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Learning to lead in a volatile and uncertain world : making experience really matter
Bunker, Kerry; Gechman, Art; Rush, Jim - In: Business strategy series 13 (2012) 6, pp. 288-294
Persistent link: https://www.econbiz.de/10009686059
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Deep Learning Volatility
Horvath, Blanka - 2019
We present a consistent neural network based calibration method for a number of volatility models-including the rough volatility family-that performs the calibration task within a few milliseconds for the full implied volatility surface.The aim of neural networks in this work is an off-line...
Persistent link: https://www.econbiz.de/10012894148
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Returns on capital assets and variations in economic growth and volatility : a model of Bayesian learning
Wizman, Thierry A.; Fullenkamp, Connel - 1991
Persistent link: https://www.econbiz.de/10000830809
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Capital flows to emerging markets : liberalization, overshooting, and volatility
Bacchetta, Philippe; Van Wincoop, Eric - 1998
Persistent link: https://www.econbiz.de/10000663125
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A model of near-rational exuberance
Bullard, James Brian (contributor);  … - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003740533
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Bifurcation routes to volatility clustering under evolutionary learning
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - In: Journal of economic behavior & organization : JEBO 67 (2008) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10003762670
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Learning with misspecification in an artificial currency market
Georges, Christophre - In: Journal of economic behavior & organization : JEBO 60 (2006) 1, pp. 70-84
Persistent link: https://www.econbiz.de/10003314585
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Asset return dynamics under alternative learning schemes
Catanese, Elena; Consiglio, Andrea; Lacagnina, Valerio; … - In: Artificial economics : the generative method in …, (pp. 211-222). 2009
Persistent link: https://www.econbiz.de/10003889507
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Business cycle fluctuations and the life cycle : how important is on-the-job skill accumulation?
Hansen, Gary D.; Imrohoroglu, Selo - 2007
Persistent link: https://www.econbiz.de/10003596154
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Essays on the term structure of interest rates and the pricing of equity options
Ono, Sadayuki - 2004
Persistent link: https://www.econbiz.de/10003387315