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  • Search: subject_exact:"Neural networks"
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Year of publication
Subject
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Neural networks 2,484 Neuronale Netze 2,204 Theorie 1,252 Theory 1,241 Prognoseverfahren 909 Forecasting model 902 USA 518 United States 517 neural networks 483 Neuronales Netz 273 Zeitreihenanalyse 259 Time series analysis 251 Estimation 158 Schätzung 156 Artificial intelligence 141 Künstliche Intelligenz 141 Neural Networks 138 Wechselkurs 132 Exchange rate 127 Fuzzy sets 118 Fuzzy-Set-Theorie 118 Deutschland 112 Börsenkurs 110 Germany 109 Share price 109 Credit rating 106 Kreditwürdigkeit 106 Regressionsanalyse 100 Regression analysis 98 Lernprozess 91 Learning process 90 Volatility 88 Volatilität 88 Insolvency 87 Insolvenz 87 Prognose 82 Data Mining 80 machine learning 79 Stock market 77 Aktienmarkt 76
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Online availability
All
Undetermined 777 Free 766
Type of publication
All
Article 2,108 Book / Working Paper 1,078 Other 11 Journal 1
Type of publication (narrower categories)
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Article in journal 1,356 Aufsatz in Zeitschrift 1,356 Graue Literatur 328 Non-commercial literature 328 Working Paper 328 Aufsatz im Buch 298 Book section 298 Arbeitspapier 292 Hochschulschrift 176 Thesis 152 Dissertation u.a. Prüfungsschriften 66 Bibliografie enthalten 48 Bibliography included 48 Article 38 Collection of articles of several authors 36 Sammelwerk 36 Aufsatzsammlung 17 Konferenzschrift 17 Conference paper 16 Konferenzbeitrag 16 Case study 11 Conference proceedings 11 Fallstudie 11 Lehrbuch 10 Textbook 9 Collection of articles written by one author 6 Sammlung 6 Systematic review 6 Übersichtsarbeit 6 Forschungsbericht 5 Congress Report 4 Amtsdruckschrift 2 CD-ROM, DVD 2 Conference Paper 2 Glossar enthalten 2 Glossary included 2 Government document 2 Handbook 2 Handbuch 2 Reprint 2
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Language
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English 2,170 Undetermined 547 German 425 Spanish 25 French 12 Italian 7 Portuguese 4 Russian 4 Czech 3 Polish 2 Slovak 2 Slovenian 2 Hungarian 1 Dutch 1 Norwegian 1 Swedish 1
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Author
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Nijkamp, Peter 30 Medeiros, Marcelo C. 25 Reggiani, Aura 25 Kapetanios, George 23 White, Halbert 21 May, Constantin 20 Gottschling, Andreas 19 Corsten, Hans 17 Anders, Ulrich 16 Claveria, Oscar 16 Torra, Salvador 16 Baetge, Jörg 15 Blake, Andrew P. 15 Hruschka, Harald 15 McAleer, Michael 15 Giovanis, Eleftherios 14 Dijk, Herman K. van 13 Patuelli, Roberto 13 Dunis, Christian 12 Haefke, Christian 12 Wiedmann, Klaus-Peter 12 Binner, Jane M. 11 Mettenheim, Hans-Jörg von 11 Monte, Enric 11 Teräsvirta, Timo 11 Wüthrich, Mario V. 11 Breitner, Michael H. 10 Dijk, H.K. van 10 Häfke, Christian 10 Kaashoek, Johan F. 10 McNelis, Paul D. 10 Wanke, Peter 10 Andreou, Andreas S. 9 Crone, Sven F. 9 Korn, Olaf 9 Rech, Gianluigi 9 Sermpinis, Georgios 9 van Dijk, Herman K. 9 Azadeh, Mohammad Ali 8 Barros, Carlos Pestana 8
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 Society for Computational Economics - SCE 18 Erasmus University Rotterdam, Econometric Institute 11 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 11 EconWPA 7 School of Economics and Finance, Queen Mary 7 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 6 National Bureau of Economic Research 5 Ekonomiska forskningsinstitutet <Stockholm> 4 Queen Mary College / Department of Economics 4 Bank of Greece 3 Centre of Financial Studies 3 Department of Econometrics and Business Statistics, Monash Business School 3 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 3 Deutsche Bank Research 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 3 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 3 National Institute of Economic and Social Research 3 Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia 3 Universität Kaiserslautern / Lehrstuhl für Produktionswirtschaft 3 Université Paris-Dauphine (Paris IX) 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 2 Departamento de Economía Aplicada, Facultade de Ciencias Económicas e Empresariais 2 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics, Management School 2 Department of Economics, Oxford University 2 Department of Economics, University of California-San Diego (UCSD) 2 Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento 2 Facultat d'Economia i Empresa, Universitat de Barcelona 2 Faculteit Economie en Bedrijfskunde, Universiteit Gent 2 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 2 Faculty of Economics, University of Cambridge 2 Gottfried Wilhelm Leibniz Universität Hannover 2 IGI Global 2 Institut für Höhere Studien 2 Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe> 2 Santa Fe Institute 2
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Published in...
