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Arimond, Alexander; Borth, Damian S.; Hoepner, Andreas G. F. - 2020

Persistent link: https://www.econbiz.de/10012418364

Predicting and explaining pig iron production on charcoal blast furnaces : a machine learning approach

Lima, Marcio Salles Melo; Eryarsoy, Enes; Delen, Dursun - In: INFORMS journal on applied analytics 51 (2021) 3, pp. 213-235

Persistent link: https://www.econbiz.de/10012596350

Deep learning, predictability, and optimal portfolio returns

Babiak, Mykola; Baruník, Jozef - 2020

Persistent link: https://www.econbiz.de/10012542701

Application of machine learning in quantitative investment strategies on global stock markets

Grudniewicz, Jan; Ślepaczuk, Robert - 2021

Persistent link: https://www.econbiz.de/10012816704

Predicting bank insolvencies using machine learning techniques

Petropoulos, Anastasios; Siakoulis, Vasilis; … - In: International journal of forecasting 36 (2020) 3, pp. 1092-1113

Persistent link: https://www.econbiz.de/10012497724

Bayesian regularisation neural network based on artificial intelligence optimisation

Yan, Dingqi; Zhou, Qi; Wang, Jianzhou; Zhang, Na - In: International journal of production research 55 (2017) 7/8, pp. 2266-2287

Persistent link: https://www.econbiz.de/10011648545

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

Towards an early warning system for sovereign defaults leveraging on machine learning methodologies

Petropoulos, Anastasios; Siakoulis, Vasilis; … - In: Intelligent systems in accounting, finance & management 29 (2022) 2, pp. 118-129

Persistent link: https://www.econbiz.de/10013274258

Pricing vanilla options using artificial neural networks : application to the South African market

Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15

In this paper, a feed-forward artificial neural network (ANN) is used to price Johannesburg Stock Exchange (JSE) Top 40 European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the prices obtained using the Black-Scholes (BS) model....

Persistent link: https://www.econbiz.de/10013183896

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