Showing 1 - 10 of 92
Appropriate risk management is crucial to ensure the competitiveness of financial institutions and the stability of the economy. One widely used financial risk measure is Value-at-Risk (VaR). VaR estimates based on linear and parametric models can lead to biased results or even underestimation...
Persistent link: https://www.econbiz.de/10012919566
Deep learning has substantially advanced the state of the art in computer vision, natural language processing, and other fields. The paper examines the potential of deep learning for exchange rate forecasting. We systematically compare long short- term memory networks and gated recurrent units...
Persistent link: https://www.econbiz.de/10012827850
Persistent link: https://www.econbiz.de/10012284950
Publications are a vital element of any scientist’s career. It is not only the number of media outlets but aslo the quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and other disciplines are, therefore, widely used in...
Persistent link: https://www.econbiz.de/10011459002
Publications are a vital element of any scientist's career. It is not only the number of media outlets but aslo the quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and other disciplines are, therefore, widely used in...
Persistent link: https://www.econbiz.de/10012988064
Persistent link: https://www.econbiz.de/10001470768
Persistent link: https://www.econbiz.de/10001318059
Persistent link: https://www.econbiz.de/10003022951
Persistent link: https://www.econbiz.de/10003036386
The purpose of this work is to introduce one of the most promising among recently developed statistical techniques – the support vector machine (SVM) – to corporate bankruptcy analysis. An SVM is implemented for analysing such predictors as financial ratios. A method of adapting it to...
Persistent link: https://www.econbiz.de/10012966212