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A hybrid neural network and selective allowance approach for internal due date assingnment in a wafer fabrication plant
Chen, Toly; Jeang, Angus; Wang, Yi-Chi - In: The international journal of advanced manufacturing … 36 (2008) 5/6, pp. 570-581
Persistent link: https://www.econbiz.de/10003689017
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Feature extraction with hybrid neural networks
Wegmann, Georg - 2000
optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As … options written on the S&P 500 stock index. While option pricing theory typically requires a highly complex statistical model …
Persistent link: https://www.econbiz.de/10010504308
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When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning
Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei - 2019
Persistent link: https://www.econbiz.de/10012196854
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Advances in artificial intelligence in economics, finance, and management
Greenwich, Conn. [u.a.] : Jai Press - 1.1994; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10000543463
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Support vector regression based GARCH model with application to forecasting volatility of financial returns
Chen, Shiyi (contributor); Jeong, Kiho (contributor);  … - 2008
In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...
Persistent link: https://www.econbiz.de/10003636113
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Cross-sectional forecasts of the equity premium
Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - In: Journal of financial economics 81 (2006) 1, pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
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Neural network hedonic pricing models in mass real estate appraisal
Peterson, Steven P.; Flanagan, Albert B. - In: The journal of real estate research 31 (2009) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10003872480
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Using artificial neural networks for income convergence
Koleyni, Kayhan - In: Global journal of business research : GJBR 3 (2009) 2, pp. 141-152
Persistent link: https://www.econbiz.de/10003955394
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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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The relationship between market sentiment and equity premium : an artificial neural network analysis
Hassan, Nik R.; Wong, Shee Q. - In: International journal of electronic finance : IJEF 2 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003703766