Evaluating the validity of regulatory interest rate risk measures – a simulation approach
Article in Journal of Banking & Finance (September 2023)
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ECML PKDD 2018 Workshops
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 A Multivariate and Multi-step Ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting
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Altmetric BadgeChapter 2 Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks
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Altmetric BadgeChapter 3 Deep Factor Model
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Altmetric BadgeChapter 4 A Comparison of Neural Network Methods for Accurate Sentiment Analysis of Stock Market Tweets
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Altmetric BadgeChapter 5 A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios
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Altmetric BadgeChapter 6 ICIE 1.0: A Novel Tool for Interactive Contextual Interaction Explanations
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Altmetric BadgeChapter 7 Testing for Self-excitation in Financial Events: A Bayesian Approach
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Altmetric BadgeChapter 8 A Web Crawling Environment to Support Financial Strategies and Trend Correlation
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Altmetric BadgeChapter 9 A Differential Privacy Workflow for Inference of Parameters in the Rasch Model
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Altmetric BadgeChapter 10 Privacy Preserving Client/Vertical-Servers Classification
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Altmetric BadgeChapter 11 Privacy Risk for Individual Basket Patterns
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Altmetric BadgeChapter 12 Exploring Students Eating Habits Through Individual Profiling and Clustering Analysis
Attention for Chapter 5:
A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios