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Risk averse retail pricing with robust demand forecasting
Ferrer, Juan-Carlos; Oyarzún, Diego; Vera, Jorge - In: International journal of production economics 136 (2012) 1, pp. 151-160
Persistent link: https://www.econbiz.de/10009503669
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Forecasting hotel room prices when entering turbulent times : a game-theoretic artificial neural network model
Binesh, Fatemeh; Belarmino, Amanda; Rest, Jean-Pierre … - In: International journal of contemporary hospitality management 36 (2024) 4, pp. 1044-1065
Persistent link: https://www.econbiz.de/10014483807
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Assessing asset-liability risk with neural networks
Cheridito, Patrick; Ery, John; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 1/16, pp. 1-17
We introduce a neural network approach for assessing the risk of a portfolio of assets and liabilities over a given time period. This requires a conditional valuation of the portfolio given the state of the world at a later time, a problem that is particularly challenging if the portfolio...
Persistent link: https://www.econbiz.de/10012203982
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Modelling optimal risk allocation in PPP projects using artificial neural networks
Jin, Xiao-hua; Zhang, Guomin - In: International journal of project management : the … 29 (2011) 5, pp. 591-603
Persistent link: https://www.econbiz.de/10009505711
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Measuring Longevity Risk Through a Neural Network Lee-Carter Model
Marino, Mario - 2020
. (2019), performing a point forecasting of the Lee-Carter time-index through LSTM and deriving the related confidence …-testing exercise highlighting improvements in forecasting accuracy, especially for elderly and in the long run …
Persistent link: https://www.econbiz.de/10012834239
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Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon; Chlebus, Marcin - 2021
Persistent link: https://www.econbiz.de/10012795166
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Are risk index models useful for firm failure prediction?
Pervan, Ivica - In: Journal of financial studies & research : JFSR (2016), pp. 1-12
Persistent link: https://www.econbiz.de/10011612731
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Uncertainty due to infectious diseases and stock-bond correlation
Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: Econometrics : open access journal 9 (2021) 2, pp. 1-18
We study the non-linear causal relation between uncertainty-due-to-infectious-diseases and stock-bond correlation. To this end, we use high-frequency 1-min data to compute daily realized measures of correlation and jumps, and then, we employ a nonlinear Granger causality test with the use of...
Persistent link: https://www.econbiz.de/10012504028
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Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
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Assessing Asset-Liability Risk With Neural Networks
Cheridito, Patrick - 2020
We introduce a neural network approach for assessing the risk of a portfolio of assets and liabilities over a given time period. This requires a conditional valuation of the portfolio given the state of the world at a later time, a problem that is particularly challenging if the portfolio...
Persistent link: https://www.econbiz.de/10012845448