Showing 1 - 10 of 216
three ensemble-learning methods-specifically, bagging, random forest, and boosting-with those of various neural … boosting is superior to other machine-learning methods including neural networks. It is also found that the performance of …
Persistent link: https://www.econbiz.de/10011855150
The auctioning of frequency has to comply with a multitude of requirements in order to guarantee a transparent and efficient process. The German Federal Network Agency (Bundesnetzagentur) has opted for a design that provides participants with information on the highest bid after each round for...
Persistent link: https://www.econbiz.de/10012605864
Prediction of financial market data with deep learning models has achieved some level of recent success. However … learning. One way to overcome these limitations is to augment real market data with agent based artificial market simulation … this study we propose a framework for training deep reinforcement learning models in agent based artificial price …
Persistent link: https://www.econbiz.de/10012302595
We present a deep reinforcement learning framework for an automatic trading of contracts for difference (CfD) on … indices at a high frequency. Our contribution proves that reinforcement learning agents with recurrent long short-term memory … but instead uses a reinforcement learning agent to learn an overall lucrative trading policy. Therefore, we simulate a …
Persistent link: https://www.econbiz.de/10012302717
The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...
Persistent link: https://www.econbiz.de/10012799942
Crude oil draws attention in recent research as its demand may indicate world economic growth trend in the post-COVID-19 era. In this paper, we study the dynamic lead-lag relationship between the COVID-19 pandemic and crude oil future prices. We perform rolling-sample tests to evidence whether...
Persistent link: https://www.econbiz.de/10013273581
The coronavirus crisis that started in December 2019 was declared a pandemic by March 2020 and had devastating global …
Persistent link: https://www.econbiz.de/10012792445
In this study, we examine the effect of the COVID-19 pandemic on global economic activity, the stock market, and the energy sector considering the sizable damaging impacts in these crucial aspects. Our results, based on the structural vector autoregression (SVAR) model for the data from 21...
Persistent link: https://www.econbiz.de/10012534226
This paper features an analysis of cryptocurrencies and the impact of the COVID-19 pandemic on their effectiveness as a portfolio diversification tool and explores the correlations between the continuously compounded returns on Bitcoin, Ethereum and the S&P500 Index using a variety of parametric...
Persistent link: https://www.econbiz.de/10013161685
COVID-19 has affected almost all sectors of the economy, including the real estate markets across different countries in the world. A rich body of literature has emerged in analyzing real estate market trends and revealing important information. However, few studies have used a spatial...
Persistent link: https://www.econbiz.de/10013165267