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subject:"Prognoseverfahren"
~isPartOf:"Journal of modelling in management"
~isPartOf:"Quantitative finance"
~subject:"Volatility"
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Search: subject_exact:"Neuronales Netz"
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Prognoseverfahren
Volatility
Neural networks
47
Neuronale Netze
47
Theorie
22
Theory
22
Forecasting model
18
Option pricing theory
13
Optionspreistheorie
13
Artificial intelligence
11
Künstliche Intelligenz
11
Stochastic process
11
Stochastischer Prozess
11
Volatilität
9
Experiment
8
Learning process
8
Lernprozess
8
Portfolio selection
8
Portfolio-Management
8
Deep learning
7
Artificial neural network
5
Machine learning
5
Neural network
5
Benchmarking
4
Börsenkurs
4
Estimation
4
Market microstructure
4
Marktmikrostruktur
4
Mathematical programming
4
Mathematische Optimierung
4
Modeling
4
Option pricing
4
Portfolio optimization
4
Share price
4
Analysis
3
Asset allocation
3
Black-Scholes model
3
Black-Scholes-Modell
3
Derivat
3
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English
23
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Khashei, Mehdi
3
Kashyap, Sachin
2
Amindoust, Atefeh
1
Babar, Muhammad
1
Bae, Hyeong-Ohk
1
Bahrami, Maryam
1
Bekiros, Stelios
1
Butler, Andrew
1
Cao, Jay
1
Cao, Yi
1
Chahkotahi, Fatemeh
1
Chahkoutahi, Fatemeh
1
Chen, Jacky
1
Csabai, István
1
Dhankar, Nikita
1
Funahashi, Hideharu
1
Fáth, Gábor
1
Gattoufi, Said
1
Germano, Guido
1
Govindaluri, Srikrishna Madhumohan
1
Gupta, Sachin
1
Gupta, Sanjeev
1
Hong, Youngjoon
1
Horvath, Blanka Nora
1
Hull, John
1
Hult, Henrik
1
Hultin, Hanna
1
Izumi, Kiyoshi
1
Kamel, Mahmoud Abdelrahman
1
Khattak, Akmal Saeed
1
Kim, Soohan
1
Kordrostami, Sohrab
1
Kunsági-Máté, Sándor
1
Kwon, Roy H.
1
Lahmiri, Salim
1
Lee, Muhyun
1
Liu, Xiaoquan
1
Masouleh, Marzieh Faridi
1
Matsushima, Hiroyasu
1
Molnár-Sáska, Gábor
1
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Journal of modelling in management
Quantitative finance
International journal of forecasting
74
Journal of forecasting
45
Computational economics
41
Risks : open access journal
29
Journal of risk and financial management : JRFM
24
European journal of operational research : EJOR
23
Decision analytics journal
22
Energy economics
21
International journal of production research
20
Technological forecasting & social change : an international journal
14
Working papers
14
Research in international business and finance
12
International Journal of Energy Economics and Policy : IJEEP
11
International journal of business information systems : IJBIS
11
International review of financial analysis
11
Neural networks in business forecasting
11
Financial innovation : FIN
10
International journal of networking and virtual organisations : IJNVO
10
International journal of production economics
10
Applied economics letters
9
International journal of electronic finance : IJEF
9
Journal of the Operational Research Society
9
Computers & operations research : and their applications to problems of world concern ; an international journal
8
Digital finance : smart data analytics, investment innovation, and financial technology
8
Intelligent systems in accounting finance and management : international journal
8
Journal of business research : JBR
8
Journal of information & knowledge management : JIKM
8
Transportation research / E : an international journal
8
Applied economics
7
Cogent economics & finance
7
Economic modelling
7
International journal of economics and finance
7
International journal of economics and financial issues : IJEFI
7
International journal of financial engineering
7
Journal of business economics and management
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The European journal of finance
7
Tourism economics : the business and finance of tourism and recreation
7
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ECONIS (ZBW)
23
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1
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
2
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
Saved in:
3
Analyzing predictors of pearl millet supply chain using an artificial neural network
Dhankar, Nikita
;
Routroy, Srikanta
;
Sharma, Satyendra Kumar
- In:
Journal of modelling in management
19
(
2024
)
4
,
pp. 1291-1315
Persistent link: https://www.econbiz.de/10014558593
Saved in:
4
SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
Saved in:
5
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
6
Review on volatility and return analysis including emerging developments : evidence from stock market empirics
Kashyap, Sachin
- In:
Journal of modelling in management
18
(
2023
)
3
,
pp. 756-816
Persistent link: https://www.econbiz.de/10014334988
Saved in:
7
Deep weighted Monte Carlo : a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
8
Operations-based classification of the bullwhip effect
Gupta, Sachin
;
Saxena, Anurag
- In:
Journal of modelling in management
17
(
2022
)
1
,
pp. 134-153
Persistent link: https://www.econbiz.de/10012886287
Saved in:
9
Electricity demand forecasting using fuzzy hybrid intelligence-based seasonal models
Khashei, Mehdi
;
Chahkoutahi, Fatemeh
- In:
Journal of modelling in management
17
(
2022
)
1
,
pp. 154-176
Persistent link: https://www.econbiz.de/10012886288
Saved in:
10
Distributed model for customer churn prediction using convolutional neural network
Tariq, Muhammad Usman
;
Babar, Muhammad
;
Poulin, Marc
; …
- In:
Journal of modelling in management
17
(
2022
)
3
,
pp. 853-863
Persistent link: https://www.econbiz.de/10013362653
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