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Neuronale Regressionsmodelle in der Devisenkursprognose
Hann, Tae Horn - In: Datamining und computational finance : Ergebnisse des …, (pp. 1-15). 2000
Persistent link: https://www.econbiz.de/10001484207
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Detecting Statistical Arbitrage Opportunities Using a Combined Neural Network - GARCH Model
Thomaidis, Nikolaos S. - 2012
This paper proposes a hybrid computational intelligent system for the detection of statistical arbitrage opportunities in pairs of assets. The proposed methodology combines nonlinear neural network autoregressive models with GARCH parametrizations of volatility for describing the dynamics of the...
Persistent link: https://www.econbiz.de/10013112484
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A comparative analysis of text data classification accuracy and speed using neural networks, Bloom filter and naive Bayes
Hryshchenko, Olena; Yaremenko, Vadym - In: Technology audit and production reserves 5 (2021) 2/61, pp. 6-8
Persistent link: https://www.econbiz.de/10013167323
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Corporate rating forecasting using artificial intelligence statistical techniques
Caridad, Daniel; Hančlová, Jana; El Woujoud … - In: Investment management and financial innovations 16 (2019) 2, pp. 295-312
Persistent link: https://www.econbiz.de/10012122287
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Neural networks and econometric methodologies for South African exchange rate forecasting
Wesso, G. R. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 20 (1996) 3, pp. 21-38
Persistent link: https://www.econbiz.de/10001373399
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Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15
In this paper, a feed-forward artificial neural network (ANN) is used to price Johannesburg Stock Exchange (JSE) Top 40 European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the prices obtained using the Black-Scholes (BS) model....
Persistent link: https://www.econbiz.de/10013183896
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Complementing South African inflation surveys : a suitable forecasting tool
Van Heerden, Chris; Heymans, Andre; Seetharam, Yudhvir - In: Journal of economic and financial sciences : JEF 11 (2018) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012017405
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Real-time grain commodities price predictions in South Africa : a big data and neural networks approach
Ayankoya, Kayode; Calitz, Andre P.; Greyling, Jean H. - In: Agrekon : agricultural economics research, policy and … 55 (2016) 4, pp. 483-508
Persistent link: https://www.econbiz.de/10011733953
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Forecasting stock market realized volatility using random forest and artificial neural network in South Africa
Diane, Lamine; Brijlal, Pradeep - In: International journal of economics and financial issues … 14 (2024) 2, pp. 5-14
Persistent link: https://www.econbiz.de/10014581568