Stefan Lessmann

School of Business and Economics, Humboldt-University of Berlin

Unter den Linden 6

Berlin, Berlin 10099

Germany

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 40,971

SSRN RANKINGS

Top 40,971

in Total Papers Downloads

2,598

TOTAL CITATIONS

24

Scholarly Papers (14)

1.

Equity Crowdfunding Based on the Blockchain? – A Delphi Study

Number of pages: 18 Posted: 21 Jun 2018
Humboldt University of Berlin - School of Business and Economics, University of Potsdam, Humboldt University of Berlin and School of Business and Economics, Humboldt-University of Berlin
Downloads 472 (128,250)
Citation 7

Abstract:

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Blockchain, Crowdfunding, Equity, Bitcoin

2.

Credit Risk and Artificial Intelligence: On the Need for Convergent Regulation

Number of pages: 10 Posted: 27 Nov 2023
Western University, Canada, University of Edinburgh - Edinburgh Business School, School of Business and Economics, Humboldt-University of Berlin, University of Southampton and Reykjavik University
Downloads 452 (135,164)

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Credit Risk, Artificial Intelligence, Banking Regulation

3.

Targeting Customers for Profit: An Ensemble Learning Framework to Support Marketing Decision Making

IRTG 1792 Discussion Paper 2018-012
Number of pages: 32 Posted: 06 Mar 2018
School of Business and Economics, Humboldt-University of Berlin, IESEG School of Management, Univ. Lille, CNRS, UMR 9221 - LEM - Lille Economie Management, Audencia Business School and Humboldt University of Berlin - School of Business and Economics
Downloads 399 (156,163)
Citation 7

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Marketing Decision Support, Business Value, Profit-Analytics, Machine Learning

4.

Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks

IRTG 1792 Discussion Paper 2020-006
Number of pages: 30 Posted: 25 Aug 2020
Humboldt University of Berlin, Blockchain Research Center Humboldt-Universität zu Berlin, School of Business and Economics, Humboldt-University of Berlin and affiliation not provided to SSRN
Downloads 220 (290,542)

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Deep Learning, Financial Time Series Forecasting, Recurrent Neural Networks, Foreign Exchange Rates

5.

In the Beginning Was the Word: LLM-VaR and LLM-ES

Number of pages: 37 Posted: 20 Jan 2025
Bucharest University of Economic Studies, Bucharest University of Economic Studies, affiliation not provided to SSRN, Humboldt University of Berlin, Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies, School of Business and Economics, Humboldt-University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 164 (383,738)

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Value at Risk, Expected Shortfall, GPT, LLM-VaR, LLM-ES, Large Language Models

6.

Data Driven Value-at-Risk Forecasting Using a SVR-GARCH-KDE Hybrid

IRTG 1792 Discussion Paper 2018-001
Number of pages: 26 Posted: 23 May 2018
Marius Lux, Wolfgang Karl Härdle and Stefan Lessmann
School of Business and Economics, Humboldt-University of Berlin, Blockchain Research Center Humboldt-Universität zu Berlin and School of Business and Economics, Humboldt-University of Berlin
Downloads 145 (420,717)
Citation 1

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Value-at-Risk, Support Vector Regression, Kernel Density Estimation, GARCH

7.

Is Scientific Performance a Function of Funds?

SFB 649 Discussion Paper No. 2017-028
Number of pages: 41 Posted: 13 Jun 2020 Last Revised: 03 Sep 2021
Alona Zharova, Wolfgang Karl Härdle and Stefan Lessmann
Humboldt University of Berlin, Blockchain Research Center Humboldt-Universität zu Berlin and School of Business and Economics, Humboldt-University of Berlin
Downloads 124 (476,209)
Citation 4

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Research Performance; Decision Making; Third-Party Funds; Publications; Citations; PVARX Model

8.

Improving Crime Count Forecasts Using Twitter and Taxi Data

IRTG 1792 Discussion Paper 2018-013
Number of pages: 35 Posted: 28 Feb 2018
Lara Vomfell, Wolfgang Karl Härdle and Stefan Lessmann
University of Warwick, Blockchain Research Center Humboldt-Universität zu Berlin and School of Business and Economics, Humboldt-University of Berlin
Downloads 124 (476,209)

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Predictive Policing, Crime Forecasting, Social Media Data, Spatial

9.

Antisocial Online Behavior Detection Using Deep Learning

IRTG 1792 Discussion Paper 2019-029
Number of pages: 33 Posted: 28 Aug 2020
Humboldt University of Berlin, Blockchain Research Center Humboldt-Universität zu Berlin and School of Business and Economics, Humboldt-University of Berlin
Downloads 119 (491,507)
Citation 1

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Deep Learning, Cyber-bullying, Antisocial Online Behavior, Attention Mechanism, Text Classification

10.

A Data-driven Case-based Reasoning in Bankruptcy Prediction

Number of pages: 34 Posted: 17 Sep 2022 Last Revised: 02 Nov 2022
Wei Li, Wolfgang Karl Härdle and Stefan Lessmann
National University of Singapore (NUS) - Institute of Operations Research and Analytics, Blockchain Research Center Humboldt-Universität zu Berlin and School of Business and Economics, Humboldt-University of Berlin
Downloads 101 (554,610)

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Decision support system, Bankruptcy prediction, Case-based reasoning, Particle swarm optimization

11.

Deregulated Day-Ahead Electricity Markets in Southeast Europe: Price Forecasting and Comparative Structural Analysis

IRTG 1792 Discussion Paper 2018-009
Number of pages: 38 Posted: 12 Feb 2018 Last Revised: 15 Feb 2018
Antanina Hryshchuk and Stefan Lessmann
Independent and School of Business and Economics, Humboldt-University of Berlin
Downloads 99 (562,276)
Citation 2

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ARIMA models, energy forecasting, time series models, neural networks

12.

Response Transformation and Profit Decomposition for Revenue Uplift Modeling

European Journal of Operational Research, Forthcoming
Number of pages: 53 Posted: 05 Dec 2019
Robin M. Gubela, Stefan Lessmann and Szymon Jaroszewicz
School of Business and Economics, Humboldt-University of Berlin, School of Business and Economics, Humboldt-University of Berlin and affiliation not provided to SSRN
Downloads 92 (589,246)
Citation 2

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OR in Marketing, Profit Analytics, Uplift Model, Causal Machine Learning

13.

Usage Continuance in Software-as-a-Service

IRTG 1792 Discussion Paper 2019-005
Number of pages: 45 Posted: 21 Feb 2020
Elias Baumann, Jana Kern and Stefan Lessmann
Humboldt University of Berlin, Humboldt University of Berlin and School of Business and Economics, Humboldt-University of Berlin
Downloads 58 (757,580)

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Linear Mixed Models; SaaS; Software-as-a-Service; Usage Continuance

14.

The Link between Energy Prices and Stock Markets in European Union Countries

Number of pages: 22 Posted: 16 Oct 2024
Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies and School of Business and Economics, Humboldt-University of Berlin
Downloads 29 (1,011,260)

Abstract:

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energy market, capital market, DCC-GARCH, TVP-VAR