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11077
Long-Short-Term Memory Neural Networks in Varying Regimes
GARP event
Berlin, 28.09.2022
Veranstaltungsbeitrag › Eingeladener Vortrag › 2022
-
11075
LSTM in varying regimes: How to combine hidden Markov and machine learning models for financial risk management
5th International Conference on Econometrics and Statistics (EcoSta 2022)
Kyoto, Japan, 04.06.2022 - 06.06.2022
Veranstaltungsbeitrag › Vortrag › 2022
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11079
Modellierung von Corporate Credit Spreads – Einbindung von Hidden Markov Modellen in Neuronale Netze
Forschungsseminar HTW
Berlin, 11.05.2022 - 06.06.2022
Veranstaltungsbeitrag › Vortrag › 2022
-
10121
Forecasting corporate credit spreads: Regime-switching in LSTM
15th International Conference on Computational and Financial Econometrics (CFE 2021)
King's College London | Online, 18.12.2021 - 20.12.2021
Veranstaltungsbeitrag › Vortrag › 2021
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9857
Embedding regime - switching in modelling of credit spreads through neural networks
4th International Conference on Econometrics and Statistics (EcoSta 2021)
HKUST, Hong Kong | Online, 24.06.2021 - 26.06.2021
Veranstaltungsbeitrag › Vortrag › 2021
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9147
Varying correlation parametrizations in an HMM setting for filter-based portfolio strategies
International Conference on Computational and Financial Econometrics
London, 14.12.2019 - 16.12.2019
Veranstaltungsbeitrag › Vortrag › 2019
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9148
Enhanced prediction of sovereign bond spreads through macroeconomic news sentiment
Financial Evolution: AI, Machine Learning and Sentiment Analysis
London, 25.06.2019 - 26.06.2019
Veranstaltungsbeitrag › Vortrag › 2019