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Use of neural networks to accommodate seasonal fluctuations when equalizing time series for the CZK/RMB exchange rate

Rowland, Zuzana; Lazaroiu, Gheorghe; Podhorská, Ivana - In: Risks : open access journal 9 (2021) 1/1, pp. 1-21

The global nature of the Czech economy means that quantitative knowledge of the influence of the exchange rate provides useful information for all participants in the international economy. Systematic and academic research show that the issue of estimating the Czech crown/Chinese yuan exchange...

Persistent link: https://www.econbiz.de/10012422880

Forecasting stock index price using the CEEMDAN-LSTM model

Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822188

A new attention-based LSTM model for closing stock price prediction

Lin, Yuyang; Huang, Qi; Zhong, Qiyin; Li, Muyang; Li, Yan; … - In: International journal of financial engineering 9 (2022) 3, pp. 2250014-1-2250014-17

Persistent link: https://www.econbiz.de/10013367610

Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models

Ma, Yuanyuan; Liu, Chenglong; Zhang, Jie Tian; Liu, Yanze - In: Applied economics 55 (2023) 43, pp. 5013-5032

Persistent link: https://www.econbiz.de/10014334940

High-frequency stock return prediction using state-of-the-art deep learning models

Chen, Sichong - In: International journal of financial engineering 10 (2023) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10014444662

Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices

Michańków, Jakub; Sakowsk, Paweł; Ślepaczuk, Robert - 2023

Persistent link: https://www.econbiz.de/10014448237

China futures price forecasting based on online search and information transfer

Liang, Jingyi; Jia, Guozhu - In: Data science and management : DSM 5 (2022) 4, pp. 187-198

The synchronicity effect between the financial market and online response for time-series forecasting is an important task with wide applications. This study combines data from the Baidu index (BDI), Google trends (GT), and transfer entropy (TE) to forecast a wide range of futures prices with a...

Persistent link: https://www.econbiz.de/10014517977

Motifs : from theory to practice

Leeuwen, Frederique van - 2023

Persistent link: https://www.econbiz.de/10014437312

Wind power forecasting using the k-nearest neighbors algorithm

Mangalova, E.; Agafonov, E. - In: International journal of forecasting 30 (2014) 2, pp. 402-406

Persistent link: https://www.econbiz.de/10010510891

Bandwidth selection by cross-validation for forecasting long memory financial time series

Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Journal of empirical finance 29 (2014), pp. 129-143

Persistent link: https://www.econbiz.de/10011300500