Narrow search
Showing 1 - 10 of 264,309
Cover Image
A machine learning approach to portfolio pricing and risk management for high-dimensional problems
Fernandez-Arjona, Lucio; Filipović, Damir - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 982-1019
Persistent link: https://www.econbiz.de/10013463383
Cover Image
Managing weather risk with a neural network-based index insurance
Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327
Persistent link: https://www.econbiz.de/10015045875
Cover Image
Assessing asset-liability risk with neural networks
Cheridito, Patrick; Ery, John; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 1/16, pp. 1-17
We introduce a neural network approach for assessing the risk of a portfolio of assets and liabilities over a given time period. This requires a conditional valuation of the portfolio given the state of the world at a later time, a problem that is particularly challenging if the portfolio...
Persistent link: https://www.econbiz.de/10012203982
Cover Image
Estimation of dynamic discrete choice models using artificial neural network approximations
Norets, Andriy - In: Econometric reviews 31 (2012) 1/3, pp. 84-106
Persistent link: https://www.econbiz.de/10009515971
Cover Image
Regression estimation of mixing processes by artificial neural networks
Zhang, Jiantong - In: Annales de l'I.S.U.P. : publications de l'Institut de … 42 (1998) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10001352712
Cover Image
Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange
Dematos, Giovani (contributor) - In: Financial engineering and the Japanese markets 3 (1996) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10001204473
Cover Image
Forecasting consumers' expenditure : a comparison between econometric and neural network models
Church, Keith B. - In: International journal of forecasting 12 (1996) 2, pp. 255-267
Persistent link: https://www.econbiz.de/10001204618
Cover Image
Estimating willingness to pay for urban water supply : a comparison of artificial neural networks and multiple regression analysis
Ranasinghe, Malik; Bee-Hua, Goh; Barathithasan, T. - In: Impact assessment and project appraisal : journal of … 17 (1999) 4, pp. 273-281
Persistent link: https://www.econbiz.de/10001518821
Cover Image
A neural networks primer for agricultural economists
Kastens, Terry L. - In: Agricultural finance review 55 (1995), pp. 54-73
Persistent link: https://www.econbiz.de/10001215561
Cover Image
A global search procedure for parameter estimation in neural spatial interaction modelling
Fischer, Manfred M.; Hlaváčková-Schindler, Kateřina; … - In: Papers in regional science : the journal of the … 78 (1999) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10001409908