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Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression
Peng, Yaohao; Albuquerque, Pedro H. - In: Applied mathematical finance 26 (2019) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10012210260
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Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem; Zaied, Younes Ben; Ben Lahouel, Bechir; … - In: Research in international business and finance 64 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
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Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market)
Pyrlik, Vladimir; Elizarov, Pavel; Leonova, Aleksandra - 2021
Persistent link: https://www.econbiz.de/10013163805
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Solvency prediction for property-liability insurance companies : evidence from the financial crisis
Rauch, Jannes; Wende, Sabine - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10011280103
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Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry
Kolb, Andreas - 2015
Persistent link: https://www.econbiz.de/10011299283
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Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?
Teng, Huei-Wen; Li, Yu-Hsien - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 149-182
Persistent link: https://www.econbiz.de/10014251571
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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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Quantile methods for financial risk management
Schaumburg, Julia - 2013
This thesis develops new methods to assess two types of financial risk. Market risk is defined as the risk of losing money due to drops in the values of asset portfolios. Systemic risk refers to the breakdown risk for the financial system induced by the distress of individual companies. During...
Persistent link: https://www.econbiz.de/10009783478
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Does insurance sector matter for economic complexity?
Ajide, Folorunsho M.; Osinubi, Tolulope Temilola; … - In: Organizations and markets in emerging economies 14 (2023) 3/29, pp. 536-561
The study examines the impact of the insurance market on economic complexity in 28 OECD nations within a period of 1995 …-2020. The study also examines whether the impact of life insurance on economic complexity would be different from that of the … non-life insurance sector within the insurance market. The results based on pooled mean group (PMG) estimators reveal that …
Persistent link: https://www.econbiz.de/10014534946
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Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon; Manuel, Ed; Panchev, Konstantin - 2021
Persistent link: https://www.econbiz.de/10012795156