Abstract is missing.
- State-ANFIS: A Generalized Regime-Switching Model for Financial ModelingGregor Lenhard, Dietmar Maringer. 1-8 [doi]
- Long-Term Energy Consumption Forecast for a Commercial Virtual Power Plant Using a Hybrid K-means and Linear Regression AlgorithmIsla Almeida Oliveira, Pâmela Rugoni Belin, Carlos José Alves Santos, Mathias Arno Ludwig, Júlia Da Rosa H. Rodrigues, Cesare Quinteiro Pica. 1-7 [doi]
- Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion ProcessesWilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala. 1-8 [doi]
- ANN, LSTM, and SVR for Gold Price ForecastingJiacheng Yang, Denis De Montigny, Philip C. Treleaven. 1-7 [doi]
- Iterative Filtering Algorithms for Computing Consensus Analyst EstimatesKheng Kua, Aleksandar Ignjatovic. 1-8 [doi]
- Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied VolatilityFarshid Balaneji, Dietmar Maringer. 1-8 [doi]
- Understanding Spending Behavior: Recurrent Neural Network Explanation and InterpretationCharl Maree, Christian W. Omlin. 1-7 [doi]
- Twin-Delayed Deep Deterministic Policy Gradient Algorithm for Portfolio SelectionNicholas Baard, Terence L. van Zyl. 1-8 [doi]
- Technical and Sentiment Analysis in Financial Forecasting with Genetic ProgrammingEva Christodoulaki, Michael Kampouridis, Panagiotis Kanellopoulos. 1-8 [doi]
- Concept and Practice of Artificial Market Data Mining PlatformMasanori Hirano 0001, Hiroki Sakaji, Kiyoshi Izumi. 1-10 [doi]
- Information Retrieval from Alternative Data using Zero-Shot Self-Supervised LearningAmin Assareh. 1-5 [doi]
- A Performance Study of Multiobjective Particle Swarm Optimization Algorithms for Market TimingIsmail Mohamed, Fernando E. B. Otero. 1-10 [doi]
- Optimizing Mixed-Asset Portfolios Involving REITsFatim Z. Habbab, Michael Kampouridis, Alexandros A. Voudouris. 1-8 [doi]
- An Empirical Comparison of Cross-Validation Procedures for Portfolio SelectionAndrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie. 1-10 [doi]
- A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computationRiu Naito, Toshihiro Yamada. 1-8 [doi]
- Instability of financial markets by optimizing investment strategies investigated by an agent-based modelTakanobu Mizuta, Isao Yagi, Kosei Takashima. 1-8 [doi]
- High-Dimensional Stock Portfolio Trading with Deep Reinforcement LearningUta Pigorsch, Sebastian Schäfer. 1-8 [doi]
- Construction of real-time manufacturing industry production activity estimation models using high-frequency electricity demand dataYoshiyuki Suimon, Hiroto Tanabe. 1-7 [doi]
- An Earth Mover's Distance Based Graph Distance Metric For Financial StatementsSander Noels, Benjamin Vandermarliere, Ken Bastiaensen, Tijl De Bie. 1-8 [doi]
- Comparison of Fuzzy Risk Forecast Intervals for CryptocurrenciesSulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal. 1-8 [doi]
- Customized Stock Return Prediction with Deep LearningChristopher Felder, Stefan Mayer. 1-8 [doi]
- Balancing Profit, Risk, and Sustainability for Portfolio ManagementCharl Maree, Christian W. Omlin. 1-8 [doi]
- Impact of False Information from Spoofing Strategies: An ABM Model of Market DynamicsHaohang Li, Steve Y. Yang. 1-10 [doi]
- Predicting Financial Volatility from Personal Transactional DataRui Ying Goh, Galina Andreeva, Yi Cao. 1-8 [doi]
- Portfolio optimization with choice of a probability measureTaiga Saito, Akihiko Takahashi. 1-10 [doi]
- Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning MethodsAerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali. 1-8 [doi]