Results 11 to 20 of about 9,061 (184)

Forecasting realized volatility through financial turbulence and neural networks

open access: yesEconomics and Business Review, 2023
This paper introduces and examines a novel realized volatility forecasting model that makes use of Long Short-Term Memory (LSTM) neural networks and the risk metric financial turbulence (FT).
Souto Hugo Gobato, Moradi Amir
doaj   +1 more source

How to fly to safety without overpaying for the ticket

open access: yesEconomics and Business Review, 2023
For most active investors treasury bonds (govs) provide diversification and thus reduce the risk of a portfolio. These features of govs become particularly desirable in times of elevated risk which materialize in the form of the flight-to-safety (FTS ...
Kaczmarek Tomasz, Grobelny Przemysław
doaj   +1 more source

Implementation of the C45 Algorithm in Classifying Classes

open access: yesJurnal Mandiri IT, 2022
Mts Swasta YPII Kotarih is one of the educational institutions which in its implementation classifies several classes for students, one of which is the superior class. However, in practice, each person is still selected based on the rank in each class, making the classification process less accurate and efficient, a computerized classification ...
Nellysa Putri Denila Nasution   +1 more
openaire   +2 more sources

Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor

open access: yesEconomics and Business Review, 2020
The main goal of this research is to analyse the investment benefits from an incorporation of the volatility exposure to the diversified portfolio from the perspective of a Polish investor.
Latoszek Michał, Ślepaczuk Robert
doaj   +1 more source

Phylogeography and phylogeny of Rhinoviruses collected from Severe Acute Respiratory Infection (SARI) cases over successive epidemic periods in Tunisia.

open access: yesPLoS ONE, 2021
Rhinoviruses (RV) are a major cause of Severe Acute Respiratory Infection (SARI) in children, with high genotypic diversity in different regions. However, RV type diversity remains unknown in several regions of the world.
Sondes Haddad-Boubaker   +10 more
doaj   +1 more source

Neural Network Application to Support Regression Model in Forecasting Single-Sectional Demand for Telecommunications Services

open access: yesFolia Oeconomica Stetinensia, 2018
The aim of this research study is to test the effectiveness of the single-sectional integrated model, in which a neural network is applied to support a regression, as a consistent tool for short-term forecasting of hourly demand (in sec.) for ...
Kaczmarczyk Paweł
doaj   +1 more source

Comparing classification algorithms for prediction on CROBEX data

open access: yesCroatian Review of Economic, Business and Social Statistics, 2020
The main objective of this analysis is to evaluate and compare the various classification algorithms for the automatic identification of favourable days for intraday trading using the Croatian stock index CROBEX data.
Jerić Silvija Vlah
doaj   +1 more source

Deep Learning Predictive Models for Terminal Call Rate Prediction during the Warranty Period

open access: yesBusiness Systems Research, 2020
Background: This paper addresses the problem of products’ terminal call rate (TCR) prediction during the warranty period. TCR refers to the information on the amount of funds to be reserved for product repairs during the warranty period.
Ferencek Aljaž   +4 more
doaj   +1 more source

Unveiling the diverse efficacy of artificial neural networks and logistic regression: A comparative analysis in predicting financial distress

open access: yesCroatian Review of Economic, Business and Social Statistics, 2023
The prediction of financial distress has emerged as a significant concern over a prolonged period spanning more than half a century. This subject has garnered considerable attention owing to the precise outcomes derived from its predictive models.
Sabek Amine
doaj   +1 more source

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