- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Digital finance, Band 2, Ausgabe 1-2, Seite 69-96, 2020
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2021
- Urheber
- DOI
-
10.18452/23703
- URN
-
urn:nbn:de:kobv:11-110-18452/24365-3
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:33 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Dautel, Alexander Jakob
- Härdle, Wolfgang
- Lessmann, Stefan
- Seow, Hsin-Vonn
- Humboldt-Universität zu Berlin
Entstanden
- 2021
Ähnliche Objekte (12)
Forex exchange rate forecasting using deep recurrent neural networks
Nichtparametrische robuste Regressionsanalyse
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Forecasting the Term Structure of Variance Swaps
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
Neural Networks in Quantitative Finance
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China
Adaptive Order FlowForecasting withMultiplicativeError Models
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Applied quantitative finance
Nonparametric and semiparametric models
Computer intensive methods in statistics
Forex exchange rate forecasting using deep recurrent neural networks
Nichtparametrische robuste Regressionsanalyse
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Forecasting the Term Structure of Variance Swaps
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
Neural Networks in Quantitative Finance
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China
Adaptive Order FlowForecasting withMultiplicativeError Models
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Applied quantitative finance
Nonparametric and semiparametric models
Computer intensive methods in statistics
Forex exchange rate forecasting using deep recurrent neural networks
Nichtparametrische robuste Regressionsanalyse
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Forecasting the Term Structure of Variance Swaps
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
Neural Networks in Quantitative Finance
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China
Adaptive Order FlowForecasting withMultiplicativeError Models
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Applied quantitative finance
Nonparametric and semiparametric models