Narrow search
Showing 1 - 10 of 471
Cover Image
Asset return prediction via machine learning
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
Cover Image
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele; Athanasopoulos, George; Hyndman, Rob J. - 2023
Persistent link: https://www.econbiz.de/10014452575
Cover Image
Stock market interactions driven by large declines
Ma, Yong; Zhang, Weiguo; Zhang, Zhengjun; Xu, Weidong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 159-171
Persistent link: https://www.econbiz.de/10010485770
Cover Image
Infinitely stochastic micro reserving
Maciak, Matúš; Okhrin, Ostap; Pešta, Michal - In: Insurance / Mathematics & economics 100 (2021), pp. 30-58
Persistent link: https://www.econbiz.de/10012622380
Cover Image
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada; Liao, Yin - In: International journal of forecasting 33 (2017) 3, pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
Cover Image
Forecasting stock volatility during the stock market crash period : the role of Hawkes process
Fan, Lina; Yang, Hao; Zhai, Jia; Zhang, Xiaotao - In: Finance research letters 55 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014473015
Cover Image
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria; Vignaroli, Riccardo - In: Journal of mathematical finance 9 (2019) 3, pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Cover Image
Cash demand forecasting in ATMs by clustering and neural networks
Venkatesh, Kamini; Ravi, Vadlamani; Prinzie, Anita; Van … - In: European journal of operational research : EJOR 232 (2014) 2, pp. 383-392
Persistent link: https://www.econbiz.de/10010224693
Cover Image
Formation of seasonal groups and application of seasonal indices
Boylan, John E.; Chen, H.; Mohammadipour, M.; Syntetos, A. - In: Journal of the Operational Research Society : OR 65 (2014) 2, pp. 227-241
Persistent link: https://www.econbiz.de/10010239945
Cover Image
A neural feature extraction model for classification of firms and prediction of outsourcing success : advantage of using relational sources of information for new suppliers
Medhi, Pankaj Kumar; Mondal, Sandeep - In: International journal of production research 54 (2016) 19/20, pp. 6071-6081
Persistent link: https://www.econbiz.de/10011543743