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Can machine learning approaches predict corporate bankruptcy? : evidence from a qualitative experimental design
Lahmiri, Salim; Bekiros, Stelios - In: Quantitative finance 19 (2019) 9, pp. 1569-1577
Persistent link: https://www.econbiz.de/10012194807
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On parametric optimal execution and machine learning surrogates
Chen, Tao; Ludkovski, Mike; Voß, Moritz - In: Quantitative finance 24 (2024) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10014551893
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A generative model of a limit order book using recurrent neural networks
Hultin, Hanna; Hult, Henrik; Proutiere, Alexandre; … - In: Quantitative finance 23 (2023) 6, pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
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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
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Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora; Muguruza, Aitor; Tomas, Mehdi - In: Quantitative finance 21 (2021) 1, pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
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A modified CTGAN-plus-features-based method for optimal asset allocation
Peña, José-Manuel; Suárez, Fernando; Larré, Omar; … - In: Quantitative finance 24 (2024) 3/4, pp. 465-479
Persistent link: https://www.econbiz.de/10014552083
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Neural network approach to portfolio optimization with leverage constraints : a case study on high inflation investment
Ni, Chendi; Li, Yuying; Forsyth, Peter A. - In: Quantitative finance 24 (2024) 6, pp. 753-777
Persistent link: https://www.econbiz.de/10015050794
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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
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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
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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