All
International journal of forecasting 49 Physica A: Statistical Mechanics and its Applications 47 Journal of forecasting 36 Mathematics and Computers in Simulation (MATCOM) 35 Europäische Hochschulschriften / 5 34 International journal of production research 32 Computational economics 24 Renewable Energy 24 European journal of operational research : EJOR 23 Journal of risk and financial management : JRFM 21 MPRA Paper 19 Risks : open access journal 19 Risks 16 Water Resources Management 15 International journal of production economics 14 Discussion paper / Tinbergen Institute 13 Economic modelling 12 International journal of business information systems : IJBIS 12 Journal of business economics and management 12 Journal of econometrics 12 Quantitative finance 12 The European journal of finance 12 Computers & operations research : and their applications to problems of world concern ; an international journal 11 Econometric Institute Report 11 Econometric Institute Research Papers 11 Gabler Edition Wissenschaft 11 International journal of electronic finance : IJEF 11 Schriften zum Produktionsmanagement 11 Betriebswirtschaftliche Anwendungen des Soft Computing : neuronale Netze, Fuzzy-Systeme und evolutionäre Algorithmen 10 Discussion paper 10 Journal of Risk and Financial Management 10 Technological forecasting & social change : an international journal 10 Artificial neural networks in finance and manufacturing 9 Decision support systems : DSS ; the international journal 9 Economics letters 9 International journal of productivity and quality management : IJPQM 9 Journal of economic dynamics & control 9 Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 9 Advances in business and management forecasting 8 Applications of artificial intelligence in finance and economics 8
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Source
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ECONIS (ZBW) 2,389 RePEc 545 USB Cologne (EcoSocSci) 143 EconStor 76 BASE 28 Other ZBW resources 17
Showing 1 - 50 of 3,198
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Machine learning the carbon footprint of Bitcoin mining
Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-30
Building on an economic model of rational Bitcoin mining, we measured the carbon footprint of Bitcoin mining power consumption using feed-forward neural networks. We found associated carbon footprints of 2.77, 16.08 and 14.99 MtCO2e for 2017, 2018 and 2019 based on a novel bottom-up approach,...
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Machine learning for predicting stock return volatility
Filipović, Damir; Khalilzadeh, Amir - 2021
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Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15
In this paper, a feed-forward artificial neural network (ANN) is used to price Johannesburg Stock Exchange (JSE) Top 40 European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the prices obtained using the Black-Scholes (BS) model....
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Transfer learning for business cycle identification
Chauvet, Marcelle; Guimarães, Rafael Rockenbach da Silva - 2021
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Composite financial performance index prediction : a neural networks approach
Sabău Popa, Diana Claudia; Popa, Dorina Nicoleta; … - In: Journal of business economics and management 22 (2021) 2, pp. 277-296
Financial indicators are the most used variables in measuring the business performance of companies, signaling about the financial position, comprehensive income, and other significant reporting aspects. In a competitive environment, the performance measurement model allows performing...
