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Multiscale analysis of the predictability of stock returns

Fiedor, Paweł - In: Risks : open access journal 3 (2015) 2, pp. 219-233

Due to the strong complexity of financial markets, economics does not have a unified theory of price formation in financial markets. The most common assumption is the Efficient-Market Hypothesis, which has been attacked by a number of researchers, using different tools. There were varying...

Persistent link: https://www.econbiz.de/10011300325

Statistical problem classes and their links to information theory

Clarke, Bertrand; Clarke, Jennifer; Yu, Chi Wai - In: Econometric reviews 33 (2014) 1/4, pp. 337-371

Persistent link: https://www.econbiz.de/10010360499

A combination selection algorithm on forecasting

Cang, Shuang; Yu, Hongnian - In: European journal of operational research : EJOR 234 (2014) 1, pp. 127-139

Persistent link: https://www.econbiz.de/10010247348

Information-theoretic approach to quantifying currency risk

Fiedor, Pawel; Holda, Artur - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 93-109

Persistent link: https://www.econbiz.de/10011537513

Probabilistic recalibration of forecasts

Graziani, Carlo; Rosner, Robert; Adams, Jennifer M.; … - In: International journal of forecasting 37 (2021) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10012692513

Hunting the quicksilver : using textual news and causality analysis to predict market volatility

Banerjee, Ameet Kumar; Dionísio, Andreia Teixeira Marques - In: International review of financial analysis 77 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012806462

How to predict the performance of NBA draft prospects

Czasonis, Megan; Kritzman, Mark; Kulasekaran, Cel; … - 2023 - This version November 27, 2023

Persistent link: https://www.econbiz.de/10014464533

An on-line machine learning return prediction

Lu, Yueliang Jacques; Tian, Weidong - In: Pacific-Basin finance journal 79 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463241

How does node centrality in a financial network affect asset price prediction?

Xu, Yuhong; Zhao, Xinyao - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014580842