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Decision trees unearth return sign predictability in the S&P 500

Fiévet, Lucas; Sornette, Didier - In: Quantitative finance 18 (2018) 11, pp. 1797-1814

Persistent link: https://www.econbiz.de/10012261997

Stock market analysis : a review and taxonomy of prediction techniques

Shah, Dev; Isah, Haruna; Zulkernine, Farhana - In: International Journal of Financial Studies : open … 7 (2019) 2/26, pp. 1-22

Stock market prediction has always caught the attention of many analysts and researchers. Popular theories suggest that stock markets are essentially a random walk and it is a fool’s game to try and predict them. Predicting stock prices is a challenging problem in itself because of the number...

Persistent link: https://www.econbiz.de/10012038738

Fin-GAN : forecasting and classifying financial time series via generative adversarial networks

Vuletić, Milena; Prenzel, Felix; Cucuringu, Mihai - In: Quantitative finance 24 (2024) 2, pp. 175-199

Persistent link: https://www.econbiz.de/10014551963

Nonlinear ensemble models to predict oil reserves and stock market returns in the presence of inherent uncertainty

Fiévet, Lucas - 2017

Persistent link: https://www.econbiz.de/10011858142

Asset return prediction via machine learning

Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697

Persistent link: https://www.econbiz.de/10012433454

What Drives Gold Returns? A Decision Tree Analysis

Malliaris, A. (Tassos) G. - 2015

The behavior of gold as an investment asset has been researched extensively. For the very long run, that is several decades, gold does not outperform equities. However, for shorter periods, gold responds to fears of inflation, stock market corrections, currency crises and financial instabilities...

Persistent link: https://www.econbiz.de/10013025108

Return-based classification of absolute ruturn funds

Gerlach, Philipp; Maurer, Raimond - In: The journal of asset management 16 (2015) 2, pp. 117-130

Persistent link: https://www.econbiz.de/10011411953

Reverse supply chains : effects of collection network and returns classification on profitability

Zikopoulos, Christos; Tagaras, George - In: European journal of operational research : EJOR 246 (2015) 2, pp. 435-449

Persistent link: https://www.econbiz.de/10011338131

Equity market anomalies : concepts, classifications, theories and evidence

Munir, Qaiser; Kok Sook Ching - In: Information efficiency and anomalies in Asian equity …, (pp. 17-33). 2017

Persistent link: https://www.econbiz.de/10011928343

Return-Based Classification of Absolute Return Funds

Gerlach, Philipp - 2015

We apply a return-based classification approach on a sample of absolute return funds registered for sale in Europe. The … classification process results in eight groups with specific risk and return profiles. Each group can be characterized by two … estimated classification explains 20 per cent of the in-sample and 13 per cent of the out-of-sample cross-sectional return …

Persistent link: https://www.econbiz.de/10013034757

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