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Application of integrated data mining techniques in stock market forecasting

Huang, Chin-yin; Lin, Philip K. P. - In: Cogent economics & finance 2 (2014) 1, pp. 2-17

market. Therefore, the current research focuses in the stock forecasting area is to improve the accuracy of stock trading … stock market forecasting. …

Persistent link: https://www.econbiz.de/10010482340

A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)

Witzany, Jiří; Fičura, Milan - 2023

Persistent link: https://www.econbiz.de/10014338462

Estimating nonlinear heterogeneous agents models with neural networks

Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2022

Persistent link: https://www.econbiz.de/10013263361

Non-linearities in financial bubbles : theory and Bayesian evidence from S&P500

Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of financial stability 24 (2016), pp. 61-70

Persistent link: https://www.econbiz.de/10011704102

Neural nets for indirect inference

Creel, Michael D. - 2016

Persistent link: https://www.econbiz.de/10011607329

Bayesian regularisation neural network based on artificial intelligence optimisation

Yan, Dingqi; Zhou, Qi; Wang, Jianzhou; Zhang, Na - In: International journal of production research 55 (2017) 7/8, pp. 2266-2287

Persistent link: https://www.econbiz.de/10011648545

Inference using simulated neural moments

Creel, Michael D. - In: Econometrics : open access journal 9 (2021) 4, pp. 1-15

This paper studies method of simulated moments (MSM) estimators that are implemented using Bayesian methods, specifically Markov chain Monte Carlo (MCMC). Motivation and theory for the methods is provided by Chernozhukov and Hong (2003). The paper shows, experimentally, that confidence intervals...

Persistent link: https://www.econbiz.de/10012642418

Inference using simulated neural moments

Creel, Michael D. - 2020 - This version: November 2020

Persistent link: https://www.econbiz.de/10012431141

Financial frictions and the wealth distribution

Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020

Persistent link: https://www.econbiz.de/10012226875

Financial frictions and the wealth distribution

Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020

We postulate a nonlinear DSGE model with a financial sector and heterogeneous households. In our model, the interaction between the supply of bonds by the financial sector and the precautionary demand for bonds by households produces significant endogenous aggregate risk. This risk induces an...

Persistent link: https://www.econbiz.de/10012260513