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A robust spectral clustering algorithm for sub-Gaussian mixture models with outliers

Srivastava, Prateek R.; Sarkar, Purnamrita; … - In: Operations research 71 (2023) 1, pp. 224-244

Persistent link: https://www.econbiz.de/10014308484

Beta Forecasting with Realized Beta Estimators and Machine Learning Algorithms

Doan, Bao Huy; Jayasuriya, Dulani; Lee, John B.; … - 2021

This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Forecast horizons range from 1 week up to 1 month. The machine learning algorithms employed are ridge regression, decision tree learning, adaptive boosting,...

Persistent link: https://www.econbiz.de/10013251197

How does the economic structure break change the forecast effect of money and credit on output? : evidence based on machine learning algorithms

Lu, Yao; Zhao, Zhihui; Tian, Yuan; Zhan, Minghua - In: Pacific-Basin finance journal 84 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014534591

Time series properties of an artificial stock market

Arthur, W. Brian; LeBaron, Blake Dean; Palmer, Richard - 1997

Persistent link: https://www.econbiz.de/10000978975

Machine learning for time series forecasting - a simulation study

Fischer, Thomas; Krauss, Christopher; Treichel, Alex - 2018

We present a comprehensive simulation study to assess and compare the performance of popular machine learning …

Persistent link: https://www.econbiz.de/10011781716

Time series properties of an artificial stock market

LeBaron, Blake Dean; Arthur, W. Brian; Palmer, Richard - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1487-1516

Persistent link: https://www.econbiz.de/10001415378

Efficient filtering processes for machine-to-machine data based on automation modules and data-agnostic algorithms

Papageorgiou, Apostolos; Schmidt, Mischa; Song, JaeSeung; … - In: International journal of business process integration … 7 (2014/15) 1, pp. 73-86

Persistent link: https://www.econbiz.de/10010395037

Bank transaction data modeling by optimized hybrid machine learning merged with ARIMA

Swamy, A. Kullaya; Sarojamma, B. - In: Journal of management analytics 7 (2020) 4, pp. 624-648

Persistent link: https://www.econbiz.de/10012384230

Forecasting tourist daily arrivals with a hybrid SARIMA-LSTM approach

Wu, Chi Wai; Ji, Lei; He, Kaijian; Tso, Kwok Fai Geoffrey - In: Journal of hospitality & tourism research : JHTR ; the … 45 (2021) 1, pp. 52-67

Persistent link: https://www.econbiz.de/10012426089

Combining robust dynamic neural networks with traditional technical indicators for generating mechanic trading signals

Giribone, Pier Giuseppe; Ligato, Simone; Penone, Francesco - In: International journal of financial engineering 5 (2018) 4, pp. 1-44

Persistent link: https://www.econbiz.de/10012028821

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