Behavioural aspects of the financial decision-making

K Valaskova, V Bartosova, P Kubala - Organizacija, 2019 - sciendo.com
… Moreover, the knowledge of risk tolerance is an important measure of the financial
decision-making process. As the information about the financial institutions client is very sensitive

Deep learning for decision making and the optimization of socially responsible investments and portfolio

NNY Vo, X He, S Liu, G Xu - Decision Support Systems, 2019 - Elsevier
financial model. In this paper, we propose a novel Multivariate Bidirectional LSTM neural
network to … As SRI in particular, and financial investment in general, are sensitive to market …

Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices

LO Orimoloye, MC Sung, T Ma, JEV Johnson - Expert Systems with …, 2020 - Elsevier
… minute, hourly and daily level data across multiple markets, to explore the sensitivity of DNN
algorithms to various time horizons and to different degrees of financial market complexity. …

Predicting systemic financial crises with recurrent neural networks

E Tölö - Journal of Financial Stability, 2020 - Elsevier
… forecast, when we fix the sensitivity such that the models detect … In the Appendix A, we report
a sensitivity analysis. The … literature of using machine learning methods in crisis prediction (…

Cost-sensitive portfolio selection via deep reinforcement learning

Y Zhang, P Zhao, Q Wu, B Li, J Huang… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
Decision Process for Portfolio Selection We formulate the investment process as a generalized
Markov Decision Process by (S;A;… Since the three methods adopt neural networks to learn …

[HTML][HTML] How are reinforcement learning and deep learning algorithms used for big data based decision making in financial industries–A review and research agenda

V Singh, SS Chen, M Singhania, B Nanavati… - International Journal of …, 2022 - Elsevier
… To describe the setup, we fix the number of layers L ϵ Z + in the neural network and the
width of the i th layer n i ϵ Z + for i = 1,2….,I. Then for an input variable z ϵ R n , the functional …

Risk prediction in financial management of listed companies based on optimized BP neural network under digital economy

X Li, J Wang, C Yang - Neural Computing and Applications, 2023 - Springer
… In the decision-making process, we must always pay attention to the changes of those sensitive
… value investment results can provide good decision-making opinions. As the company's …

Applications of artificial neural networks in health care organizational decision-making: A scoping review

N Shahid, T Rappon, W Berta - PloS one, 2019 - journals.plos.org
… Despite its many applications and, more recently, its prominence [17], there is a lack of
coherence regarding ANN’s applications and potential to inform decision making at different …

A review on graph neural network methods in financial applications

J Wang, S Zhang, Y Xiao, R Song - arXiv preprint arXiv:2111.15367, 2021 - arxiv.org
… of graph neural network methods in the financial application. … on graph neural network
models with financial application. … neural networks and summarize the corresponding methods. …

Deeplob: Deep convolutional neural networks for limit order books

Z Zhang, S Zohren, S Roberts - IEEE Transactions on Signal …, 2019 - ieeexplore.ieee.org
… In order to better understand these features and to go beyond a “black box” model, we perform
a sensitivity analysis to understand the rationale behind the model predictions and reveal …