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Essays on Portfolio- and Bank-Management
Graf, Ferdinand - 2011
Persistent link: https://www.econbiz.de/10009423569
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Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 207-231
Persistent link: https://www.econbiz.de/10010233196
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Quantitative trading strategy based on neural network
Yu, Weijie; Wen, Weinan - In: Internet finance and digital economy : advances in …, (pp. 781-799). 2024
Persistent link: https://www.econbiz.de/10014534743
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Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien
Siemßen, Sönke J. - 2000
Persistent link: https://www.econbiz.de/10013438280
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Integrating prediction in mean-variance portfolio optimization
Butler, Andrew; Kwon, Roy H. - In: Quantitative finance 23 (2023) 3, pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
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Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub; Sakowski, Paweł; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448222
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014308890
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Predicting the unpredictable : how neural networks enhance predictability and performance in portfolio management
Berghage, Thomas; Olander, George - 2007
Persistent link: https://www.econbiz.de/10003451775
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Reversing momentum : the optimal dynamic momentum strategy
Li, Kai; Liu, Jun - 2016
Persistent link: https://www.econbiz.de/10011777992
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Computation of the ex-post optimal strategy for the trading of a single financial asset
Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009
Persistent link: https://www.econbiz.de/10003889478