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An expert system for forecasting mutual funds in Greece

Petropoulos, Fotios; Nikolopoulos, Konstantinos; … - In: International Journal of Electronic Finance 2 (2008) 4, pp. 404-418

Forecasting the returns from investments in mutual funds is a very difficult problem. This study examines a new … forecasting approach and system for the performance of mutual funds in Greece. This is accomplished via an application of a … implemented into an easy-to-use expert forecasting system. …

Persistent link: https://www.econbiz.de/10008539404

Dilated convolutional neural networks for time series forecasting

Borovykh, Anastasia; Bohte, Sander; Oosterlee, Cornelis … - In: The journal of computational finance 22 (2018/2019) 4, pp. 73-101

Persistent link: https://www.econbiz.de/10012042219

Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models

Langrock, Roland; MacDonald, Iain L.; Zucchini, Walter - In: Journal of Empirical Finance 19 (2012) 1, pp. 147-161

We introduce a number of nonstandard stochastic volatility (SV) models and examine their performance when applied to the series of daily returns on several stocks listed on the New York Stock Exchange. The nonstandard models under investigation extend both the observation process and the...

Persistent link: https://www.econbiz.de/10010942976

Forecasts for international financial series with VMD algorithms

Guo, Wei; Liu, Qingfu; Luo, Zhidan; Tse, Yiuman - In: Journal of Asian economics 80 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013431356

FORECASTING PRICE INCREMENTS USING AN ARTIFICIAL NEURAL NETWORK

CASTIGLIONE, FILIPPO - In: Advances in Complex Systems (ACS) 04 (2001) 01, pp. 45-56

Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. A simplified … approach in forecasting is given by "black box" methods like neural networks that assume little about the structure of the …

Persistent link: https://www.econbiz.de/10005050846

Temporal-spatial dependencies enhanced deep learning model for time series forecast

Yang, Hu; Chen, Yu; Chen, Kedong; Wang, Haijun - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543936

Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors

Spiliotis, Evangelos; Assimakopoulos, V.; Nikolopoulos, … - In: International journal of production economics 209 (2019), pp. 92-102

Persistent link: https://www.econbiz.de/10012013066

Initial investigations of intra-day news flow of S&P500 constituents

Liew, Jim Kyung-Soo; Zhou, Zhechao - In: Risks : open access journal 2 (2014) 2, pp. 89-102

In this work, we examine Thomas Reuters News Analytics (TRNA) data. We found several fascinating discoveries. First, we document the phenomenon that we label "Jam-the-Close": The last half hour of trading (15:30 to 16:00 EST) contains a substantial and statistically significant amount of news...

Persistent link: https://www.econbiz.de/10010338087

Moment risk premia and stock return predictability

Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 67-93

Persistent link: https://www.econbiz.de/10012805776

Short-selling equity exchange traded funds and its effect on stock market liquidity

Karmaziene, Egle; Sokolovski, Valeri - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 923-956

Persistent link: https://www.econbiz.de/10013187324

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