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Application of artificial intelligence in stock market forecasting : a critique, review, and research agenda
Chopra, Ritika; Sharma, Gagan Deep - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-34
The stock market is characterized by extreme fluctuations, non-linearity, and shifts in internal and external environmental variables. Artificial intelligence (AI) techniques can detect such non-linearity, resulting in much-improved forecast results. This paper reviews 148 studies utilizing...
Persistent link: https://www.econbiz.de/10012795264
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Technical analysis forecasting and evaluation of stock markets : the probabilistic recovery neural network approach
Maniatopoulos, Andreas; Gazis, Alexandros; Mitianoudis, … - In: International journal of economics and business … 25 (2023) 1, pp. 64-100
Persistent link: https://www.econbiz.de/10014309021
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Capacity and factor timing effects in active portfoliomanagement
Ciccotello, Conrad S.; Greene, Jason T.; Ling, Leng; … - In: Journal of financial markets 14 (2011) 2, pp. 277-300
Persistent link: https://www.econbiz.de/10009266961
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Smart beta portfolio optimization
AlMahdi, Saud - In: Journal of mathematical finance 5 (2015) 2, pp. 202-211
Persistent link: https://www.econbiz.de/10011399006
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A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Caporin, Massimiliano; Lisi, Francesco - In: The North American journal of economics and finance : a … 26 (2013), pp. 236-249
Persistent link: https://www.econbiz.de/10010365770
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De la mediocrite des conseils d'investissement de Test-Achats invest sur actions individuelles
Godart, Camille; Petitjean, Mikael - In: Brussels economic review 57 (2014) 3, pp. 399-421
Persistent link: https://www.econbiz.de/10011453743
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Modeling manager confidence in forecasted excess returns under active portfolio management
Birge, John R.; Chávez-Bedoya, Luis - In: The journal of asset management 15 (2014) 6, pp. 353-365
Persistent link: https://www.econbiz.de/10010476259
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Reduction of estimation risk in optimal portfolio choice using redundant constraints
Chávez-Bedoya, Luis; Rosales, Francisco - In: International review of financial analysis 78 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013255695
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Underperformance of actively managed portfolios : some behavioral insights
Otuteye, Eben; Siddiquee, Mohammad - In: The journal of behavioral finance : a publication of … 21 (2020) 3, pp. 284-300
Persistent link: https://www.econbiz.de/10012287210
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Elevada rotatividade de carteiras e o desempenho dos fundos de investimento em ações
Milan, Pedro Luiz Albertin Bono; Eid Junior, William - In: Revista Brasileira de Finanças : RBFin 12 (2014) 4, pp. 469-497
Persistent link: https://www.econbiz.de/10011585393