Browsing Institutt for industriell økonomi og teknologiledelse by Journals "International Review of Financial Analysis"

Now showing items 1-2 of 2

    • Prediction of realized volatility and implied volatility indices using AI and machine learning: A review 

      Gunnarsson, Elias Søvik; Isern, Håkon Ramon; Kaloudis, Aris; Risstad, Morten; Vigdel, Benjamin; Westgaard, Sjur (Journal article; Peer reviewed, 2024)
      In this systematic literature review, we examine the existing studies predicting realized volatility and implied volatility indices using artificial intelligence and machine learning. We survey the literature in order to ...

    • The use of real option theory in Scandinavia's largest companies 

      Horn, Anders; Kjærland, Frode; Molnar, Peter; Steen, Beate Wollen (Journal article; Peer reviewed, 2015)
      We survey the CFOs of 1500 largest companies from Norway, Denmark and Sweden (500 from each country) about their capital budgeting process with focus on the real option analysis. Only 6% of the respondents use real options, ...