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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Physica A: Statistical Mechanics and its Applications
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Management science : journal of the Institute for Operations Research and the Management Sciences
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91
Stock picking with machine learning
Wolff, Dominik
;
Echterling, Fabian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10014443186
Saved in:
92
Identifying insurance companies' business models in Ukraine : cluster analysis and machine learning
Tarnavskyi, Oleksandr
;
Kolomiiets, Viktor
- In:
Visnyk Nacionalʹnoho Banku Ukraïny
(
2021
)
252
,
pp. 37-55
Persistent link: https://www.econbiz.de/10014388655
Saved in:
93
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
Saved in:
94
Machine learning advances for time series forecasting
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10014287800
Saved in:
95
Machine learning vs. economic restrictions : evidence from stock return predictability
Avramov, Doron
;
Cheng, Si
;
Metzker, Lior
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2587-2619
Persistent link: https://www.econbiz.de/10014305426
Saved in:
96
Reservoir computing vs. neural networks in financial forecasting
Georgopoulos, Spyros P.
;
Tziatzios, Panagiotis
; …
- In:
International journal of computational economics and …
13
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014307624
Saved in:
97
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Zhang, Yihuang
;
Cucuringu, Mihai
;
Qian, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
98
The unattractiveness of indeterminate dynamic equilibria
Ashwin, Julian
;
Beaudry, Paul
;
Ellison, Martin
-
2021
Persistent link: https://www.econbiz.de/10013188277
Saved in:
99
Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús
;
Hurtado, Samuel
;
Nuño, Galo
-
2019
Persistent link: https://www.econbiz.de/10012195801
Saved in:
100
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
Saved in:
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