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Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns

Chen, Shiyi - 2017

In recent years, support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for …

Persistent link: https://www.econbiz.de/10012966267

Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression

Wang, Jujie; Zhuang, Zhenzhen; Gao, Dongming; Li, Yang; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 397-421

Persistent link: https://www.econbiz.de/10014372898

Climate finance : mapping air pollution and finance market in time series

Fang, Zheng; Xie, Jianying; Peng, Ruiming; Wang, Sheng - In: Econometrics : open access journal 9 (2021) 4, pp. 1-15

, and O3 are the target pollutant in the atmosphere and we use a deep neural network to enhance the regression analysis in … air pollution and enhance the time series regression in the financial market. The main contribution in our paper is …

Persistent link: https://www.econbiz.de/10012697560

Predicting stock price using two-stage machine learning techniques

Zhang, Jun; Li, Lan; Chen, Wei - In: Computational economics 57 (2021) 4, pp. 1237-1261

Persistent link: https://www.econbiz.de/10012543291

Enhanced forecasting methods, fat tails, and their applications in finance

Scherrer, Christian - 2010

Persistent link: https://www.econbiz.de/10008842522

Price overreactions in the FOREX and trading strategies

Caporale, Guglielmo Maria; Plastun, Alex - 2019

Persistent link: https://www.econbiz.de/10011996356

Momentum and contrarian effects in the Ukrainian stock market : case of daily overreactions

Plastun, Alex; Strochenko, Nataliya; Zhmaylova, Olga; … - In: Investment management and financial innovations 17 (2020) 1, pp. 24-34

Persistent link: https://www.econbiz.de/10012299781

Momentum effects in the cryptocurrency market after one-day abnormal returns

Caporale, Guglielmo Maria; Plastun, Alex - 2019

This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market. For this purpose a number of hypotheses of interest are tested for the BitCoin, Ethereum and LiteCoin exchange rates vis-à-vis the US dollar over the period...

Persistent link: https://www.econbiz.de/10012118561

American-type options : stochastic approximation methods

Silvestrov, Dmitrii - 2015

Persistent link: https://www.econbiz.de/10010236724

American-Type Options : Stochastic Approximation Methods, Volume 1

2013 - 1. Aufl.

This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. It is the first volume of the comprehensive two volumes monograph. Dmitrii S. Silvestrov, Stockholm...

Persistent link: https://www.econbiz.de/10011830537