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Perridon, Louis; Steiner, Manfred; Rathgeber, Andreas W. - 2017 - 17., überarbeitete und erweiterte Auflage

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Artificial intelligence in financial markets : cutting edge applications for risk management, portfolio optimization and economics

Dunis, Christian (contributor); Middleton, Peter W. (ed.); … - 2016

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Private Banking und Family Office : Markt, Geschäftsmodelle, Produkte, Recht und Steuern

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Volume Based Portfolio Strategies : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks

Brändle, Alexander - 2010

Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations --...

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AI-based pairs trading strategies : a novel approach to stock selection

Jung, Nak Hyun; Oh, Tae Yeon; Kim, Kang Hee - In: Global business and finance review 29 (2024) 7, pp. 1-15

Purpose: This study aims to explore the optimization of Stock Pairs Trading Strategies' performance using AI techniques, with a focus on accurately evaluating stock similarities and selecting the most suitable pairs. Design/methodology/approach: A variety of AI models, including Autoencoders...

Persistent link: https://www.econbiz.de/10015069448