Forecasting government bond yields with neural networks considering cointegration C Wegener, C von Spreckelsen, T Basse, HJ von Mettenheim Journal of Forecasting 35 (1), 86-92, 2016 | 66 | 2016 |
Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning D Eilers, CL Dunis, HJ von Mettenheim, MH Breitner Decision support systems 64, 100-108, 2014 | 55 | 2014 |
Oil prices and sovereign credit risk of oil producing countries: an empirical investigation C Wegener, T Basse, F Kunze, HJ von Mettenheim Quantitative Finance 16 (12), 1961-1968, 2016 | 52 | 2016 |
Real‐time pricing and hedging of options on currency futures with artificial neural networks C von Spreckelsen, HJ von Mettenheim, MH Breitner Journal of Forecasting 33 (6), 419-432, 2014 | 35 | 2014 |
Deep learning and technical analysis in cryptocurrency market S Goutte, HV Le, F Liu, HJ Von Mettenheim Finance Research Letters 54, 103809, 2023 | 29 | 2023 |
Decision Analytics with Heatmap Visualization for Multi-step Ensemble Data: An Application of Uncertainty Modeling to Historical Consistent Neural Network and Other Forecasts C Köpp, HJ von Mettenheim, MH Breitner Business & Information Systems Engineering 6, 131-140, 2014 | 29 | 2014 |
Residual value forecasting using asymmetric cost functions K Dress, S Lessmann, HJ von Mettenheim International Journal of Forecasting 34 (4), 551-565, 2018 | 25 | 2018 |
Forecasting and trading high frequency volatility on large indices F Liu, AA Pantelous, HJ von Mettenheim Quantitative Finance 18 (5), 737-748, 2018 | 21 | 2018 |
Robust decision support systems with matrix forecasts and shared layer perceptrons for finance and other applications HJ Mettenheim, MH Breitner | 20 | 2010 |
News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? VH Le, HJ von Mettenheim, S Goutte, F Liu The Journal of Risk Finance 24 (1), 72-88, 2023 | 18 | 2023 |
Decision support for the automotive industry: Forecasting residual values using artificial neural networks C Gleue, D Eilers, HJ von Mettenheim, MH Breitner Business & Information Systems Engineering 61, 385-397, 2019 | 13 | 2019 |
Short-Term Trading Performance of Spot Freight Rates and Derivatives in the Tanker Shipping Market: Do Neural Networks Provide Suitable Results? C von Spreckelsen, HJ von Mettenheim, MH Breitner Engineering Applications of Neural Networks: 13th International Conference …, 2012 | 12 | 2012 |
Spot and freight rate futures in the tanker shipping market: Short-term forecasting with linear and non-linear methods C von Spreckelsen, HJ von Mettenheim, MH Breitner Operations Research Proceedings 2012: Selected Papers of the International …, 2013 | 10 | 2013 |
Load management in power grids: Towards a decision support system for portfolio operators C Köpp, HJ von Mettenheim, MH Breitner Business & Information Systems Engineering 5, 35-44, 2013 | 10 | 2013 |
Forecasting daily highs and lows of liquid assets with neural networks HJ von Mettenheim, MH Breitner Operations Research Proceedings 2012: Selected Papers of the International …, 2013 | 9 | 2013 |
Bank funding and the recent political development in Italy: What about redenomination risk? J Tholl, C Schwarzbach, S Pittalis, HJ von Mettenheim International Review of law and Economics 64, 105932, 2020 | 8 | 2020 |
Lastmanagement in Stromnetzen C Köpp, HJ Mettenheim, MH Breitner Springer, 2013 | 8 | 2013 |
Analysis of electrical load balancing by simulation and neural network forecast C Köpp, HJ Mettenheim, M Klages, MH Breitner Operations Research Proceedings 2010: Selected Papers of the Annual …, 2011 | 8 | 2011 |
Forecasting and trading the high-low range of stocks and ETFs with neural networks HJ von Mettenheim, MH Breitner Engineering Applications of Neural Networks: 13th International Conference …, 2012 | 7 | 2012 |
Dynamic optimal toll design problem with second-best-flow-dependent tolling solved using neural networks K Stankova, HJ Von Mettenheim, GJ Olsder 10th International Conference on Application of Advanced Technologies in …, 2008 | 7 | 2008 |