Which return regime induces overconfidence behavior? : artificial intelligence and a nonlinear approach
Year of publication: |
2023
|
---|---|
Authors: | Alp Coşkun, Esra ; Kahyaoglu, Hakan ; Lau, Chi Keung |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 9.2023, 1, Art.-No. 30, p. 1-34
|
Subject: | Artificial intelligence | Feed-forward neural networks | Local projections | Nonlinear Granger causality | Nonlinear impulse-response functions | Overconfidence | Return regime | Künstliche Intelligenz | Neuronale Netze | Neural networks | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-022-00446-2 [DOI] |
Classification: | C45 - Neural Networks and Related Topics ; G15 - International Financial Markets ; g41 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A bibliometric analysis of machine learning econometrics in asset pricing
Zapata, Hector O., (2022)
-
Chen, Shiyi, (2008)
-
Chen, Shiyi, (2016)
- More ...
-
Uncertainty and herding behavior : evidence from cryptocurrencies
Coskun, Esra Alp, (2020)
-
Feedback trading in global stock markets under uncertainty of COVID-19
Alp Coşkun, Esra, (2023)
-
Financial connectedness of energy and commodity markets and systemic risk
Kahyaoglu, Sezer Bozkuş, (2021)
- More ...