Narrow search
Showing 1 - 10 of 874,515
Cover Image
The best way to select features? : comparing MDA, LIME, and SHAP
Man, Xin; Chan, Ernest P. - In: The journal of financial data science 3 (2021) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10012486257
Cover Image
Rise of the machines : factor investing with artificial neural networks and the cross-section of expected stock returns
Aw, Edward N. W.; Jiang, Joshua; Jiang, John Q. - In: The journal of investing : JOI 29 (2019) 1, pp. 6-17
Persistent link: https://www.econbiz.de/10013177237
Cover Image
Deep hedging of derivatives using reinforcement learning
Cao, Jay; Chen, Jacky; Hull, John; Poulos, Zissis - In: The journal of financial data science 3 (2021) 1, pp. 10-27
Persistent link: https://www.econbiz.de/10012486250
Cover Image
The Golden Age of quant
Sorensen, Eric H. - In: The journal of portfolio management : a publication of … 46 (2019) 1, pp. 12-24
Persistent link: https://www.econbiz.de/10012433110
Cover Image
On the predictability of the equity premium using deep learning techniques
Iworiso, Jonathan; Vrontos, Spyridon - In: The journal of financial data science 3 (2021) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10012486254
Cover Image
Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios
Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; … - In: The journal of financial data science 3 (2021) 2, pp. 51-69
Persistent link: https://www.econbiz.de/10012519242
Cover Image
Machine learning algorithms to classify future returns using structured and unstructured data
Livnat, Joshua; Singh, Jyoti - In: The journal of investing : JOI 30 (2021) 3, pp. 62-78
Persistent link: https://www.econbiz.de/10012503379
Cover Image
Modelling the Shiller CAPE ratio, mean reversion, and return forecasts
Waser, Otto - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 155-171
Persistent link: https://www.econbiz.de/10012423072
Cover Image
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
Cover Image
Analysis of internet financial risks based on deep learning and BP neural network
Liu, Zixian; Du, Guansan; Zhou, Shuai; Lu, Haifeng; Ji, Han - In: Computational economics 59 (2022) 4, pp. 1481-1499
Persistent link: https://www.econbiz.de/10013261996