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Quantitative finance
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Identifying the influential factors of commodity futures prices through a new text mining approach
Li, Jianping
;
Li, Guowen
;
Zhu, Xiaoqian
;
Yao, Yanzhen
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1967-1981
Persistent link: https://www.econbiz.de/10012313531
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2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
4
A cost-sensitive ensemble deep forest approach for extremely imbalanced credit fraud detection
Zhao, Fang
;
Li, Gang
;
Lyu, Yanxia
;
Ma, Hongdong
;
Zhu, …
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1397-1409
Persistent link: https://www.econbiz.de/10014419167
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