Volume 297, Issue 1-2

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February 2021

Neural Networks, Nonlinear Dynamics, and Risk Management in Banking and Finance. Editors: Duc Khuong Nguyen, Hans-Jörg von Mettenheim, Charalampos Stasinakis

16 articles in this issue

Preface: neural networks, nonlinear dynamics, and risk management in banking and finance
Duc Khuong Nguyen
Hans-Jörg von Mettenheim
Charalampos Stasinakis
SI: Networks and Risk Management 05 January 2021 Pages: 1 - 2
Prediction of cryptocurrency returns using machine learning
Erdinc Akyildirim
Ahmet Goncu
Ahmet Sensoy
S.I.: Networks and Risk Management 07 April 2020 Pages: 3 - 36
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange
Barbara Będowska-Sójka
S.I.: Networks and Risk Management 04 December 2020 Pages: 37 - 51
Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis
Jamel Boukhatem
Zied Ftiti
Jean Michel Sahut
S.I.: Networks and Risk Management 29 January 2020 Pages: 53 - 76
Do sovereign credit ratings matter for corporate credit ratings?
Nidhaleddine Ben Cheikh
Oussama Ben Hmiden
Sabri Boubaker
S.I.: Networks and Risk Management 29 March 2020 Pages: 77 - 114
Risk disclosure and firm operational efficiency
Imen Derouiche
Riadh Manita
Anke Muessig
S.I.: Networks and Risk Management 24 January 2020 Pages: 115 - 145
Optimal risk management problem of natural resources: application to oil drilling
M’hamed Gaïgi
Stéphane Goutte
Thomas Lim
S.I.: Networks and Risk Management 29 July 2019 Pages: 147 - 166
Brexit and foreign exchange market expectations: Could it have been predicted?
Nikola Gradojevic
S.I.: Networks and Risk Management 26 March 2020 Pages: 167 - 189
Technical trading and cryptocurrencies
Robert Hudson
Andrew Urquhart
S.I.: Networks and Risk Management Open access 30 August 2019 Pages: 191 - 220
Forecasting benchmarks of long-term stock returns via machine learning
Ioannis Kyriakou
Parastoo Mousavi
Michael Scholz
S.I.: Networks and Risk Management Open access 24 July 2019 Pages: 221 - 240
Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model
Anh Tu Le
Thai-Ha Le
Kingsley Y. Fong
S.I.: Networks and Risk Management 22 September 2019 Pages: 241 - 275
What is the optimal weight for gold in a portfolio?
Brian M. Lucey
Maurice Peat
Samuel A. Vigne
S.I.: Networks and Risk Management 19 December 2019 Pages: 277 - 291
Neural networks in financial trading
Georgios Sermpinis
Andreas Karathanasopoulos
David de la Fuente
S.I.: Networks and Risk Management 24 January 2019 Pages: 293 - 308
Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises
Nikolas Stege
Christoph Wegener
Frederik Kunze
S.I. : Networks and Risk Management 17 August 2020 Pages: 309 - 321
Higher-order comoments and asset returns: evidence from emerging equity markets
Xuan Vinh Vo
Thi Tuan Anh Tran
S.I.: Networks and Risk Management 02 March 2020 Pages: 323 - 340
On coverage limits and deductibles for SAI loss severities
Yinping You
Xiaohu Li
Rui Fang
S.I.: Networks and Risk Management 24 August 2020 Pages: 341 - 357

Volume 297, Issue 1-2

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