Difference between revisions of "Official COST FinAI Publications"
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4. Wahlstrøm, R. R., Paraschiv, F., & Schürle, M. A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models. Available at SSRN: [http://dx.doi.org/10.2139/ssrn.3600955 http://dx.doi.org/10.2139/ssrn.3600955] | 4. Wahlstrøm, R. R., Paraschiv, F., & Schürle, M. A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models. Available at SSRN: [http://dx.doi.org/10.2139/ssrn.3600955 http://dx.doi.org/10.2139/ssrn.3600955] | ||
| − | 5. Wei L., Paraschiv, F. Modelling the Evolution of Wind and Solar Power Infeed Forecasts. Available at SSRN: [https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3600775] | + | 5. Wei, L., Paraschiv, F. Modelling the Evolution of Wind and Solar Power Infeed Forecasts. Available at SSRN: [https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3600775] |
| − | 6. Wei L., Denis, M.B. Day-ahead electricity prices prediction applying hybrid models of LSTM-based deeplearning methods and feature selection algorithms under consideration of market coupling. | + | 6. Wei, L., Denis, M.B. Day-ahead electricity prices prediction applying hybrid models of LSTM-based deeplearning methods and feature selection algorithms under consideration of market coupling. |
== COST FinAI Publications == | == COST FinAI Publications == | ||
1. [https://drive.google.com/drive/folders/1cthF7YgDmTOePUaLdSsI8wSlzhuHUVV- COST FinAI presentations and executive summaries] | 1. [https://drive.google.com/drive/folders/1cthF7YgDmTOePUaLdSsI8wSlzhuHUVV- COST FinAI presentations and executive summaries] | ||
Revision as of 09:54, 17 December 2020
Here you find a list of all academic publications that were created in the context of our COST FinAI Action.
Academic peer-reviewed papers
Working papers
1. Devine, M.T, Russo, M., Cuffe, P., Blockchain electricity trading using tokenised power delivery contract. ESRI Working Paper 649 [1], 2020.
2. K. Khowaja, D. Saef, S. Sizov, and W. K. Härdle. Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition. IRTG 1792 Discussion Paper 2020-026, 2020.
3. Paraschiv, F., Schmid, M., Wahlstrøm, R. R. Bankruptcy prediction of privately held SMEs using feature selection methods.
4. Wahlstrøm, R. R., Paraschiv, F., & Schürle, M. A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models. Available at SSRN: http://dx.doi.org/10.2139/ssrn.3600955
5. Wei, L., Paraschiv, F. Modelling the Evolution of Wind and Solar Power Infeed Forecasts. Available at SSRN: [2]
6. Wei, L., Denis, M.B. Day-ahead electricity prices prediction applying hybrid models of LSTM-based deeplearning methods and feature selection algorithms under consideration of market coupling.