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Data size requirement for forecasting daily crude oil price with neural networks
Aras, Serkan; Hamdi, Manel - In: Scientific Annals of Economics and Business 66 (2019) 3, pp. 363-388
Persistent link: https://www.econbiz.de/10012405854
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Current and prospective estimate of counterparty risk through dynamic neural networks
Agnese, Alessio; Giribone, Pier Giuseppe; Querci, Francesca - In: Risk management magazine 17 (2022) 2, pp. 42-61
networks. The forecasting aspect in the calculation of such risk measure is becoming more and more important over time as …
Persistent link: https://www.econbiz.de/10013501084
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Forecasting exchange rates with neural networks : time variation, nonstationarity, and causal models
Reikard, Gordon - In: International economic journal 37 (2023) 2, pp. 202-219
Persistent link: https://www.econbiz.de/10014295003
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Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin; Bai, Lu; He, Lidan; Liu, Zhi - In: Journal of empirical finance 73 (2023), pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
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Separating environmental efficiency into production and abatement efficiency: a nonparametric model with application to US power plants
Hampf, Benjamin - In: Journal of productivity analysis 41 (2014) 3, pp. 457-473
Persistent link: https://www.econbiz.de/10010478239
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Estimating economies of scale and scope with flexible technology
Triebs, Thomas P.; Saal, David S.; Arocena, Pablo; … - In: Journal of productivity analysis 45 (2016) 2, pp. 173-186
Persistent link: https://www.econbiz.de/10011631513
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Shadow prices of CO2 emissions at US electric utilities : a random-coefficient, random-directional-vector directional output distance function approach
Feng, Guohua; Wang, Chuan; Serletis, Apostolos - In: Empirical economics : a journal of the Institute for … 54 (2018) 1, pp. 231-258
Persistent link: https://www.econbiz.de/10011947508
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Estimating the risk-return profile of new venture investments using a risk-neutral framework and "thick" models
Reber, Beat - In: The European journal of finance 20 (2014) 4/6, pp. 341-360
Persistent link: https://www.econbiz.de/10010462052
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Macroeconomic forecasting and evaluation with supervised and neural network reinforced factor models
Umbach, Simon Lineu - 2021
Persistent link: https://www.econbiz.de/10013166034
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Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2022
Economists typically make simplifying assumptions to make the solution and estimation of their highly complex models feasible. These simplifications include approximating the true nonlinear dynamics of the model, disregarding aggregate uncertainty or assuming that all agents are identical. While...
Persistent link: https://www.econbiz.de/10013257224