Artificial neural networks in business: Two decades of research
M Tkáč, R Verner - Applied Soft Computing, 2016 - Elsevier
In recent two decades, artificial neural networks have been extensively used in many
business applications. Despite the growing number of research papers, only few studies …
business applications. Despite the growing number of research papers, only few studies …
Stock market volatility and return analysis: A systematic literature review
R Bhowmik, S Wang - Entropy, 2020 - mdpi.com
In the field of business research method, a literature review is more relevant than ever. Even
though there has been lack of integrity and inflexibility in traditional literature reviews with …
though there has been lack of integrity and inflexibility in traditional literature reviews with …
Forecasting financial time series volatility using particle swarm optimization trained quantile regression neural network
D Pradeepkumar, V Ravi - Applied Soft Computing, 2017 - Elsevier
Accurate forecasting of volatility from financial time series is paramount in financial decision
making. This paper presents a novel, Particle Swarm Optimization (PSO)-trained Quantile …
making. This paper presents a novel, Particle Swarm Optimization (PSO)-trained Quantile …
[PDF][PDF] The use of NARX neural networks to predict chaotic time series
E Diaconescu - Wseas Transactions on computer research, 2008 - academia.edu
The prediction of chaotic time series with neural networks is a traditional practical problem of
dynamic systems. This paper is not intended for proposing a new model or a new …
dynamic systems. This paper is not intended for proposing a new model or a new …
A convolutional neural network based approach to financial time series prediction
Financial time series are chaotic that, in turn, leads their predictability to be complex and
challenging. This paper presents a novel financial time series prediction hybrid that involves …
challenging. This paper presents a novel financial time series prediction hybrid that involves …
Machine learning in finance: A topic modeling approach
We identify the core topics of research applying machine learning to finance. We use a
probabilistic topic modeling approach to make sense of this diverse body of research …
probabilistic topic modeling approach to make sense of this diverse body of research …
Improving prediction performance for indoor temperature in public buildings based on a novel deep learning method
C Xu, H Chen, J Wang, Y Guo, Y Yuan - Building and Environment, 2019 - Elsevier
This study presents a case study of public buildings using a novel deep learning method to
forecast indoor air temperature. The aim is to explore the potential of long short-term …
forecast indoor air temperature. The aim is to explore the potential of long short-term …
Forecasting of foreign exchange rates of Taiwan's major trading partners by novel nonlinear Grey Bernoulli model NGBM (1, 1)
CI Chen, HL Chen, SP Chen - Communications in Nonlinear Science and …, 2008 - Elsevier
The traditional Grey Model is easy to understand and simple to calculate, with satisfactory
accuracy, but it is also lack of flexibility to adjust the model to acquire higher forecasting …
accuracy, but it is also lack of flexibility to adjust the model to acquire higher forecasting …
Deep learning-based exchange rate prediction during the COVID-19 pandemic
This study proposes an ensemble deep learning approach that integrates Bagging Ridge
(BR) regression with Bi-directional Long Short-Term Memory (Bi-LSTM) neural networks …
(BR) regression with Bi-directional Long Short-Term Memory (Bi-LSTM) neural networks …
Mixture of activation functions with extended min-max normalization for forex market prediction
An accurate exchange rate forecasting and its decision-making to buy or sell are critical
issues in the Forex market. Short-term currency rate forecasting is a challenging task due to …
issues in the Forex market. Short-term currency rate forecasting is a challenging task due to …