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Results for “weekday” · papers 3 · wiki 1
Academic Papers · 3arXiv q-fin live 3 · desk corpus 0
arXiv · arXiv q-fin · 2025

Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors and applying advanced techniques of Machine Learning and Deep Learning, our objective is to formulate trading algorithms for the stock market with empirically tested statistical adv

Juan C. King, Jose M. Amigo
arXiv · arXiv q-fin · 2018

Modeling the number of hidden events subject to observation delay

This paper considers the problem of predicting the number of events that have occurred in the past, but which are not yet observed due to a delay. Such delayed events are relevant in predicting the future cost of warranties, pricing maintenance contracts, determining the number of unreported claims in insurance and in modeling the outbreak of diseases. Disregarding these unobserved events results in a systematic unde

Jonas Crevecoeur, Katrien Antonio, Roel Verbelen
arXiv · arXiv q-fin · 2012

Loan and nonloan flows in the Australian interbank network

High-value transactions between Australian banks are settled in the Reserve Bank Information and Transfer System (RITS) administered by the Reserve Bank of Australia. RITS operates on a real-time gross settlement (RTGS) basis and settles payments sourced from the SWIFT, the Austraclear, and the interbank transactions entered directly into RITS. In this paper, we analyse a dataset received from the Reserve Bank of Aus

Andrey Sokolov, Rachel Webster, Andrew Melatos, Tien Kieu
Wiki Entities · 1
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