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A neural approach to the value investing tool F-Score
Gimeno, Ruth; Lobán, Lidia; Vicente, Luis - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484938
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Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries
Kutuk, Yasin; Barokas, Lina - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014581639
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Enhancing user experience in digital payments : a hybrid approach using SEM and neural networks
Ma, Chao; Wu, Jingyi; Sun, Heyuan; Zhou, Xin; Sun, Xiyan - In: Finance research letters 58 (2023) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10014583120
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The application of feed forward neural networks to merger arbitrage : a return-based analysis
Braun, Declan; Han, Yue; Wang, Heng - In: Finance research letters 58 (2023) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10014583408
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Deep learning in the Chinese stock market : the role of technical indicators
Ma, Chenyao; Yan, Sheng - In: Finance research letters 49 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013478616
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Deep learning and technical analysis in cryptocurrency market
Goutte, Stéphane; Le, Hoang-Viet; Liu, Fei; … - In: Finance research letters 54 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014472779
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Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios
Oliveira, Alexandre Silva de; Ceretta, Paulo Sergio; … - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014472961
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Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub - In: Finance research letters 55 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
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Determinants of non-performing loans : an explainable ensemble and deep neural network approach
Nwafor, Chioma Ngozi; Nwafor, Obumneme Zimuzor - In: Finance research letters 56 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014473660
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Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Ma, Cong; Nan, Shijing - In: Finance research letters 63 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014531565