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Regularization of autoencoders for bank client profiling based on financial transactions
Filchenkov, Andrey; Khanzhina, Natalia; Tsai, Arina; … - In: Risks : open access journal 9 (2021) 3, pp. 1-16
Predicting if a client is worth giving a loan-credit scoring-is one of the most essential and popular problems in banking. Predictive models for this goal are built on the assumption that there is a dependency between the client's profile before the loan approval and their future behavior....
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Moody's ratings statistical forecasting for industrial and retail firms
Caridad y López del Río, Lorena; García-Moreno … - In: Economies : open access journal 9 (2021) 4, pp. 1-15
Long-term ratings of companies are obtained from public data plus some additional nondisclosed information. A model based on data from firms' public accounts is proposed to directly obtain these ratings, showing fairly close similitude with published results from Credit Rating Agencies. The...
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An optimal model of financial distress prediction : a comparative study between neural networks and logistic regression
Zizi, Youssef; Jamali-Alaoui, Amine; El Goumi, Badreddine; … - In: Risks : open access journal 9 (2021) 11, pp. 1-24
In the face of rising defaults and limited studies on the prediction of financial distress in Morocco, this article aims to determine the most relevant predictors of financial distress and identify its optimal prediction models in a normal Moroccan economic context over two years. To achieve...
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Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders; Lapitskaya, Darya; Eratalay, M. Hakan; … - 2021
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Bankruptcy prediction model based on business risk reports : use of natural language processing techniques
Rasolomanana, Onjaniaina Mianin'Harizo - 2021
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A neural network Monte Carlo approximation for expected utility theory
Zhu, Yichen; Escobar, Marcos - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18
This paper proposes an approximation method to create an optimal continuous-time portfolio strategy based on a combination of neural networks and Monte Carlo, named NNMC. This work is motivated by the increasing complexity of continuous-time models and stylized facts reported in the literature....
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Stochastic analysis and neural network-based yield prediction with precision agriculture
Shoshi, Humayra; Hanson, Erik; Nganje, William; … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-17
In this paper, we propose a general mathematical model for analyzing yield data. The data analyzed in this paper come from a characteristic corn field in the upper midwestern United States. We derive expressions for statistical moments from the underlying stochastic model. Consequently, we...
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The impact of the Covid-19 pandemic on key indicators of personnel security : a study with neural network technologies
Martyniuk, Volodymyr; Tsygylyk, Natalia; Skowron, Stanisław - In: European research studies 24 (2021) 2, pp. 141-151
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Predicting inflation with neural networks
Paranhos, Livia - 2021
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Latent segmentation of stock trading strategies using multi-modal imitation learning
Maeda, Iwao; DeGraw, David; Kitano, Michiharu; … - In: Journal of risk and financial management : JRFM 13 (2020) 11/250, pp. 1-12
While exchanges and regulators are able to observe and analyze the individual behavior of financial market participants through access to labeled data, this information is not accessible by other market participants nor by the general public. A key question, then, is whether it is possible to...
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Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020
In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to penalized regressions and ensemble of models. The...
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Deep learning, predictability, and optimal portfolio returns
Babiak, Mykola; Baruník, Jozef - 2020
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Neural networks and value at risk
Arimond, Alexander; Borth, Damian S.; Hoepner, Andreas G. F. - 2020
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A machine learning approach to portfolio pricing and risk management for high-dimensional problems
Fernandez Arjona, Lucio; Filipović, Damir - 2020
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A gated recurrent unit approach to bitcoin price prediction
Dutta, Aniruddha; Kumar, Saket; Basu, Meheli - In: Journal of risk and financial management : JRFM 13 (2020) 2/23, pp. 1-16
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price and volatility. Machine learning models like recurrent...
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Neural network pricing of American put options
Gaspar, Raquel M.; Lopes, Sara Dutra; Sequeira, Bernardo - In: Risks : open access journal 8 (2020) 3/73, pp. 1-24
In this study, we use Neural Networks (NNs) to price American put options. We propose two NN models-a simple one and a more complex one-and we discuss the performance of two NN models with the Least-Squares Monte Carlo (LSM) method. This study relies on American put option market prices, for...
