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subject:"Risikomaß"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers"
~subject:"Forecasting model"
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Risikomaß
Forecasting model
Portfolio selection
117
Portfolio-Management
117
Theorie
51
Theory
51
Risk measure
30
Prognoseverfahren
23
Credit risk
21
Kreditrisiko
21
Risk management
20
Risikomanagement
19
Anlageverhalten
17
Behavioural finance
17
Capital income
15
Kapitaleinkommen
15
Risiko
14
Risk
14
Volatility
13
Volatilität
13
Financial investment
12
Kapitalanlage
12
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12
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12
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10
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10
Modellierung
10
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10
Scientific modelling
10
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9
ARCH-Modell
9
Mathematical programming
9
Mathematische Optimierung
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machine learning
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English
44
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Ślepaczuk, Robert
11
Billio, Monica
3
Chlebus, Marcin
3
Barro, Diana
2
Canestrelli, Elio
2
Colucci, Stefano
2
Jacobs, Michael <Jr.>
2
Michańków, Jakub
2
Sakowski, Paweł
2
Yang, Bill Huajian
2
Afonso, António
1
Barziy, Illya
1
Bieganowski, Bartosz
1
Buczyńsk, Mateusz
1
Caporin, Massimiliano
1
Casarin, Roberto
1
Cesarone, Francesco
1
Chen, Fen-ying
1
Chen, Wei
1
Chojnacki, Karol
1
Cipollini, Fabrizio
1
Cong, Chang
1
Cui, Kaijie
1
Du, Zunwei
1
Erdman, Donald
1
Fei, Glenn
1
Fischer, Matthias
1
Frattarolo, Lorenzo
1
Gallo, Giampiero M.
1
Gomes, Pedro
1
Gonpot, Preethee Nunkoo
1
Graham, Alasdair
1
Grudniewicz, Jan
1
Han, Chulwoo
1
Herzberg, Frederik
1
Hong, KiHoon
1
Hu, Zhenya
1
Jakubowski, Paweł
1
Karagozoglu, Ahmet K.
1
Kaufmann, Florian
1
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The journal of risk model validation
Working papers
Insurance / Mathematics & economics
111
Journal of banking & finance
102
European journal of operational research : EJOR
70
Finance research letters
64
Journal of risk
59
Quantitative finance
54
Risks : open access journal
51
International review of financial analysis
49
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of empirical finance
40
Economic modelling
38
Discussion paper / Tinbergen Institute
34
Applied economics
33
The European journal of finance
31
Research in international business and finance
29
Computational economics
28
International journal of forecasting
28
Journal of risk and financial management : JRFM
28
Journal of forecasting
27
Pacific-Basin finance journal
27
Research paper series / Swiss Finance Institute
27
International journal of theoretical and applied finance
26
The journal of asset management
26
Journal of financial economics
25
Journal of economic dynamics & control
24
International review of economics & finance : IREF
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Journal of econometrics
21
Energy economics
19
Finance and stochastics
18
Operations research
18
Journal of international financial markets, institutions & money
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Swiss Finance Institute Research Paper
16
The journal of credit risk : published quarterly by Incisive Media
15
Working paper
15
Econometric Institute research papers
14
Scandinavian actuarial journal
14
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ECONIS (ZBW)
44
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1
Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014507808
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
4
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
5
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
6
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
7
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
8
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
9
Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej
;
Sakowski, Paweł
-
2022
Persistent link: https://www.econbiz.de/10013473216
Saved in:
10
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
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