Official COST FinAI Publications
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.