Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C45: Neural Networks and Related Topics

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• Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2010, "Diagnosis and Prediction of Market Rebounds in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-15, Mar.
• PREMINGER, Arie & FRANCK, Raphael, 2007, "Forecasting exchange rates: a robust regression approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1917, Jan, DOI: 10.1016/j.ijforecast.2006.04.009.
• HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1922, Jan, DOI: 10.1016/j.jeconom.2006.06.009.
• Weidong Lin & Abderrahim Taamouti, 2023, "Enhancing Portfolio Resilience to Systemic Risk: A Neural Network Approach," Working Papers, University of Liverpool, Department of Economics, number 202311.
• Fahmida E. Moula & Chi Guotai & Mohammad Zoynul Abedin, 2017, "Credit default prediction modeling: an application of support vector machine," Risk Management, Palgrave Macmillan, volume 19, issue 2, pages 158-187, May, DOI: 10.1057/s41283-017-0016-x.
• Franz Fuerst & Gianluca Marcato, undated, "Re-thinking Commercial Real Estate Market Segmentation," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2010-12.
• Guido Fioretti, undated, "Recognizing Investment Opportunities at the Onset of Recoveries," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 07.
• Christian Haefke & Christian Helmenstein, undated, "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Computing in Economics and Finance 1996, Society for Computational Economics, number _023.
• Suela Vasil & Armela Maxhelaku, 0, "Artificial Intelligence and Application Domains in FinTech," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15817211.
• Yunus Emre Gür & Abdunnur Yıldız & Emre Ünal, 0, "Advanced AI Models for Future Forecasting of Budget Expenditures via Machine Learning and Deep Learning," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-36.
• Patrick Leoni & Pietro Senesi, undated, "Existence and Global Attractivity of Stable Solutions in Neural Networks," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 198.

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• Penalva Jose & Ryall Michael D, 2008, "Empirical Implications of Information Structure in Finite Extensive Form Games," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-49, January, DOI: 10.2202/1935-1704.1362.
• Copic Jernej & Jackson Matthew O. & Kirman Alan, 2009, "Identifying Community Structures from Network Data via Maximum Likelihood Methods," The B.E. Journal of Theoretical Economics, De Gruyter, volume 9, issue 1, pages 1-40, September, DOI: 10.2202/1935-1704.1523.
• Granger Clive W.J., 2008, "Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-11, September, DOI: 10.2202/1558-3708.1639.
• Kapetanios George, 2003, "Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 2, pages 1-16, July, DOI: 10.2202/1558-3708.1099.
• Jagric Timotej, 2003, "A Nonlinear Approach to Forecasting with Leading Economic Indicators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 2, pages 1-20, July, DOI: 10.2202/1558-3708.1135.
• Small Michael & Tse Chi K., 2003, "Determinism in Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-31, October, DOI: 10.2202/1558-3708.1134.
• de Peretti Christian & Siani Carole, 2004, "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1239.
• Paola L. Montero Ledezma & Joaquín Morales Belpiare, 2020, "Estado del arte de las prioridades para la juventud boliviana con mira a las metas de los ODS para el 2030," SDSN Bolivia, Universidad Privada Boliviana, number 08-20, Aug.