| 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 |
1 |
1 |
31 |
1 |
9 |
33 |
67 |
| Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools |
0 |
0 |
5 |
81 |
1 |
7 |
30 |
291 |
| EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk |
0 |
0 |
0 |
43 |
1 |
3 |
14 |
88 |
| Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models |
0 |
1 |
5 |
105 |
0 |
11 |
39 |
260 |
| GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks |
0 |
0 |
2 |
63 |
1 |
5 |
25 |
120 |
| HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation |
1 |
1 |
2 |
35 |
3 |
4 |
19 |
92 |
| HRP performance comparison in portfolio optimization under various codependence and distance metrics |
0 |
0 |
4 |
110 |
2 |
18 |
58 |
371 |
| Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model |
0 |
2 |
3 |
47 |
1 |
9 |
23 |
117 |
| 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 |
0 |
0 |
6 |
355 |
1 |
5 |
32 |
750 |
| Machine learning in the prediction of flat horse racing results in Poland |
0 |
1 |
13 |
263 |
18 |
61 |
233 |
959 |
| Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application |
1 |
1 |
2 |
61 |
1 |
4 |
19 |
131 |
| Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem |
0 |
1 |
3 |
149 |
2 |
22 |
51 |
565 |
| Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states |
0 |
3 |
4 |
122 |
1 |
11 |
31 |
256 |
| One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable |
0 |
0 |
0 |
41 |
0 |
2 |
9 |
80 |
| Predicting football outcomes from Spanish league using machine learning models |
0 |
1 |
11 |
71 |
0 |
32 |
125 |
210 |
| Size does matter. A study on the required window size for optimal quality market risk models |
0 |
0 |
3 |
45 |
0 |
5 |
28 |
141 |
| So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison |
0 |
0 |
2 |
19 |
1 |
2 |
18 |
55 |
| The effectiveness of Value-at-Risk models in various volatility regimes |
0 |
0 |
2 |
14 |
1 |
6 |
17 |
40 |
| Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling |
0 |
0 |
5 |
88 |
0 |
0 |
16 |
199 |
| Total Working Papers |
2 |
12 |
73 |
1,743 |
35 |
216 |
820 |
4,792 |
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