Werner Kristjanpoller
Orcid: 0000-0002-5878-072X
According to our database1,
Werner Kristjanpoller
authored at least 29 papers
between 2014 and 2024.
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Bibliography
2024
A predictive and explanatory model for remaining useful life of crushers using deep learning.
Neural Comput. Appl., November, 2024
Stock market index prediction using transformer neural network models and frequency decomposition.
Neural Comput. Appl., September, 2024
What if we intervene?: Higher-order cross-lagged causal model with interventional approach under observational design.
Neural Comput. Appl., August, 2024
Deep reinforcement learning applied to statistical arbitrage investment strategy on cryptomarket.
Appl. Soft Comput., 2024
A multi-head attention neural network with non-linear correlation approach for time series causal discovery.
Appl. Soft Comput., 2024
2023
Soft Comput., December, 2023
Market index price prediction using Deep Neural Networks with a Self-Similarity approach.
Appl. Soft Comput., October, 2023
Estimation of causality in economic growth and expansionary policies using uplift modeling.
Neural Comput. Appl., June, 2023
Determining the gender wage gap through causal inference and machine learning models: evidence from Chile.
Neural Comput. Appl., May, 2023
2022
Neural Comput. Appl., 2022
An empirical application of a hybrid ANFIS model to predict household over-indebtedness.
Neural Comput. Appl., 2022
2021
Soft Comput., 2021
Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation.
Expert Syst. Appl., 2021
A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19.
Appl. Soft Comput., 2021
2020
Generating trading rules on US Stock Market using strongly typed genetic programming.
Soft Comput., 2020
Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules.
Appl. Soft Comput., 2020
Fleet optimization considering overcapacity and load sharing restrictions using genetic algorithms and ant colony optimization.
Artif. Intell. Eng. Des. Anal. Manuf., 2020
2019
Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination.
Intell. Syst. Account. Finance Manag., 2019
A combined Independent Component Analysis-Neural Network model for forecasting exchange rate variation.
Appl. Soft Comput., 2019
An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models.
Appl. Soft Comput., 2019
2018
A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis.
Expert Syst. Appl., 2018
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques.
Appl. Soft Comput., 2018
2017
Expert Syst. Appl., 2017
2016
Expert Syst. Appl., 2016
2015
Gold price volatility: A forecasting approach using the Artificial Neural Network-GARCH model.
Expert Syst. Appl., 2015
An Online Vector Error Correction Model for Exchange Rates Forecasting.
Proceedings of the ICPRAM 2015, 2015
2014