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Can machine learning approaches predict corporate bankruptcy? : evidence from a qualitative experimental design [PDF]
, 2019 Published online: 12 Apr 2019Bankruptcy prediction has received a growing interest in corporate finance and risk management recently. Although numerous studies in the literature have dealt with various statistical and artificial intelligence classifiers,
LAHMIRI, Salim, BEKIROS, Stelios D.
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"Ethics in Quantitative Finance"
Freakonometrics, 2017 Just before going to the workshop on dependencies in finance and insurance, Tim Johnson (also known as @TCJUK on Twitter), researcher at Heriot-Watt University in Edinburgh and blogger on http://magic-maths-money.blogspot, sent me a copy of his ...
Arthur Charpentier
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Intelligent finance - An emerging direction
, 2006 Intelligent finance represents a new direction recently emerging from the confluence of several distinct disciplines in financial market analysis, investing and trading, removing any historical or artificial barrier between them.
Kortanek, Kenneth +2 more
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Supervised autoencoder MLP for financial time series forecasting
Journal of Big DataThis paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders, aiming to improve investment strategy performance. It specifically examines the impact of noise augmentation and
Bartosz Bieganowski, Robert Ślepaczuk
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Immune effector cell‐associated hemophagocytic lymphohistiocytosis‐like syndrome (IEC‐HS) is a life‐threatening hyperinflammatory toxicity distinct from cytokine release syndrome (CRS) and neurotoxicity following chimeric antigen receptor T‐cell (CAR‐T) therapy. In a single‐institution retrospective cohort of pediatric and young adult patients
Thomas J. Galletta +6 more
wiley +1 more source
Understanding stock market instability via graph auto-encoders
EPJ Data ScienceUnderstanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in long-run asset co-movement patterns which expose portfolios to rapid and devastating collapses in value.
Dragos Gorduza +2 more
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A Jacobi-Collocation Method for Second Kind Volterra Integral Equations with a Smooth Kernel
Abstract and Applied Analysis, 2014 The purpose of this paper is to provide a Jacobi-collocation method for solving second kind Volterra integral equations with a smooth kernel. This method leads to a fully discrete integral operator.
Hongfeng Guo, Haotao Cai, Xin Zhang
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Deep Reinforcement Learning for Dynamic Stock Option Hedging: A Review
Mathematics, 2023 This paper reviews 17 studies addressing dynamic option hedging in frictional markets through Deep Reinforcement Learning (DRL). Specifically, this work analyzes the DRL models, state and action spaces, reward formulations, data generation processes and ...
Reilly Pickard, Yuri Lawryshyn
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FEBS Letters, EarlyView.Septin 9 polybasic domains couple phosphoinositide‐rich membrane binding to centrosome positioning, Golgi organization, and microtubule acetylation to control epithelial polarity. Their loss disrupts this axis, causing centrosome mispositioning, Golgi fragmentation, reduced microtubule acetylation, and polarity inversion via upregulation of the ...
Ting ting Cai +4 more
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Malliavin method for optimal investment in financial markets with memory
Open Mathematics, 2016 We consider a financial market with memory effects in which wealth processes are driven by mean-field stochastic Volterra equations. In this financial market, the classical dynamic programming method can not be used to study the optimal investment ...
An Qiguang, Zhao Guoqing, Zong Gaofeng
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