Hongjoong; Jun, Sookyung; Moon, Kyoung-Sook - In: Quantitative finance 22 (2022) 6, pp. 1133-1152
Persistent link: https://www.econbiz.de/10013367889
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An unsupervised deep learning approach to solving partial integro-differential equations
Fu, Weilong; Hirsa, Ali - In: Quantitative finance 22 (2022) 8, pp. 1481-1494
Persistent link: https://www.econbiz.de/10013367923
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On parametric optimal execution and machine learning surrogates
Chen, Tao; Ludkovski, Mike; Voß, Moritz - In: Quantitative finance 24 (2024) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10014551893
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A modified CTGAN-plus-features-based method for optimal asset allocation
Peña, José-Manuel; Suárez, Fernando; Larré, Omar; … - In: Quantitative finance 24 (2024) 3/4, pp. 465-479
Persistent link: https://www.econbiz.de/10014552083