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A study of the machine learning approach and the MGARCH-BEKK model in volatility transmission

Joshi, Prashant; Wang, Jinghua; Busler, Michael - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-9

This study analyzes the volatility spillover effects in the US stock market (S&P500) and cryptocurrency market (BGCI) using intraday data during the COVID-19 pandemic. As the potential drivers of portfolio diversification, we measure the asymmetric volatility transmission on both markets. We...

Persistent link: https://www.econbiz.de/10013163552

Applying machine learning algorithms to improve intrusion detection system in IoV

Houmer, Meriem; Ouaissa, Mariya; Ouaissa, Mariyam; … - In: Artificial intelligence of things in smart environments …, (pp. 35-50). 2022

Persistent link: https://www.econbiz.de/10013163586

An improved anomaly detection process in smart vehicle using a supervised ensemble-learning framework

El Motaki, Saloua; Hirchoua, Badr - In: Artificial intelligence of things in smart environments …, (pp. 83-100). 2022

Persistent link: https://www.econbiz.de/10013163624

Individual differences at play : an investigation into measuring Big Five personality facets with game-based assessments

Wu, Felix Y.; Mulfinger, Evan; Alexander, Leo; … - In: International journal of selection and assessment : IJSA 30 (2022) 1, pp. 62-81

Persistent link: https://www.econbiz.de/10013163642

Using machine learning to model trace behavioral data from a game-based assessment

Auer, Elena M.; Mersy, Gabriel; Marin, Sebastian; … - In: International journal of selection and assessment : IJSA 30 (2022) 1, pp. 82-102

Persistent link: https://www.econbiz.de/10013163697

Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market)

Pyrlik, Vladimir; Elizarov, Pavel; Leonova, Aleksandra - 2021

Persistent link: https://www.econbiz.de/10013163805

To predict or not to predict : the case of the emergency department

Somanchi, Sriram; Adjerid, Idris; Gross, Ralph - In: Production and operations management : the flagship … 31 (2022) 2, pp. 799-818

Persistent link: https://www.econbiz.de/10013163999

Prediction of stock market direction : application of machine learning models

Dimingo, Roselyn; Muteba Mwamba, John; Bonga-Bonga, Lumengo - In: Economia internazionale 74 (2021) 4, pp. 499-536

Persistent link: https://www.econbiz.de/10013164505

How communication makes the difference between a cartel and tacit collusion : a machine learning approach

Andres, Maximilian; Bruttel, Lisa Verena; Friedrichsen, Jana - 2022

This paper sheds new light on the role of communication for cartel formation. Using machine learning to evaluate free-form chat communication among firms in a laboratory experiment, we identify typical communication patterns for both explicit cartel formation and indirect attempts to collude...

Persistent link: https://www.econbiz.de/10013164725

Pitfalls of machine learning-based personnel selection : fairness, transparency, and data quality

Goretzko, David; Israel, Laura Sophia Finja - In: Journal of personnel psychology 21 (2022) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10013164998