Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hillebrand, Martin | - |
dc.contributor.author | Schwendner, Peter | - |
dc.contributor.author | Winant, Bastien | - |
dc.contributor.author | Mravlak, Marko | - |
dc.date.accessioned | 2020-11-19T09:20:10Z | - |
dc.date.available | 2020-11-19T09:20:10Z | - |
dc.date.issued | 2019-09-05 | - |
dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/20832 | - |
dc.description.abstract | 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. | de_CH |
dc.language.iso | en | de_CH |
dc.rights | Licence according to publishing contract | de_CH |
dc.subject.ddc | 006: Spezielle Computerverfahren | de_CH |
dc.subject.ddc | 332.6: Investition | de_CH |
dc.title | Predicting investor behaviour in European bond markets : a machine-learning approach | de_CH |
dc.type | Konferenz: Sonstiges | de_CH |
dcterms.type | Text | de_CH |
zhaw.departement | School of Management and Law | de_CH |
zhaw.conference.details | 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019 | de_CH |
zhaw.funding.eu | Not specified | de_CH |
zhaw.originated.zhaw | Yes | de_CH |
zhaw.publication.status | publishedVersion | de_CH |
zhaw.publication.review | Peer review (Abstract) | de_CH |
zhaw.author.additional | No | de_CH |
zhaw.display.portrait | Yes | de_CH |
Appears in collections: | Publikationen School of Management and Law |
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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.
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