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Adaptive weights clustering of research papers
Adamyan, Larisa; Efimov, Kirill; Chen, Yi-Hsuan; … - In: Digital finance : smart data analytics, investment … 2 (2020) 3/4, pp. 169-187
Persistent link: https://www.econbiz.de/10012416297
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A comparison of modern deep neural network architectures for energy spot price forecasting
Cordoni, F. - In: Digital finance : smart data analytics, investment … 2 (2020) 3/4, pp. 189-210
Persistent link: https://www.econbiz.de/10012416298
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On cointegration and cryptocurrency dynamics
Keilbar, Georg; Zhang, Yanfen - In: Digital finance : smart data analytics, investment … 3 (2021) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012543482
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Evaluation of multi-asset investment strategies with digital assets
Petukhina, Alla; Sprünken, Erin - In: Digital finance : smart data analytics, investment … 3 (2021) 1, pp. 45-79
Persistent link: https://www.econbiz.de/10012543489
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Robo-advising : a dynamic mean-variance approach
Dai, Min; Jin, Hanqing; Kou, Steven; Xu, Yuhong - In: Digital finance : smart data analytics, investment … 3 (2021) 2, pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
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DeepVaR : a framework for portfolio risk assessment leveraging probabilistic deep neural networks
Fatouros, Georgios; Makridis, Georgios; Kotios, Dimitrios; … - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 29-56
Persistent link: https://www.econbiz.de/10014251567
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Forecasting the term structure of commodities future prices using machine learning
Figueiredo, Mario; Saporito, Yuri F. - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 57-90
Persistent link: https://www.econbiz.de/10014251568
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Deep learning algorithms for hedging with frictions
Shi, Xiaofei; Xu, Daran; Zhang, Zhanhao - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 113-147
Persistent link: https://www.econbiz.de/10014251570
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Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?
Teng, Huei-Wen; Li, Yu-Hsien - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 149-182
Persistent link: https://www.econbiz.de/10014251571
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Adaptive order flow forecasting with multiplicative error models
Mihoci, Andrija; Ting, Christopher; Lu, Meng-Jou; … - In: Digital finance : smart data analytics, investment … 4 (2022) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10013163515