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Learning about unprecedented events : agent-based modelling and the stock market impact of COVID-19
Bazzana, Davide; Colturato, Michele; Savona, Roberto - In: Finance research letters 56 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014473609
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Explainable artificial intelligence and economic panel data : a study on volatility spillover along the supply chains
Berger, Theo - In: Finance research letters 54 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472730
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Pricking asset market bubbles
Schmitt, Noemi; Westerhoff, Frank H. - In: Finance research letters 38 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012485766
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Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Riso, Luigi; Vacca, Gianmarco - In: Finance research letters 62 (2024) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014531171
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The generalized Vasicek credit risk model : a machine learning approach
García-Céspedes, Rubén; Moreno, Manuel - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013459154
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Fan charts in era of big data and learning
Baruník, Jozef; Hanus, Luboš - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
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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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Distribution uncertainty and expected stock returns
Chae, Joon; Lee, Eun Jung - In: Finance research letters 25 (2018), pp. 55-61
Persistent link: https://www.econbiz.de/10012003434
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Heterogeneous beliefs and diversification discount
Tong, Zhuoyuan; Wei, Xu - In: Finance research letters 27 (2018), pp. 148-153
Persistent link: https://www.econbiz.de/10012006831
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Business cycle, expected return and momentum payoffs
Chen, Jiun-Lin (Alex); Hwang, Hyoseok (David) - In: Finance research letters 29 (2019), pp. 83-89
Persistent link: https://www.econbiz.de/10012417954