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Predicting healthcare mutual fund performance using deep learning and linear regression
Boonprasope, Anuwat; Korrakot Yaibuathet Tippayawong - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-21
research on predicting future prices of healthcare securities has been predominantly reliant on historical trading data …
Persistent link: https://www.econbiz.de/10014502368
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Model risk
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765457
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Measuring model risk
Sibbertsen, Philipp (contributor);  … - 2008
Model risk as part of the operational risk is a serious problem for financial institutions. As the pricing of derivatives as well as the computation of the market or credit risk of an institution depend on statistical models the application of a wrong model can lead to a serious over- or...
Persistent link: https://www.econbiz.de/10003784020
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Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
Maenhout, Pascal J. - In: Journal of economic theory 128 (2006) 1, pp. 136-163
Persistent link: https://www.econbiz.de/10003335332
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Forecasting financial markets: theory and applications
Milo, Władysław (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003336353
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Tools and techniques
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898678
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Models of conditional variance for bond prices
Pappu, Naren; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 16 (2006) 1, pp. 65-70
Persistent link: https://www.econbiz.de/10003376590
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Essays in asset pricing and financial econometrics
Skoulakis, Georgios - 2006
Persistent link: https://www.econbiz.de/10003908302
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How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2009
Persistent link: https://www.econbiz.de/10008667753
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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira; Ortobelli, Sergio; Račev, Svetlozar T.; … - In: Optimizing optimization : the next generation of …, (pp. 117-141). 2010
Persistent link: https://www.econbiz.de/10003939075