15 citations · 15 across the 4 of their papers we have counts for
4 papers
Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning
Andreas Teller, Uta Pigorsch, Christian Pigorsch
Forecasting the volatility of financial assets is essential for various financial applications. This paper addresses the challenging task of forecasting the volatility of financial…
Local Assortativity in Weighted and Directed Complex Networks
Marc Sabek, Uta Pigorsch
Assortativity, i.e. the tendency of a vertex to bond with another based on their similarity, such as degree, is an important network characteristic that is well-known to be relevan…
Assortative Mixing in Weighted Directed Networks
Uta Pigorsch, Marc Sabek
A network's assortativity is the tendency of vertices to bond with others based on similarities, usually excess vertex degree. In this paper we consider assortativity in weighted n…
High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning
Uta Pigorsch, Sebastian Schäfer
This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolio…