Hans‐Jörg von Mettenheim

Forecasting Government Bond Yields with Neural Networks Considering Cointegration

Christoph Wegener, Christian von Spreckelsen, Tobias Basse et al. · Journal of Forecasting · 2015 · 72 citations

Forecasting Methodology, Monetary Policy, Economics +15

Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning

Dennis Eilers, Christian L. Dunis, Hans‐Jörg von Mettenheim et al. · Decision Support Systems · 2014 · 48 citations

Engineering, High-frequency Trading, Data Science +13

Oil prices and sovereign credit risk of oil producing countries: an empirical investigation

Christoph Wegener, Tobias Basse, Frederik Kunze et al. · Quantitative Finance · 2016 · 46 citations

Economic Fluctuation, International Financial Crisis, Low Oil Price +18

Deep learning and technical analysis in cryptocurrency market

Stéphane Goutte, Hoang-Viet Le, Fei Liu et al. · Finance research letters · 2023 · 36 citations

Engineering, Trading Model, Automated Trading +4

Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks

Christian von Spreckelsen, Hans‐Jörg von Mettenheim, Michael H. Breitner · Journal of Forecasting · 2014 · 26 citations

Engineering, Machine Learning, Volatility Estimator +17