Showing 1 - 10 of 8,512
This chapter surveys research on agent-based models used in finance. It will concentrate on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.
Persistent link: https://www.econbiz.de/10014024381
This article aims to explore the main areas of research, development trends and provide a systematic overview of publications in the field of artificial intelligence in financial markets. The bibliometric tool VOSViewer is used in this paper. We analyzed 353 articles and contributions obtained...
Persistent link: https://www.econbiz.de/10012672254
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
Persistent link: https://www.econbiz.de/10012816704
Persistent link: https://www.econbiz.de/10014443186
With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation strategy based on a hybrid machine...
Persistent link: https://www.econbiz.de/10013368389
Persistent link: https://www.econbiz.de/10014463386
In this paper I examine whether one can use analyst forecasts of macroeconomic variables to improve investors ex-ante allocation of wealth between stocks and bonds. Such forecasts provide a forward-looking approach which I find improves investor's information set for the myopic stock-bond...
Persistent link: https://www.econbiz.de/10012975364
Persistent link: https://www.econbiz.de/10014472456
The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock market returns. The Nigerian stock market logarithmic returns time series was tested for the presence of memory using the Hurst coefficient before the models were trained. The...
Persistent link: https://www.econbiz.de/10011488820