Optimal model description of finance and human factor indices

DOI10.1007/S10100-023-00897-7MaRDI QIDQ7006592zbMATH OpenFDO

Authors Betül Kalaycı, Vilda Purutçuoğlu, Gerhard-Wilhelm Weber

Publication date 28 March 2025

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10100-023-00897-7

zbMATH Keywords

consumer confidence indexHMMinvestor sentimentmachine learningoperational researchsentiment indexvolatility model

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• A new approach to multivariate adaptive regression splines by using Tikhonov regularization and continuous optimization
• Estimation and testing of nonparametric hidden Markov model with application in stock market
• Financial regression and organization
• General-Purpose Computation with Neural Networks: A Survey of Complexity Theoretic Results
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• Introductory econometrics for finance
• Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks
• Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
• Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS
• Neural network calibrated stochastic processes: forecasting financial assets
• Numerical solution of stochastic differential equations in finance
• Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(1)

• Enhancing time-series modeling with stochastic differential equation discovery: an evolutionary approach

This page was built for publication: Optimal model description of finance and human factor indices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7006592)