中国机械工程学会生产工程分会知识服务平台

期刊


刊名Digital Finance
参考译名数字金融
收藏年代2020~2023



全部

2020 2021 2022 2023


题名作者出版年年卷期
Determinants of liquidity in cryptocurrency marketsWestland J. Christopher20232023, vol.5, no.2
Replicating market makersAngeris Guillermo; Evans Alex; Chitra Tarun20232023, vol.5, no.2
Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factorsChalkiadakis Ioannis; Peters Gareth W.; Ames Matthew20232023, vol.5, no.2
Financial recommendations on Reddit, stock returns and cumulative prospect theoryReichenbach Felix; Walther Martin20232023, vol.5, no.2
Heterogeneous tail generalized common factor modelingHediger Simon; N?f Jeffrey; Paolella Marc S.; Polak Pawe?20232023, vol.5, no.2
Time-varying higher moments in BitcoinVieira Leonardo Ieracitano; Laurini Márcio Poletti20232023, vol.5, no.2
Convolutional signature for sequential dataMin Ming; Ichiba Tomoyuki20232023, vol.5, no.1
DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networksFatouros Georgios; Makridis Georgios; Kotios Dimitrios; Soldatos John; Filippakis Michael; Kyriazis Dimosthenis20232023, vol.5, no.1
Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?Teng Huei-Wen; Li Yu-Hsien20232023, vol.5, no.1
Deep stochastic optimization in financeReppen A. Max; Soner H. Mete; Tissot-Daguette Valentin20232023, vol.5, no.1
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