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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Computational economics"
~subject:"Optimale Besteuerung"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
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Optimale Besteuerung
Prognoseverfahren
Risk
Theorie
544
Theory
544
Forecasting model
89
Time series analysis
74
Zeitreihenanalyse
74
Portfolio selection
70
Portfolio-Management
70
Mathematical programming
68
Mathematische Optimierung
68
Agent-based modeling
65
Agentenbasierte Modellierung
65
Volatility
45
Volatilität
45
Stochastic process
43
Stochastischer Prozess
43
Simulation
40
Börsenkurs
37
Share price
37
Estimation
35
Neural networks
34
Neuronale Netze
34
Schätzung
34
State space model
29
Zustandsraummodell
29
Learning process
28
Lernprozess
28
Stock market
28
Aktienmarkt
27
Financial market
24
Finanzmarkt
24
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Evolutionary algorithm
22
Evolutionärer Algorithmus
22
Algorithm
21
Algorithmus
21
Markov chain
21
Markov-Kette
21
Risikomaß
21
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Undetermined
89
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2
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Article
108
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Article in journal
Survey
Aufsatz in Zeitschrift
Reprint
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English
108
Author
All
Sun, Edward W.
3
Avdoulas, Christos
2
Beaumont, Paul Michael
2
Bekiros, Stelios
2
Boubaker, Heni
2
Chen, Yi-Ting
2
Gupta, Rangan
2
Karathanasopoulos, Andreas
2
Liang, Rubing
2
Müller, Fernanda Maria
2
Righi, Marcelo Brutti
2
Theofilatos, Konstantinos
2
Xia, Qiang
2
Yilmaz, Firat Melih
2
Yu, Min-Teh
2
Abbes, Mouna Boujelbène
1
Acosta-González, Eduardo
1
Affes, Zeineb
1
Afuecheta, Emmanuel
1
Ahmadpour, Ahmad
1
Ahmed, Mansoor
1
Alcañiz, Manuela
1
Alexi, Ariel
1
Aminimehr, Akbar
1
Aminimehr, Amin
1
Aminimehr, Amirhossein
1
Antognini, Jonathan
1
Arabaci, Ozer
1
Arce, Paola
1
Arroyo, Javier
1
Asai, Manabu
1
Atli, Ayca Hatice
1
Badshah, Muffasir
1
Bahramian, Pejman
1
Band, Shahab S.
1
Banerjee, Sayak
1
Bas, Eren
1
Bazrkar, Mohammad Javad
1
Belkacem, Lotfi
1
Bellalah, Mondher
1
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Computational economics
International journal of forecasting
709
Journal of forecasting
436
European journal of operational research : EJOR
343
Insurance / Mathematics & economics
300
Economics letters
278
Journal of public economics
235
Journal of economic dynamics & control
186
Economic modelling
172
Journal of economic theory
168
Management science : journal of the Institute for Operations Research and the Management Sciences
158
Journal of banking & finance
153
Journal of econometrics
146
Risks : open access journal
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Finance research letters
135
International tax and public finance
129
Journal of risk and uncertainty : JRU
129
Energy economics
128
Applied economics
120
Journal of economic behavior & organization : JEBO
116
Applied economics letters
115
Journal of monetary economics
114
Journal of public economic theory
108
Journal of empirical finance
107
European economic review : EER
97
International review of economics & finance : IREF
94
International journal of production economics
90
Macroeconomic dynamics
87
International journal of production research
86
Journal of financial economics
86
American journal of agricultural economics
85
International review of financial analysis
85
Quantitative finance
85
Technological forecasting & social change : an international journal
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
International economic review
78
Theory and decision : an international journal for multidisciplinary advances in decision science
77
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
75
Journal of macroeconomics
75
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ECONIS (ZBW)
108
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1
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
2
Predict stock prices using supervised learning algorithms and particle swarm optimization algorithm
Bazrkar, Mohammad Javad
;
Hosseini, Soodeh
- In:
Computational economics
62
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10014327292
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
5
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
6
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
7
Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
Saved in:
8
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Saved in:
9
Predicting natural gas prices based on a novel hybrid model with variational mode decomposition
Lu, Qin
;
Liao, Jingwen
;
Chen, Kechi
;
Liang, Yanhui
;
Lin, Yu
- In:
Computational economics
63
(
2024
)
2
,
pp. 639-678
Persistent link: https://www.econbiz.de/10014472537
Saved in:
10
Enhancement of neural networks model's predictions of currencies exchange rates by phase space reconstruction and harris hawks’ optimization
Khan, Haider Ali
;
Ghorbani, Shahryar
;
Shabani, Elham
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 835-860
Persistent link: https://www.econbiz.de/10014475063
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