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The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Benson, Karen; Pope, Peter J.; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10001807026
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Agent-based simulation of wealth, capital and asset distribution on stock markets
Moiseev, Nikita A.; Akhmadeev, Bulat A. - In: Journal of interdisciplinary economics 29 (2017) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011730397
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A dynamic scenario-driven technique for stock price prediction and trading
Thesia, Yash; Oza, Vidhey; Thakkar, Priyank - In: Journal of forecasting 41 (2022) 3, pp. 653-674
Persistent link: https://www.econbiz.de/10013166175
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Forecasting of future stock prices using neural networks and genetic algorithms
Mitilineos, Stelios A.; Artikis, Panayiotis G. - In: International journal of decision sciences, risk and … 7 (2017) 1/2, pp. 2-25
Persistent link: https://www.econbiz.de/10011797297
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A bibliometric analysis of machine learning econometrics in asset pricing
Zapata, Hector O.; Mukhopadhyay, Supratik - In: Journal of risk and financial management : JRFM 15 (2022) 11, pp. 1-17
Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of … econometrics for decades, their success in prediction has been limited, and examples of this abound in the asset pricing literature … the econometric frontiers in asset pricing. The top cited papers were reviewed, highlighting their contribution. The …
Persistent link: https://www.econbiz.de/10013475217
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Technical analysis forecasting and evaluation of stock markets : the probabilistic recovery neural network approach
Maniatopoulos, Andreas; Gazis, Alexandros; Mitianoudis, … - In: International journal of economics and business … 25 (2023) 1, pp. 64-100
Persistent link: https://www.econbiz.de/10014309021
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Entwicklung eines leistungsfähigen Prognosesystems unter Einsatz künstlicher Intelligenz am Beispiel des DAX-Future
Kleine-Depenbrock, Stefan - 1997
Persistent link: https://www.econbiz.de/10000621147
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Zur Prognose des Deutschen Aktienindex DAX mit Hilfe von Neuro-Fuzzy-Systemen
Dichtl, Hubert - 1995 - 1. Aufl
Persistent link: https://www.econbiz.de/10000603402
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Support vector regression based GARCH model with application to forecasting volatility of financial returns
Chen, Shiyi (contributor); Jeong, Kiho (contributor);  … - 2008
In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...
Persistent link: https://www.econbiz.de/10003636113
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An empirical study of volatility predictions: stock market analysis using neural networks
Fong, Bernard; Fong, A. C. M.; Hong, G. Y.; Wong, Louisa - In: Internet and network economics : first international …, (pp. 473-480). 2005
Persistent link: https://www.econbiz.de/10003276778