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Predicting the spread of financial innovations : an epidemiological approach

Hull, Isaiah - 2013

I construct an estimable statistic that predicts whether a financial innovation will spread. The approach embeds the multi-host SIR model from epidemiology within a financial model of correlated securities trade; and takes advantage of the related predictive tools from mathematical epidemiology,...

Persistent link: https://www.econbiz.de/10010202945

Target Financial Forecasting as an Instrument to Overcome Financial Difficulties

Krylov, Sergey - 2018

The paper considers conceptual, methodical and practical aspects of the target financial analysis at the micro level, i.e., the company level, as a new instrument of anticrisis financial management for a company to overcome its financial difficulties and enhance its financial position within a...

Persistent link: https://www.econbiz.de/10012915636

Credit risk classification in Peer-to-Peer marketplaces : the nexus of Neural Network approach

Baah, Alexander; Tan, Zhongming; Ding, Guoping; … - In: Business and Economic Research : BER 10 (2020) 1, pp. 196-209

Persistent link: https://www.econbiz.de/10012219865

Statistical methods in finance

Maddala, Gangadharrao S. (contributor); … - 1996

Persistent link: https://www.econbiz.de/10000610528

Forecasting volatility in the financial markets

Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998

Persistent link: https://www.econbiz.de/10000666770

Verteilungsprognose für den Deutschen Aktienindex : Einsatz neuronaler Netze

Baun, Susanne - 1997

Persistent link: https://www.econbiz.de/10000956636

Support vector regression based GARCH model with application to forecasting volatility of financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH … to forecast financial markets volatility. The real data in this study uses British Pound-US Dollar (GBP) daily exchange … examined to the free parameters. Keywords: recurrent support vector regression ; GARCH model ; volatility forecasting …

Persistent link: https://www.econbiz.de/10003636113

Model-free volatility prediction

Politis, Dimitris N. - 2003

Persistent link: https://www.econbiz.de/10002118468

Volatility and time series econometrics : essays in honor of Robert Engle

Bollerslev, Tim (ed.); Engle, Robert F. (honouree); … - 2010 - 1. publ.

Persistent link: https://www.econbiz.de/10003861657

Forecasting volatility with support vector machine-based GARCH model

Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433

Persistent link: https://www.econbiz.de/10003989791

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