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Deep local volatility
Chataigner, Marc; Crépey, Stéphane; Dixon, Matthew F. - In: Risks : open access journal 8 (2020) 3/82, pp. 1-18
Deep learning for option pricing has emerged as a novel methodology for fast computations with applications in calibration and computation of Greeks. However, many of these approaches do not enforce any no-arbitrage conditions, and the subsequent local volatility surface is never considered. In...
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Nagging predictors
Richman, Ronald; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 3/83, pp. 1-26
We define the nagging predictor, which, instead of using bootstrapping to produce a series of i.i.d. predictors, exploits the randomness of neural network calibrations to provide a more stable and accurate predictor than is available from a single neural network run. Convergence results for the...
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Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison
Horák, Jakub; Vrbka, Jaromir; Suler, Petr - In: Journal of risk and financial management : JRFM 13 (2020) 3/60, pp. 1-15
Bankruptcy prediction is always a topical issue. The activities of all business entities are directly or indirectly affected by various external and internal factors that may influence a company in insolvency and lead to bankruptcy. It is important to find a suitable tool to assess the future...
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Voting: a machine learning approach
Burka, Dávid; Puppe, Clemens; Szepesváry, László; … - 2020
Voting rules can be assessed from quite different perspectives: the axiomatic, the pragmatic, in terms of computational or conceptual simplicity, susceptibility to manipulation, and many others aspects. In this paper, we take the machine learning perspective and ask how 'well' a few prominent...
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Prediction of European stock indexes using neuro-fuzzy technique
Janková, Zuzana; Dostál, Petr - In: Trends economics and management 14 (2020) 35, pp. 45-57
Purpose of the article: The paper is focused on the forecast of stock markets of the Central European countries, known as V4, by means of soft computing. The tested model is constructed by a combination of fuzzy logic and artificial neural networks. A total of four SAX, PX, BUX, WIG stock...
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The use of neural networks to determine value based drivers for SMEs operating in the rural areas of the Czech Republic
Vrbka, Jaromír - In: Oeconomia Copernicana 11 (2020) 2, pp. 325-346
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Assessing asset-liability risk with neural networks
Cheridito, Patrick; Ery, John; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 1/16, pp. 1-17
We introduce a neural network approach for assessing the risk of a portfolio of assets and liabilities over a given time period. This requires a conditional valuation of the portfolio given the state of the world at a later time, a problem that is particularly challenging if the portfolio...
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Machine learning the carbon footprint of Bitcoin mining
Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-30
Building on an economic model of rational Bitcoin mining, we measured the carbon footprint of Bitcoin mining power consumption using feed-forward neural networks. We found associated carbon footprints of 2.77, 16.08 and 14.99 MtCO2e for 2017, 2018 and 2019 based on a novel bottom-up approach,...
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A change management approach with the support of the balanced scorecard and the utilization of artificial neural networks
Psarras, Alkinoos; Anagnostopoulos, Theodoros; Salmon, … - In: Administrative Sciences : open access journal 12 (2022) 2, pp. 1-15
Artificial Intelligence (AI) has revolutionized the way organizations face decision-making issues. One of these crucial elements is the implementation of organizational changes. There has been a wide-spread adoption of AI techniques in the private sector, whereas in the public sector their use...
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A hybrid model based on bidirectional long short-term memory neural network and Catboost for short-term electricity spot price forecasting
Fleyeh, Hasan; Bales, Chris - In: Journal of the Operational Research Society 73 (2022) 2, pp. 301-325
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Comparing parametric, semi parametric and non-parametric early warning systems for banking crisis: Indian context
Gupta, Neha; Kumar, Arya - In: Global business & economics review 26 (2022) 2, pp. 111-134
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A novel implementation of Siamese type neural networks in predicting rare fluctuations in financial time series
Basu, Treena; Menzer, Olaf; Ward, Joshua; SenGupta, Indranil - In: Risks : open access journal 10 (2022) 2, pp. 1-16
Stock trading has tremendous importance not just as a profession but also as an income source for individuals. Many investment account holders use the appreciation of their portfolio (as a combination of stocks or indexes) as income for their retirement years, mostly betting on stocks or indexes...
