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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
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Quant GANs : deep generation of financial time series
Wiese, Magnus; Knobloch, Robert; Korn, Ralf; … - In: Quantitative finance 20 (2020) 9, pp. 1419-1440
Persistent link: https://www.econbiz.de/10012313474
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Evaluating interpretable machine learning predictions for cryptocurrencies
El Majzoub, Ahmad; Rabhi, Fethi A.; Hussain, Walayat - In: Intelligent systems in accounting, finance & management 30 (2023) 3, pp. 137-149
Persistent link: https://www.econbiz.de/10014375320
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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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A bi-level ensemble learning approach to complex time series forecasting : taking exchange rates as an example
Hao, Jun; Feng, Qian Qian; Li, Jianping; Sun, Xiaolei - In: Journal of forecasting 42 (2023) 6, pp. 1385-1406
Persistent link: https://www.econbiz.de/10014338903
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M5 accuracy competition : results, findings, and conclusions
Makridakis, Spyros G.; Spiliotis, Evangelos; … - In: International journal of forecasting 38 (2022) 4, pp. 1346-1364
Persistent link: https://www.econbiz.de/10014381087
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The M5 uncertainty competition : results, findings and conclusions
Makridakis, Spyros G.; Spiliotis, Evangelos; … - In: International journal of forecasting 38 (2022) 4, pp. 1365-1385
Persistent link: https://www.econbiz.de/10014381091
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Forecasting with gradient boosted trees : augmentation, tuning, and cross-validation strategies : winning solution to the M5 uncertainty competition
Lainder, A. David; Wolfinger, Russell D. - In: International journal of forecasting 38 (2022) 4, pp. 1426-1433
Persistent link: https://www.econbiz.de/10014381101
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Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series
Nasios, Ioannis; Vogklis, Konstantinos - In: International journal of forecasting 38 (2022) 4, pp. 1448-1459
Persistent link: https://www.econbiz.de/10014381109
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A review of artificial intelligence quality in forecasting asset prices
Barboza, Flavio Luiz de Moraes; Silva, Geraldo Nunes; … - In: Journal of forecasting 42 (2023) 7, pp. 1708-1728
Persistent link: https://www.econbiz.de/10014432754