Publikationstyp: | Konferenz: Sonstiges |
Art der Begutachtung: | Peer review (Abstract) |
Titel: | Predicting investor behaviour in European bond markets : a machine-learning approach |
Autor/-in: | Hillebrand, Martin Schwendner, Peter Winant, Bastien Mravlak, Marko |
et. al: | No |
Angaben zur Konferenz: | 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019 |
Erscheinungsdatum: | 5-Sep-2019 |
Sprache: | Englisch |
Fachgebiet (DDC): | 006: Spezielle Computerverfahren 332.6: Investition |
Zusammenfassung: | The European Rescue Fund ESM has, in its role as financial backstop of the Euro area, a specific interest in a comprehensive understanding of investor behaviour in order to ensure a stable and broad market access. With numerous transaction data as well as market and macro variables, a learning machine has been trained that forecasts investor demand in syndicated transactions. Out-of-sample tests show already a decent predictive power which is intended to be further improved by intelligent methods of data enhance-ment. |
URI: | https://digitalcollection.zhaw.ch/handle/11475/20832 |
Volltext Version: | Publizierte Version |
Lizenz (gemäss Verlagsvertrag): | Lizenz gemäss Verlagsvertrag |
Departement: | School of Management and Law |
Enthalten in den Sammlungen: | Publikationen School of Management and Law |
Dateien zu dieser Ressource:
Es gibt keine Dateien zu dieser Ressource.
Zur Langanzeige
Hillebrand, M., Schwendner, P., Winant, B., & Mravlak, M. (2019, September 5). Predicting investor behaviour in European bond markets : a machine-learning approach. 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.
Hillebrand, M. et al. (2019) ‘Predicting investor behaviour in European bond markets : a machine-learning approach’, in 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.
M. Hillebrand, P. Schwendner, B. Winant, and M. Mravlak, “Predicting investor behaviour in European bond markets : a machine-learning approach,” in 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019, Sep. 2019.
HILLEBRAND, Martin, Peter SCHWENDNER, Bastien WINANT und Marko MRAVLAK, 2019. Predicting investor behaviour in European bond markets : a machine-learning approach. In: 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019. Conference presentation. 5 September 2019
Hillebrand, Martin, Peter Schwendner, Bastien Winant, and Marko Mravlak. 2019. “Predicting Investor Behaviour in European Bond Markets : A Machine-Learning Approach.” Conference presentation. In 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.
Hillebrand, Martin, et al. “Predicting Investor Behaviour in European Bond Markets : A Machine-Learning Approach.” 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019, 2019.
Alle Ressourcen in diesem Repository sind urheberrechtlich geschützt, soweit nicht anderweitig angezeigt.