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The applications of artificial neural networks, support vector machines, and long-short term memory for stock market prediction
Chhajer, Parshv; Shah, Manan; Kshirsagar, Ameya - In: Decision analytics journal 2 (2022)
The future is unknown and uncertain, but there are ways to predict future events and reap the rewards safely. One such opportunity is the application of machine learning and artificial intelligence for stock market prediction. The stock market is turbulent, yet using artificial intelligence to...
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AI in marketing, consumer research and psychology : a systematic literature review and research agenda
Mariani, Marcello M.; Perez-Vega, Rodrigo; Wirtz, Jochen - In: Psychology & marketing 39 (2022) 4, pp. 755-776
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Collective reserving using individual claims data
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 1-28
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CVaR prediction model of the investment portfolio based on the convolutional neural network facilitates the risk management of the financial market
Wu, Zheng; Qiao, Yan; Huang, Shuai; Liu, HsienChen - In: Journal of global information management 30 (2022) 7, pp. 1-19
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Point and interval forecasts of death rates using neural networks
Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360
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Predictive market making via machine learning
Haider, Abbas; Wang, Hui; Scotney, Bryan; Hawe, Glenn - In: Operations research forum 3 (2022) 1, pp. 1-21
Persistent link: https://ebtypo.dmz1.zbw/10012819335
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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
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HARNet : a convolutional neural network for realized volatility forecasting
Reisenhofer, Rafael; Bayer, Xandro; Hautsch, Nikolaus - 2022
Despite the impressive success of deep neural networks in many application areas, neural network models have so far not been widely adopted in the context of volatility forecasting. In this work, we aim to bridge the conceptual gap between established time series approaches, such as the...
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Comparative characteristics of the ability of convolutional neural networks to the concept of transfer learning
Khotsyanovsky, Vladimir - In: Technology audit and production reserves 1 (2022) 2/63, pp. 10-13
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Bayesian estimation of economic simulation models using neural networks
Platt, Donovan - In: Computational economics 59 (2022) 2, pp. 599-650
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Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2022
Economists typically make simplifying assumptions to make the solution and estimation of their highly complex models feasible. These simplifications include approximating the true nonlinear dynamics of the model, disregarding aggregate uncertainty or assuming that all agents are identical. While...
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Building energy consumption prediction using neural-based models
Buturache, Adrian-Nicolae; Stancu, Stelian - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 2, pp. 30-38
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Time series forecasting of domestic shipping market : comparison of SARIMAX, ANN-based models and SARIMAX-ANN hybrid model
Fiskin, Cemile Solak; Turgut, Ozgu; Westgaard, Sjur; … - In: International journal of shipping and transport … 14 (2022) 3, pp. 193-221
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The search for time-series predictability-based anomalies
Ospina-Holguín, Javier Humberto; Padilla-Ospina, Ana Milena - In: Journal of business economics and management 23 (2022) 1, pp. 1-19
This paper introduces a new algorithm for exploiting time-series predictability-based patterns to obtain an abnormal return, or alpha, with respect to a given benchmark asset pricing model. The algorithm proposes a deterministic daily market timing strategy that decides between being fully...
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A dynamic scenario-driven technique for stock price prediction and trading
Thesia, Yash; Oza, Vidhey; Thakkar, Priyank - In: Journal of forecasting 41 (2022) 3, pp. 653-674
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Modeling company's financial sustainability with the use of artificial neural networks
Debunov, Leonid - In: Economy and forecasting : scientific journal (2019) 3, pp. 76-93
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Deeptriangle : a deep learning approach to loss reserving
Kuo, Kevin - In: Risks : open access journal 7 (2019) 3/97, pp. 1-12
We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving data across lines of business, and show that they...
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