… 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 …
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. …
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 (…
… DecisionProcess for Portfolio Selection We formulate the investment process as a generalized Markov DecisionProcess by (S;A;… Since the three methods adopt neuralnetworks to learn …
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 neuralnetwork 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 …
X Li, J Wang, C Yang - Neural Computing and Applications, 2023 - Springer
… In the decision-makingprocess, we must always pay attention to the changes of those sensitive … value investment results can provide good decision-making opinions. As the company's …
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 decisionmaking at different …
… of graph neuralnetworkmethods in the financial application. … on graph neuralnetwork models with financial application. … neuralnetworks and summarize the corresponding methods. …
… 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 …