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Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies
Iqbal, Javed; Sandhu, Moeed Ahmad; Amin, Shaheera; … - In: Review of economics and development studies 5 (2019) 1, pp. 183-196
Persistent link: https://www.econbiz.de/10012053302
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Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios
Oliveira, Alexandre Silva de; Ceretta, Paulo Sergio; … - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014472961
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The economic value of nonlinear predictions in asset allocation
Kruse, Friedrich; Rudolf, Markus - In: Problems and perspectives in management : PPM ; … 10 (2012) 1, pp. 66-81
Persistent link: https://www.econbiz.de/10009558124
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The estimation of market risk in portfolios of stocks and stock options
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - In: German financial markets and institutions: selected studies, (pp. 171-189). 2002
Persistent link: https://www.econbiz.de/10001705548
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Strategische Asset-Allocation mit neuronalen Netzen : prognosegesteuertes Portfoliomanagement
Graf, Jürgen; Zagorski, Peter; Westphal, Martin; … - In: Quantitative Verfahren im Finanzmarktbereich, (pp. 155-165). 1996
Persistent link: https://www.econbiz.de/10001319161
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Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung
Steiner, Manfred; Wittkemper, Hans-Georg; Wolf, J. Benedict - In: Finanzmarkt und Portfolio-Management 12 (1998) 1, pp. 74-94
Persistent link: https://www.econbiz.de/10001407711
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Using Neural Data to Test A Theory of Investor Behavior : An Application to Realization Utility
Frydman, Cary - 2013
We conduct a study in which subjects trade stocks in an experimental market while we measure their brain activity using functional magnetic resonance imaging. All of the subjects trade in a suboptimal way. We use the neural data to test a “realization utility” explanation for their behavior....
Persistent link: https://www.econbiz.de/10013092643
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Using Neural Data to Test a Theory of Investor Behavior : An Application to Realization Utility
Frydman, Cary - 2015
utility" theory of investor behavior, which posits that people derive utility directly from the act of realizing gains and …
Persistent link: https://www.econbiz.de/10013036251
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Portfolio creation using artificial neural networks and classification probabilities: a Canadian study
Morris, Tania; Comeau, Jules - In: Financial markets and portfolio management 34 (2020) 2, pp. 133-163
Persistent link: https://www.econbiz.de/10012289606