Werner Kristjanpoller

Orcid: 0000-0002-5878-072X

According to our database1, Werner Kristjanpoller authored at least 29 papers between 2014 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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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
A hybrid model to forecast greenhouse gas emissions in Latin America.
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
Electrical consumption forecasting: a framework for high frequency data.
Neural Comput. Appl., 2022

An empirical application of a hybrid ANFIS model to predict household over-indebtedness.
Neural Comput. Appl., 2022

2021
Forecasting inflation in Latin American countries using a SARIMA-LSTM combination.
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

Gold volatility prediction using a CNN-LSTM approach.
Expert Syst. Appl., 2020

Effects of the validation set on stock returns forecasting.
Expert Syst. Appl., 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
Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors.
Expert Syst. Appl., 2017

2016
Forecasting volatility of oil price using an artificial neural network-GARCH model.
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
Volatility forecast using hybrid Neural Network models.
Expert Syst. Appl., 2014


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