| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Machine Learning-Based Analysis on the Causality of Financial Stress in Banking Institutions
|
de Moraes Souza, João Gabriel
|
|
|
64 |
3 |
p. 1857-1890
|
artikel
|
| 2 |
A Note on the Non-proportionality of Winning Probabilities in Bitcoin
|
Parra-Moyano, José
|
|
|
64 |
3 |
p. 1697-1714
|
artikel
|
| 3 |
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets
|
Abanto-Valle, Carlos A.
|
|
|
64 |
3 |
p. 1775-1801
|
artikel
|
| 4 |
ARDL: An R Package for ARDL Models and Cointegration
|
Natsiopoulos, Kleanthis
|
|
|
64 |
3 |
p. 1757-1773
|
artikel
|
| 5 |
A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms
|
Omay, Tolga
|
|
|
64 |
3 |
p. 1837-1856
|
artikel
|
| 6 |
Business Strategy, Short-Term Debt, and Cost Stickiness
|
Askarany, Davood
|
|
|
64 |
3 |
p. 1913-1936
|
artikel
|
| 7 |
Computing Longitudinal Moments for Heterogeneous Agent Models
|
Ocampo, Sergio
|
|
|
64 |
3 |
p. 1891-1912
|
artikel
|
| 8 |
Consumption Modelling Using Categorisation-Enhanced Mental Accounting
|
Chudziak, Szymon
|
|
|
64 |
3 |
p. 1391-1442
|
artikel
|
| 9 |
Correction to: Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction
|
Sable, Rachna
|
|
|
64 |
3 |
p. 1663
|
artikel
|
| 10 |
Correction to: Option Pricing Based on the Residual Neural Network
|
Gan, Lirong
|
|
|
64 |
3 |
p. 1937
|
artikel
|
| 11 |
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance
|
Naito, Riu
|
|
|
64 |
3 |
p. 1443-1461
|
artikel
|
| 12 |
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction
|
Sable, Rachna
|
|
|
64 |
3 |
p. 1639-1662
|
artikel
|
| 13 |
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series
|
Gea, Cristiane
|
|
|
64 |
3 |
p. 1507-1538
|
artikel
|
| 14 |
Empirical Performance of an ESG Assets Portfolio from US Market
|
Pokou, Fredy
|
|
|
64 |
3 |
p. 1569-1638
|
artikel
|
| 15 |
Exchange Rate Forecasting Based on Integration of Gated Recurrent Unit (GRU) and CBOE Volatility Index (VIX)
|
Xu, Hao
|
|
|
64 |
3 |
p. 1539-1567
|
artikel
|
| 16 |
How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach
|
Westphal, Rebecca
|
|
|
64 |
3 |
p. 1315-1356
|
artikel
|
| 17 |
How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark
|
Arratia, Argimiro
|
|
|
64 |
3 |
p. 1489-1505
|
artikel
|
| 18 |
Multiperiod Bankruptcy Prediction Models with Interpretable Single Models
|
Beade, Ángel
|
|
|
64 |
3 |
p. 1357-1390
|
artikel
|
| 19 |
On the Numerical Option Pricing Methods: Fractional Black-Scholes Equations with CEV Assets
|
Banihashemi, S.
|
|
|
64 |
3 |
p. 1463-1488
|
artikel
|
| 20 |
Performance Assessment of Logistic Regression (LR), Artificial Neural Network (ANN), Fuzzy Inference System (FIS) and Adaptive Neuro-Fuzzy System (ANFIS) in Predicting Default Probability: The Case of a Tunisian Islamic Bank
|
Ayed, Nadia
|
|
|
64 |
3 |
p. 1803-1835
|
artikel
|
| 21 |
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game
|
Wang, Yinglin
|
|
|
64 |
3 |
p. 1665-1695
|
artikel
|
| 22 |
Stochastic Default Risk Estimation Evidence from the South African Financial Market
|
Alfeus, Mesias
|
|
|
64 |
3 |
p. 1715-1756
|
artikel
|
Tijdschrift beschrijving