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Derivatives of feed-forward neural networks and their application in real-time market risk management

Ratku, Antal; Neumann, Dirk - In: OR spectrum : quantitative approaches in management 44 (2022) 3, pp. 947-965

Persistent link: https://www.econbiz.de/10013440686

Application of machine learning in algorithmic investment strategies on global stock markets

Grudniewicz, Jan; Ślepaczuk, Robert - In: Research in international business and finance 66 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014463386

The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index

Thi Thu Giang Nguyen; Ślepaczuk, Robert - 2022

Persistent link: https://www.econbiz.de/10013474013

Application of machine learning in quantitative investment strategies on global stock markets

Grudniewicz, Jan; Ślepaczuk, Robert - 2021

Persistent link: https://www.econbiz.de/10012816704

Market sentiments and artificial intelligence neural network algorithms in Taiwan derivatives markets

Li, Chung-Gee; Yu, Min-Teh; Chen, Chien-Yu; Hsu, Pei-Hsuan - In: Advances in Pacific Basin business, economics and finance 10 (2022), pp. 145-157

Persistent link: https://www.econbiz.de/10013207668

Electricity price forecasting with neural networks on EPEX order books

Schnürch, Simon; Wagner, Andreas - In: Applied mathematical finance 27 (2020) 3, pp. 189-206

Persistent link: https://www.econbiz.de/10012315166

Towards an early warning system for sovereign defaults leveraging on machine learning methodologies

Petropoulos, Anastasios; Siakoulis, Vasilis; … - In: Intelligent systems in accounting, finance & management 29 (2022) 2, pp. 118-129

Persistent link: https://www.econbiz.de/10013274258

Machine learning to predict grains futures prices

Brignoli, Paolo Libenzio; Varacca, Alessandro; … - In: Agricultural economics : the journal of the … 55 (2024) 3, pp. 479-497

Persistent link: https://www.econbiz.de/10014562813

Thermal coal futures trading volume predictions through the neural network

Jin, Bingzi; Xu, Xiaojie; Zhang, Yun - 2025

Persistent link: https://www.econbiz.de/10015372659

Modeling the yield curve of BRICS countries : parametric vs. machine learning techniques

Castello, Oleksandr; Resta, Marina - In: Risks : open access journal 10 (2022) 2, pp. 1-18

We compare parametric and machine learning techniques (namely: Neural Networks) for in-sample modeling of the yield curve of the BRICS countries (Brazil, Russia, India, China, South Africa). To such aim, we applied the Dynamic De Rezende-Ferreira five-factor model with time-varying decay...

Persistent link: https://www.econbiz.de/10013093028