A Novel Financial Forecasting Approach Using Deep Learning Framework.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1341, doi. 10.1007/s10614-023-10403-5
- By:
- Publication type:
- Article
Works matching IS 09277099 AND DT 2023 AND VI 62 AND IP 3
Results: 20
1
2
An Exploration of the Fuzzy Inference System for the Daily Trading Decision and Its Performance Analysis Based on Fuzzy MCDM Methods.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1313, doi. 10.1007/s10614-022-10346-3
- By:
- Publication type:
- Article
3
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1287, doi. 10.1007/s10614-022-10301-2
- By:
- Publication type:
- Article
4
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1251, doi. 10.1007/s10614-022-10300-3
- By:
- Publication type:
- Article
5
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1233, doi. 10.1007/s10614-022-10299-7
- By:
- Publication type:
- Article
6
A Novel Hybrid House Price Prediction Model.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1215, doi. 10.1007/s10614-022-10298-8
- By:
- Publication type:
- Article
7
A Polynomial-Affine Approximation for Dynamic Portfolio Choice.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1177, doi. 10.1007/s10614-022-10297-9
- By:
- Publication type:
- Article
8
Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1155, doi. 10.1007/s10614-022-10295-x
- By:
- Publication type:
- Article
9
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1125, doi. 10.1007/s10614-022-10294-y
- By:
- Publication type:
- Article
10
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1107, doi. 10.1007/s10614-022-10293-z
- By:
- Publication type:
- Article
11
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1087, doi. 10.1007/s10614-022-10292-0
- By:
- Publication type:
- Article
12
Parallel Computation of Sovereign Default Models.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1047, doi. 10.1007/s10614-022-10291-1
- By:
- Publication type:
- Article
13
Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1007, doi. 10.1007/s10614-022-10290-2
- By:
- Publication type:
- Article
14
On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 969, doi. 10.1007/s10614-022-10288-w
- By:
- Publication type:
- Article
15
On the Hedging of Interest Rate Margins on Bank Demand Deposits.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 935, doi. 10.1007/s10614-022-10287-x
- By:
- Publication type:
- Article
16
Application of Robust Control for CSR Formalization and Stakeholders Interest.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 891, doi. 10.1007/s10614-022-10286-y
- By:
- Publication type:
- Article
17
Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 855, doi. 10.1007/s10614-022-10285-z
- By:
- Publication type:
- Article
18
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 817, doi. 10.1007/s10614-022-10282-2
- By:
- Publication type:
- Article
19
Object Oriented (Dynamic) Programming: Closing the "Structural" Estimation Coding Gap.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 761, doi. 10.1007/s10614-022-10280-4
- By:
- Publication type:
- Article
20
Boosting the Scalability of Farm-Level Models: Efficient Surrogate Modeling of Compositional Simulation Output.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 721, doi. 10.1007/s10614-022-10276-0
- By:
- Publication type:
- Article