An artificial neural network methodology is used to develop a new measure of contagion using exchange rate data from the Asian Crisis of 1997 and beyond. Connection weight changes during retraining of networks used to forecast exchange rates form the basis of this measure. These weight changes...

Purpose Employee well‐being (WB) is a strategic reference of prime importance due to its impact on human capital, employee health and quality in working life, factors that are key to achieving successful organisations. The purpose of the current study is to assess the WB of female managers in...

We extend recurrent neural networks to include several flexible timescales for each dimension of their output, which mechanically improves their abilities to account for processes with long memory or highly disparate timescales. We compare the ability of vanilla and extended long short-term...

Understanding how price-volume information determines future price movement is important for market makers who frequently place orders on both buy and sell sides, and for traders to split meta-orders to reduce price impact. Given the complex non-linear nature of the problem, we consider the...