| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics
|
Liu, Yin
|
|
|
64 |
5 |
p. 2747-2781
|
artikel
|
| 2 |
China's business cycle forecasting: a machine learning approach
|
Tang, Pan
|
|
|
64 |
5 |
p. 2783-2811
|
artikel
|
| 3 |
Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation
|
Li, Xiufang
|
|
|
64 |
5 |
p. 2641-2662
|
artikel
|
| 4 |
Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model
|
Dai, Tian-Shyr
|
|
|
64 |
5 |
p. 3117-3142
|
artikel
|
| 5 |
Cryptocurrency Exchange Simulation
|
Mansurov, Kirill
|
|
|
64 |
5 |
p. 2585-2603
|
artikel
|
| 6 |
Determinants of Nonperforming Loans: A Global Data Analysis
|
Salas, MBelen
|
|
|
64 |
5 |
p. 2695-2716
|
artikel
|
| 7 |
Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters
|
Ti, Yen-Wu
|
|
|
64 |
5 |
p. 2717-2745
|
artikel
|
| 8 |
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach
|
Chen, Shun
|
|
|
64 |
5 |
p. 2853-2878
|
artikel
|
| 9 |
Learning Bermudans
|
Aiolfi, Riccardo
|
|
|
64 |
5 |
p. 2813-2852
|
artikel
|
| 10 |
Machine Learning-Based Approach for Predicting the Altcoins Price Direction Change from a High-Frequency Data of Seven Years Based on Socio-Economic Factors, Bitcoin Prices, Twitter and News Sentiments
|
Gupta, Anamika
|
|
|
64 |
5 |
p. 2981-3026
|
artikel
|
| 11 |
Option Pricing and Local Volatility Surface by Physics-Informed Neural Network
|
Bae, Hyeong-Ohk
|
|
|
64 |
5 |
p. 3143-3159
|
artikel
|
| 12 |
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
|
Luxenberg, Eric
|
|
|
64 |
5 |
p. 3027-3047
|
artikel
|
| 13 |
Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model
|
Guo, Yanyu
|
|
|
64 |
5 |
p. 2605-2640
|
artikel
|
| 14 |
Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020
|
Seip, Knut Lehre
|
|
|
64 |
5 |
p. 3087-3116
|
artikel
|
| 15 |
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach
|
Miranda, L. L. B.
|
|
|
64 |
5 |
p. 2685-2694
|
artikel
|
| 16 |
Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model
|
Lin, Xenos Chang-Shuo
|
|
|
64 |
5 |
p. 2879-2908
|
artikel
|
| 17 |
The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity
|
Younis, Ijaz
|
|
|
64 |
5 |
p. 2909-2933
|
artikel
|
| 18 |
The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins
|
Bağcı, Mahmut
|
|
|
64 |
5 |
p. 2663-2684
|
artikel
|
| 19 |
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index
|
Evkaya, Ozan
|
|
|
64 |
5 |
p. 2935-2980
|
artikel
|
| 20 |
Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
|
Mozumder, Sharif
|
|
|
64 |
5 |
p. 3049-3086
|
artikel
|
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