Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Nonparametric Sparsity and Reg...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Machine learning
26
Artificial intelligence
16
Künstliche Intelligenz
16
Theorie
13
Theory
13
Forecasting model
10
Prognoseverfahren
10
Learning process
8
Lernprozess
8
Neural networks
7
Neuronale Netze
7
Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
Portfolio-Management
6
Option trading
4
Optionsgeschäft
4
Volatility
4
Volatilität
4
Asset allocation
3
Börsenkurs
3
Deep learning
3
Hedging
3
Market microstructure
3
Marktmikrostruktur
3
Mathematical programming
3
Mathematische Optimierung
3
Portfolio optimization
3
Securities trading
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Wertpapierhandel
3
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Credit risk
2
Electronic trading
2
Elektronisches Handelssystem
2
Estimation theory
2
more ...
less ...
Online availability
All
Undetermined
24
Free
7
Type of publication
All
Article
30
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
31
Author
All
Li, Yuying
2
Arakelian, Veni
1
Bekiros, Stelios
1
Bottazzi, Giulio
1
Buehler, Hans
1
Chen, Tao
1
Chen, Zhixue
1
Cheng, Enoch
1
Chou, Chia-Ching
1
Cifuentes, Arturo
1
Coleman, Thomas F.
1
Cont, Rama
1
Costa, Giorgio
1
De Spiegeleer, Jan
1
Dellaportas, Petros
1
Forsyth, Peter A.
1
Félix, Luiz
1
Galakis, John
1
Giachini, D.
1
Gonon, Lukas
1
Goudenège, Ludovic
1
Grottke, Michael
1
Horvath, Blanka Nora
1
Hu, Wenbin
1
Hult, Henrik
1
Hultin, Hanna
1
Hwang, Yoontae
1
Iyengar, Garud N.
1
Jang, Huisu
1
Jun, Sookyung
1
Kim, Hongjoong
1
Kim, Kyeongbin
1
Kim, Suhyeon
1
Knobloch, Robert
1
Knoll, Julian
1
Korn, Ralf
1
Koumou, Gilles Boevi
1
Kretschmer, Peter
1
Kräussl, Roman
1
Lahmiri, Salim
1
more ...
less ...
Published in...
All
Quantitative finance
Technological forecasting & social change : an international journal
150
International journal of production research
149
NBER working paper series
148
Journal of business research : JBR
132
Springer eBook Collection
119
European journal of operational research : EJOR
114
Discussion paper series / IZA
88
Discussion papers / CEPR
81
Computational economics
78
Finance research letters
78
International journal of forecasting
75
Risks : open access journal
72
Journal of risk and financial management : JRFM
65
Working paper / National Bureau of Economic Research, Inc.
65
Working paper
63
Premier reference source
60
Decision analytics journal
58
Management science : journal of the Institute for Operations Research and the Management Sciences
58
CESifo working papers
56
Energy economics
52
NBER Working Paper
49
Discussion paper
48
Amfiteatru economic : an economic and business research periodical
42
Journal of Risk and Financial Management
42
Journal of business ethics : JBE
42
Journal of financial services marketing
42
CESifo Working Paper
41
IZA Discussion Papers
41
Industrial marketing management : the international journal for industrial and high-tech firms
41
Journal of forecasting
41
Computers & operations research : and their applications to problems of world concern ; an international journal
40
International journal of hospitality management
40
Working papers
39
Business horizons
38
Electronic markets : EM ; the international journal of electronic commerce and business media
38
Operations research
38
Journal of information & knowledge management : JIKM
37
Journal of retailing and consumer services
36
Journal of open innovation : technology, market, and complexity
35
International review of financial analysis
34
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm
Zhang, Xin
;
Wu, Lan
;
Chen, Zhixue
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 321-331
Persistent link: https://www.econbiz.de/10013167749
Saved in:
2
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
3
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
4
Implied volatility sentiment : a tale of two tails
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 823-849
Persistent link: https://www.econbiz.de/10012262625
Saved in:
5
Pricing high-dimensional American options by kernel ridge regression
Hu, Wenbin
;
Zastawniak, Tomasz
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012262630
Saved in:
6
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
7
Learning minimum variance discrete hedging directly from the market
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10011911526
Saved in:
8
Deep learning for limit order books
Sirignano, Justin A.
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 549-570
Persistent link: https://www.econbiz.de/10012194696
Saved in:
9
Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 571-585
Persistent link: https://www.econbiz.de/10012194697
Saved in:
10
Generative Bayesian neural network model for risk-neutral pricing of American index options
Jang, Huisu
;
Lee, Jaewook
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 587-603
Persistent link: https://www.econbiz.de/10012194699
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
