| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
AB-LSTM-GRU: A Novel Ensemble Composite Deep Neural Network Model for Exchange Rate Forecasting
|
Gu, Jincheng
|
|
|
66 |
2 |
p. 1767-1791
|
artikel
|
| 2 |
A Hybrid Credit Risk Evaluation Model Based on Three-Way Decisions and Stacking Ensemble Approach
|
Li, Yusheng
|
|
|
66 |
2 |
p. 1355-1378
|
artikel
|
| 3 |
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process
|
Fan, Congyin
|
|
|
66 |
2 |
p. 1455-1479
|
artikel
|
| 4 |
An Estimated DSGE Model Under the New Keynesian Framework for Mexico
|
Fonseca-Zendejas, Alejandro Steven
|
|
|
66 |
2 |
p. 1297-1320
|
artikel
|
| 5 |
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold
|
Staňková, Michaela
|
|
|
66 |
2 |
p. 1107-1135
|
artikel
|
| 6 |
Bivariate Maximum Likelihood Method for Fixed Effects Panel Interval-Valued Data Models
|
Ji, Aibing
|
|
|
66 |
2 |
p. 1269-1296
|
artikel
|
| 7 |
Computing Competitive Equilibrium in Simplex Economies
|
Pulgarín, Antonio
|
|
|
66 |
2 |
p. 1413-1425
|
artikel
|
| 8 |
Construction and Analysis of Chinese Macro-Financial Stability Index
|
Wang, Jinsong
|
|
|
66 |
2 |
p. 1625-1646
|
artikel
|
| 9 |
Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil
|
Da Silva, Mairton Nogueira
|
|
|
66 |
2 |
p. 1513-1543
|
artikel
|
| 10 |
Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis
|
Ertugrul, Hasan Murat
|
|
|
66 |
2 |
p. 1545-1570
|
artikel
|
| 11 |
Ensemble with Divisive Bagging for Feature Selection in Big Data
|
Park, Yousung
|
|
|
66 |
2 |
p. 1321-1354
|
artikel
|
| 12 |
Financial Fraud Transaction Prediction Approach Based on Global Enhanced GCN and Bidirectional LSTM
|
Chen, Yimo
|
|
|
66 |
2 |
p. 1747-1766
|
artikel
|
| 13 |
Gold Price Prediction Using Two-layer Decomposition and XGboost Optimized by the Whale Optimization Algorithm
|
Guo, Yibin
|
|
|
66 |
2 |
p. 1157-1189
|
artikel
|
| 14 |
Guangxi GDP Prediction Model Based on Principal Component Analysis and SSA–SVM
|
Tong, Yanfen
|
|
|
66 |
2 |
p. 1191-1213
|
artikel
|
| 15 |
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives
|
Hernández-López, Eymard
|
|
|
66 |
2 |
p. 1481-1512
|
artikel
|
| 16 |
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option
|
Roul, Pradip
|
|
|
66 |
2 |
p. 1427-1454
|
artikel
|
| 17 |
OPEC Basket Monthly Crude Oil Price Forecasting: Comparative Study Between Prophet Facebook, NNAR, FTS Models
|
Hadjira, Abdelmounaim
|
|
|
66 |
2 |
p. 1647-1669
|
artikel
|
| 18 |
Output, Money and Interest Rate in the United States: New Evidence Based on Wavelet Analysis
|
Khodavaisi, Hassan
|
|
|
66 |
2 |
p. 1571-1601
|
artikel
|
| 19 |
Performance Evaluation of a Family of GARCH Processes Based on Value at Risk Forecasts: Data Envelopment Analysis Approach
|
Babiš, Alex
|
|
|
66 |
2 |
p. 1379-1411
|
artikel
|
| 20 |
Policy Learning for Many Outcomes of Interest: Combining Optimal Policy Trees with Multi-objective Bayesian Optimisation
|
Rehill, Patrick
|
|
|
66 |
2 |
p. 971-1001
|
artikel
|
| 21 |
Predicting the Law: Artificial Intelligence Findings from the IMF’s Central Bank Legislation Database
|
AlAjmi, Khaled
|
|
|
66 |
2 |
p. 1003-1033
|
artikel
|
| 22 |
Pricing Variable Annuity Contract with GMAB Guarantee Under a Regime Switching Local Volatility Model
|
Mohammad, Sarfraz
|
|
|
66 |
2 |
p. 1603-1624
|
artikel
|
| 23 |
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models
|
Zhang, Yuetong
|
|
|
66 |
2 |
p. 1215-1268
|
artikel
|
| 24 |
Robustness Analysis and Forecasting of High-Dimensional Financial Time Series Data
|
Li, Junchen
|
|
|
66 |
2 |
p. 1793-1824
|
artikel
|
| 25 |
Robust Portfolio Optimisation Under Sparse Contamination
|
Autiero, Carlo E.
|
|
|
66 |
2 |
p. 1137-1155
|
artikel
|
| 26 |
Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis
|
Arauco Ballesteros, Mónica Andrea
|
|
|
66 |
2 |
p. 1715-1745
|
artikel
|
| 27 |
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model
|
Benhmad, François
|
|
|
66 |
2 |
p. 1691-1713
|
artikel
|
| 28 |
The Impacts of the Conflicts Between Israel and Hamas, as well as Between Russia and Ukraine, on Financial Assets and Crypto-Currencies
|
Mgadmi, Nidhal
|
|
|
66 |
2 |
p. 1671-1689
|
artikel
|
| 29 |
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters
|
Chen, Yufeng
|
|
|
66 |
2 |
p. 1035-1069
|
artikel
|
| 30 |
Two-Asset Double Barrier Options
|
Lee, Hangsuck
|
|
|
66 |
2 |
p. 1071-1106
|
artikel
|
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