Portfolio creation using artificial neural networks and classification probabilities: a Canadian study
Year of publication: |
2020
|
---|---|
Authors: | Morris, Tania ; Comeau, Jules |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 34.2020, 2, p. 133-163
|
Subject: | Risk-adjusted excess return | Artificial neural network | Stock return prediction | Classification probabilities | Portfolio creation | Theorie | Theory | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kanada | Canada | Aktienmarkt | Stock market | Schätzung | Estimation |
-
The empirical study of investor sentiment on stock return prediction
Lee, Pei-En, (2019)
-
State-dependent asset allocation using neural networks
Bradrania, Reza, (2022)
-
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang, (2020)
- More ...
-
Abnormal returns on Canadian insider purchases before press releases
Morris, Tania, (2018)
-
Insider trading in large Canadian banks
Boubacar, Hamadou, (2011)
-
Is information on boards useful for investors' appraisal of a firm's value?
Deschênes, Sébastien, (2013)
- More ...