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Identifizierung, Visualisierung und Analyse der Volatilitätsoberflächen von DAX-Optionen mit neuronalen Netzen
Koserski, Jan - 2006
Persistent link: https://www.econbiz.de/10003158758
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A high-frequency trading volume prediction model using neural networks
Xu, Xiaojie; Zhang, Yun - In: Decision analytics journal 7 (2023), pp. 1-8
It is an important task to make predictions of trading volumes of financial indices to market participants. In the present study, we focus on this issue for the Chinese Stock Index 300 (CSI300) spot by exploring the high-frequency one-minute data spanning the launch date of the corresponding...
Persistent link: https://www.econbiz.de/10014497231
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Künstliche neuronale Netze zur Risikomessung bei Aktien und Renten : am Beispiel deutscher Lebensversicherungsunternehmen
Rauscher, Markus - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013420595
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Early warning of Chinese Yuan's exchange rate fluctuation and value at risk measure using neural network joint optimization algorithm
Xu, Zhaoyi; Zeng, Yuqing; Xue, Yangrong; Yang, Shenggang - In: Computational economics 60 (2022) 4, pp. 1293-1315
Persistent link: https://www.econbiz.de/10013445750
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A neural network with shared dynamics for multi‐step prediction of value‐at‐risk and volatility
Baştürk, Nalan; Schotman, Peter C.; Schyns, Hugo - 2022
Persistent link: https://www.econbiz.de/10013539142
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Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen; Minh-Ngoc Tran; Kohn, Robert - In: Journal of applied econometrics 37 (2022) 5, pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
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Verteilungsprognose für den Deutschen Aktienindex : Einsatz neuronaler Netze
Baun, Susanne - 1997
Persistent link: https://www.econbiz.de/10000956636
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Ein neuronales Netz zur nichtlinearen Volatilitätsschätzung
Freisleben, Bernd - In: Selected papers of the Symposium on Operations Research …, (pp. 433-438). 1997
Persistent link: https://www.econbiz.de/10001320977
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Modelling market volatilities : the neural network perspective
González Miranda, Fernando - In: The European journal of finance 3 (1997) 2, pp. 137-157
Persistent link: https://www.econbiz.de/10001224328
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Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev; Kashyap, Sachin - In: Journal of modelling in management 11 (2016) 2, pp. 389-404
Persistent link: https://www.econbiz.de/10011529491