| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts |
0 |
0 |
0 |
30 |
8 |
15 |
17 |
51 |
| Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools |
0 |
0 |
4 |
80 |
5 |
7 |
26 |
281 |
| EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk |
0 |
0 |
0 |
43 |
3 |
6 |
7 |
81 |
| Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models |
0 |
2 |
4 |
102 |
6 |
15 |
30 |
242 |
| GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks |
0 |
0 |
5 |
62 |
1 |
1 |
11 |
100 |
| HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation |
0 |
0 |
1 |
34 |
0 |
7 |
15 |
87 |
| HRP performance comparison in portfolio optimization under various codependence and distance metrics |
0 |
2 |
7 |
110 |
8 |
23 |
40 |
346 |
| Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model |
1 |
1 |
5 |
45 |
2 |
3 |
14 |
103 |
| Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(1,1), CAViaR and the historical simulation models depending on the stability of financial markets |
2 |
2 |
10 |
354 |
4 |
13 |
33 |
739 |
| Machine learning in the prediction of flat horse racing results in Poland |
0 |
4 |
22 |
259 |
26 |
72 |
138 |
820 |
| Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application |
0 |
0 |
0 |
59 |
4 |
7 |
8 |
120 |
| Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem |
0 |
0 |
1 |
147 |
15 |
22 |
27 |
537 |
| Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states |
1 |
1 |
3 |
119 |
10 |
15 |
20 |
241 |
| One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable |
0 |
0 |
0 |
41 |
2 |
5 |
8 |
77 |
| Predicting football outcomes from Spanish league using machine learning models |
0 |
4 |
10 |
68 |
8 |
46 |
82 |
154 |
| Size does matter. A study on the required window size for optimal quality market risk models |
2 |
2 |
8 |
45 |
4 |
10 |
28 |
132 |
| So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison |
0 |
0 |
3 |
19 |
7 |
11 |
17 |
53 |
| The effectiveness of Value-at-Risk models in various volatility regimes |
0 |
0 |
4 |
14 |
0 |
5 |
16 |
33 |
| Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling |
0 |
3 |
5 |
87 |
4 |
10 |
24 |
198 |
| Total Working Papers |
6 |
21 |
92 |
1,718 |
117 |
293 |
561 |
4,395 |
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