Results 131 to 140 of about 2,923 (211)

Backtesting in risk management

, 2017
Rad opisuje primjenu utvrđivanja pouzdanosti modela u upravljanju rizicima (eng. backtesting). Tema je obrađena na modelu izračuna rizične vrijednosti dnevnog povrata dionice HT-R-A.
Brdar, Iva
core  

Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]

Entropy (Basel)
Yan K, Yue Z, Wu CC, He Q, Zhou J, Hao Z, Li Y.   +6 more
europepmc   +1 more source

Information-Entropic Deep Learning with Gaussian Process Regularisation for Uncertainty-Aware Quantitative Trading. [PDF]

Entropy (Basel)
Lin F, Sun H.
europepmc   +1 more source

Backtesting in VaR Models of Bitcoins

, 2018
Bitcoins is the most famous cryptocurrency in the world and is getting more and more important as an investment product. But from bitcoins’ historical performance, it can be read that this cryptocurrency has large volatilities which brought many risks to
Shen, Jiadi
core  

Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]

Sci Rep
Biswas T, Dey A, Mandal G, Ghosh N.
europepmc   +1 more source

Photosynthetic performance of walnut leaves during the occurrence of leaf scorch. [PDF]

Photosynthetica, 2023
Wang SW, Xing CJ, Zhang CF, Guo T, Hao HL, Zhang ZY, Wang S, Shu JM.   +7 more
europepmc   +1 more source

Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies. [PDF]

Front Appl Math Stat
Subramoney SD, Chinhamu K, Chifurira R.
europepmc   +1 more source

Evaluating machine learning models for predictive accuracy in cryptocurrency price forecasting. [PDF]

PeerJ Comput Sci
Qureshi SM, Saeed A, Ahmad F, Khattak AR, Almotiri SH, Al Ghamdi MA, Shah Rukh M.   +6 more
europepmc   +1 more source

Predicting Chinese stock market using XGBoost multi-objective optimization with optimal weighting. [PDF]

PeerJ Comput Sci
Liu J.
europepmc   +1 more source

Enhanced futures price-spread forecasting based on an attention-driven optimized LSTM network: integrating an improved grey wolf optimizer algorithm for enhanced accuracy. [PDF]

PeerJ Comput Sci
Tang Y, Gao Z, Cai Z, Yu J, Qin P.
europepmc   +1 more source