Results 81 to 90 of about 5,659 (253)

Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?

Agribusiness, EarlyView.
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley   +1 more source

Implementing simplified short-term pairs trading strategy in equity market: understanding the risks of retail investor

Journal of Business Economics and Management
This study examines the profitability of a simplified short-term pairs trading strategy for retail investors in real-time equity markets, comparing the performance of individual stock pairs versus clusters of stocks.
Julija Mosina, Galina Ševčenko-Kozlovska   +1 more
doaj   +1 more source

Testing the Marketing Performance of German Wheat Farmers

Agribusiness, EarlyView.
ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley   +1 more source

Various Approaches to Algorithmic Investment Strategies on Equity Indices and Stocks Markets

, 2021
AT_PUBLICATION
Naumowicz, Piotr, Baranowska, Kinga, Ślepaczuk, Robert   +2 more
openaire   +1 more source

The Role of Actual and Purported Origin in e‐Commerce Wine Pricing: Evidence From Italian and French Names on Labels

Agribusiness, EarlyView.
ABSTRACT The origin of a product, if associated with good quality, can contribute to building a positive collective reputation, leading to a potential price premium. However, it is conceivable that a producer markets a product by evoking symbols, images, words, and values typical of places other than where it was designed or produced, creating a ...
Annalisa Caloffi, Amir Maghssudipour, Gianluca Stefani   +2 more
wiley   +1 more source

Quantitative Stock Selection Model Using Graph Learning and a Spatial–Temporal Encoder

Journal of Theoretical and Applied Electronic Commerce Research
In the rapidly evolving domain of finance, quantitative stock selection strategies have gained prominence, driven by the pursuit of maximizing returns while mitigating risks through sophisticated data analysis and algorithmic models.
Tianyi Cao, Xinrui Wan, Huanhuan Wang, Xin Yu, Libo Xu   +4 more
doaj   +1 more source

Heterogeneity in Food Price Inflation Convergence Across the EU: Evidence From Club Dynamics and Structural Breaks

Agribusiness, EarlyView.
ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley   +1 more source

Stock Price Forecasting Using a Time-Series Long Short-Term Memory Model

Finance, Accounting and Business Analysis
Purpose: This study aims to introduce and evaluate a novel application of Long Short-Term Memory (LSTM) networks for stock price forecasting by integrating multi-stock comparative analysis across different volatility regimes, addressing a key gap in the ...
Adedeji Gbadebo
doaj   +1 more source

EFFICIENCY ANALYSIS OF FINANCIAL TIME SERIES FORECASTING MODELS UNDER MARKET TURBULENCE CONDITIONS

Компютерні системи та інформаційні технології
This paper presents a comparative analysis of financial time series forecasting models' effectiveness under market turbulence conditions. The study focuses on evaluating the adaptability of statistical ARIMA model and recurrent LSTM neural network ...
Олег ПАСТУХ, Юрій ПЕТРОВ   +1 more
doaj   +1 more source

Creating Investment Strategies Based on Machine Learning Algorithms

Construction de stratégies d'investissement en utilisant des algorithmes de Machine Learning La thèse a permis de développer deux stratégies d'investissement issues d'algorithmes de Machine Learning:La première (Low Turbulence Model) est une stratégie sur indice qui combine à la fois du traitement du signal et des modèles graphiques ...
openaire   +2 more sources