arXiv 2017-07-03 EN Checking account activity and credit default risk of enterprises: An application of statistical learning methods Yao, Jinglun · Levy-Chapira, Maxime · Margaryan, Mamikon
arXiv 2017-06-19 EN Symbolic dynamics techniques for complex systems: Application to share price dynamics Xu, Dan · Beck, Christian
arXiv 2017-06-01 EN Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality Lavicka, Hynek · Kracik, Jiri
arXiv 2017-05-22 EN Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies Sharma, Yash
arXiv 2017-05-19 EN CDS Rate Construction Methods by Machine Learning Techniques Brummelhuis, Raymond · Luo, Zhongmin
arXiv 2017-05-14 EN Decomposition of Time Series Data to Check Consistency between Fund Style and Actual Fund Composition of Mutual Funds Sen, Jaydip · Chaudhuri, Tamal Datta
arXiv 2017-05-07 EN Machine Learning Techniques for Mortality Modeling Deprez, Philippe · Shevchenko, Pavel V. · Wüthrich, Mario V.
arXiv 2017-05-02 EN A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes Rizvi, Syed Ali Asad · Roberts, Stephen J. · Osborne, Michael A. · Nyikosa, Favour
arXiv 2017-05-01 EN A note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is there a leverage effect? Stavroyiannis, Stavros
arXiv 2017-04-30 EN Stochastic modelling of non-stationary financial assets Estevens, Joana · Rocha, Paulo · Boto, Joao · Lind, Pedro
arXiv 2017-04-27 EN Dynamical Analysis of Stock Market Instability by Cross-correlation Matrix Takaishi, Tetsuya
arXiv 2017-04-26 EN High-Frequency Jump Analysis of the Bitcoin Market Scaillet, Olivier · Treccani, Adrien · Trevisan, Christopher
arXiv 2017-04-25 EN A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector Sen, Jaydip · Chaudhuri, Tamal Datta
arXiv 2017-04-07 EN Anomalous Scaling of Stochastic Processes and the Moses Effect Chen, Lijian · Bassler, Kevin E. · McCauley, Joseph L. · Gunaratne, Gemunu H.
arXiv 2017-04-04 EN Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 Ito, Mikio · Maeda, Kiyotaka · Noda, Akihiko
arXiv 2017-03-31 EN Machine Learning for Better Models for Predicting Bond Prices Ganguli, Swetava · Dunnmon, Jared
arXiv 2017-03-28 EN Non-parametric and semi-parametric asset pricing Erdos, Peter · Ormos, Mihaly · Zibriczky, David
arXiv 2017-03-28 EN Analysis of Realized Volatility for Nikkei Stock Average on the Tokyo Stock Exchange Takaishi, Tetsuya · Watanabe, Toshiaki
arXiv 2017-03-26 EN Emergence of world-stock-market network Saeedian, M. · Jamali, T. · Kamali, M. Z. · Bayani, H. +2
arXiv 2017-03-20 EN A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors Mukhoti, Sujay · Ranjan, Pritam
