Similar Search Results

Time-varying neural network for stock return prediction

Wong, Steven Y. K.; Chan, Jennifer S. K.; Azizi, Lamiae; … - In: Intelligent systems in accounting, finance & management 29 (2022) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10013274234

Extracting statistical factors when betas are time-varying

Gagliardini, Patrick; Ma, Hao - 2019 - This version: July 2019

This paper deals with identification and inference on the unobservable conditional factor space and its dimension in large unbalanced panels of asset returns. The model specification is nonparametric regarding the way the loadings vary in time as functions of common shocks and individual...

Persistent link: https://www.econbiz.de/10012176811

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

Review on volatility and return analysis including emerging developments : evidence from stock market empirics

Kashyap, Sachin - In: Journal of modelling in management 18 (2023) 3, pp. 756-816

Persistent link: https://www.econbiz.de/10014334988

Mixed-frequency machine learning : nowcasting and backcasting weekly initial claims with daily internet search volume data

Borup, Daniel; Rapach, David E.; Montes Schütte, Erik … - In: International journal of forecasting 39 (2023) 3, pp. 1122-1144

Persistent link: https://www.econbiz.de/10014465249

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

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

of the risks of insolvency it may incur by having economic relations with counterparties. This study aims to analyze the …

Persistent link: https://www.econbiz.de/10013501084

Does machine learning prediction dampen the information asymmetry for non-local investors?

Jung, Jinwoo; Kim, Jihwan; Jin, Changha - In: International journal of strategic property management 26 (2022) 5, pp. 345-361

Persistent link: https://www.econbiz.de/10014279581

Forecasting Indian financial markets using neural networks

Panda, Chakradhara - 2008

Persistent link: https://www.econbiz.de/10003752543

Predicting stock returns : an experiment of the artificial neural network in Indian stock market

Panda, Chakradhara; Narasimhan, Velamur Krishnamachari - In: South Asia economic journal : journal of the Institute … 7 (2006) 2, pp. 205-218

Persistent link: https://www.econbiz.de/10003380756

1
2
3
4
5
6
7
8
9
10
Next
Last