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date (oldest first)
1
Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816704
Saved in:
2
Big data and portfolio optimization : a novel approach integrating DEA with multiple data sources
Zhou, Zhongbao
;
Gao, Meng
;
Xiao, Helu
;
Wang, Rui
;
Liu, …
- In:
Omega : the international journal of management science
104
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012648558
Saved in:
3
An efficient portfolio construction model using stock price predicted by support vector regression
Mishra, Sasmita
;
Padhy, Sudarsan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012203697
Saved in:
4
Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila
;
Levendovszky, Janos
;
Fogarasi, Norbert
- In:
Computational economics
54
(
2019
)
1
,
pp. 281-303
Persistent link: https://www.econbiz.de/10012134161
Saved in:
5
The portfolio heuristic optimisation system (PHOS)
Loukeris, N.
;
Eleftheriadis, I.
;
Livanis, E.
- In:
Computational economics
48
(
2016
)
4
,
pp. 627-648
Persistent link: https://www.econbiz.de/10011713087
Saved in:
6
Portfolio optimization based on the pre-selection of stocks by the Support Vector Machine model
Silva, Natan Felipe
;
Andrade, Lélis Pedro de
;
Silva, …
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014491003
Saved in:
7
Application of machine learning in algorithmic investment strategies on global stock markets
Grudniewicz, Jan
;
Ślepaczuk, Robert
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463386
Saved in:
8
A fundamental misunderstanding of risk : the
bias
associated with the annualized calculation of standard deviation
Burkett, Matthew W.
;
Scherer, William T.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-7
present a new example illustrating the
bias
when applied to an efficient frontier. …
Persistent link: https://www.econbiz.de/10013179703
Saved in:
9
The effect of optimism
bias
on the decision to terminate failing projects
Meyer, Werner G.
- In:
Project management journal : PMJ
45
(
2014
)
4
,
pp. 7-20
Persistent link: https://www.econbiz.de/10010401737
Saved in:
10
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
Saved in:
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