Zobrazeno 1 - 10
of 1 787
pro vyhledávání: '"Härdle, Wolfgang"'
In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a multimodal se
Externí odkaz:
http://arxiv.org/abs/2402.10481
We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content, primarily from Twi
Externí odkaz:
http://arxiv.org/abs/2311.14759
Technology adoption research aims to determine the reasons why and how individuals, corporations, and industries start using new technology. Furthermore, technology adoption itself is decomposed into underlying sub-processes which are characterized b
Externí odkaz:
http://arxiv.org/abs/2303.10387
Markowitz mean-variance portfolios with sample mean and covariance as input parameters feature numerous issues in practice. They perform poorly out of sample due to estimation error, they experience extreme weights together with high sensitivity to c
Externí odkaz:
http://arxiv.org/abs/2212.13996
This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective. We introduce population-level \textit{Shapley curves} to measure the true variable importance,
Externí odkaz:
http://arxiv.org/abs/2211.13289
Living in the Information Age, the power of data and correct statistical analysis has never been more prevalent. Academics and practitioners require nowadays an accurate application of quantitative methods. Yet many branches are subject to a crisis o
Externí odkaz:
http://arxiv.org/abs/2211.11525
There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practical implementation. This study proposes a data-driven explainable case-
Externí odkaz:
http://arxiv.org/abs/2211.00921