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Quantile regression
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ECONIS (ZBW)
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1
Modelling systemic risk using neural network quantile
regression
Keilbar, Georg
;
Wang, Weining
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10012819442
Saved in:
2
Conditional density forecast of China's energy demand via QRNN model
Cao, Shubo
;
Xu, Qifa
;
Jiang, Cuixia
;
He, Yaoyao
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 867-875
Persistent link: https://www.econbiz.de/10012130465
Saved in:
3
Residual value forecasting using asymmetric cost functions
Dress, Korbinian
;
Lessmann, Stefan
;
Mettenheim, …
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 551-565
Persistent link: https://www.econbiz.de/10012031040
Saved in:
4
Probabilistic electricity price forecasting with NARX networks : combine point or probabilistic forecasts?
Marcjasz, Grzegorz
;
Uniejewski, Bartosz
;
Weron, Rafał
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 466-479
Persistent link: https://www.econbiz.de/10012415156
Saved in:
5
Neural networks for quantile claim amount estimation : a quantile
regression
approach
Laporta, Alessandro G.
;
Levantesi, Susanna
;
Petrella, Lea
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 30-50
Persistent link: https://www.econbiz.de/10014519967
Saved in:
6
Forecasting VaR and ES by using deep quantile
regression
, GANs-based scenario generation, and heterogeneous market hypothesis
Wang, Jianzhou
;
Wang, Shuai
;
Lv, Mengzheng
;
Jiang, He
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-35
proposes a VaR estimator by combining quantile
regression
with"Mogrifier" recurrent neural networks to capture the "long memory …
Persistent link: https://www.econbiz.de/10014530222
Saved in:
7
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Karim, Sitara
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
8
Quantifying systemic risk in US industries using neural network quantile
regression
Naeem, Muhammad Abubakr
;
Karim, Sitara
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246851
Saved in:
9
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
10
Distributional neural networks for electricity price forecasting
Marcjasz, Grzegorz
;
Narajewski, Michał Andrzej
;
Weron, …
- In:
Energy economics
125
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014484407
Saved in:
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