List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Recurrent double-conditional factor model OR Spectrum | 2025-04-22 | Paper |
| Portfolio optimization for sustainable investments Annals of Operations Research | 2024-11-27 | Paper |
| Machine learning techniques for cross-sectional equity returns' prediction OR Spectrum | 2023-06-26 | Paper |
| Market timing in parametric portfolio policies International Journal of Theoretical and Applied Finance | 2022-09-22 | Paper |
| Multi-agent-based VaR forecasting Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
| Simulation-based valuation of exodic options | 2017-02-17 | Paper |
| Nonparametric predictor selection in asset management Operations Research Proceedings | 2011-04-07 | Paper |
| Modified Wald statistics for generalized linear models AStA. Allgemeines Statistisches Archiv | 2006-03-28 | Paper |
| A ''world'' model of integrated financial markets using artificial neural networks Neurocomputing | 1996-08-21 | Paper |
Research outcomes over time
This page was built for person: Thorsten Poddig
