Similar Search Results

The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index

Thi Thu Giang Nguyen; Ślepaczuk, Robert - 2022

Persistent link: https://www.econbiz.de/10013474013

Ensembled LSTM with walk forward optimization in algorithmic trading

Chojnacki, Karol; Ślepaczuk, Robert - 2023

Persistent link: https://www.econbiz.de/10014308890

State-dependent stock selection in index tracking : a machine learning approach

Bradrania, Reza; Pirayesh Neghab, Davood; Shafizadeh, … - In: Financial markets and portfolio management 36 (2022) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10013175191

Fundamentalists heterogeneity and the role of the sentiment indicator

Campisi, Giovanni; Muzzioli, Silvia - 2020

Persistent link: https://www.econbiz.de/10012211252

Investor sentiments revisited : negligence of stock-level sentiments may be a mistake

Lee, Te-Kuan; Koshoev, Askar - In: Review of behavioral finance : RBF 16 (2024) 3, pp. 460-485

Persistent link: https://www.econbiz.de/10014538740

Information Content and Forecasting Ability of Sentiment Indicators : Case of Real Estate Market

Marcato, Gianluca - 2014

We evaluate a number of real estate sentiment indices to ascertain current and forward-looking information content that may be useful for forecasting demand and supply activities. Analyzing the dynamic relationships within a Vector Auto-Regression (VAR) framework and using the quarterly US data...

Persistent link: https://www.econbiz.de/10013048488