Results 61 to 70 of about 451 (149)
IEEE AccessCryptocurrency markets are highly volatile, making short-term price prediction challenging. Because cryptocurrency prices are largely driven by supply and demand, prior work has explored social media sentiment to predict price changes, typically finding ...
Rentaro Noguchi +3 more
doaj +1 more source
Forecasting Digital Asset Return: An Application of Machine Learning Model
International Journal of Finance &Economics, Volume 30, Issue 3, Page 3169-3186, July 2025.ABSTRACT In this study, we aim to identify the machine learning model that can overcome the limitations of traditional statistical modelling techniques in forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.
Vito Ciciretti +4 more
wiley +1 more source
USING SORTINO RATIO FOR MEASURING RISK: A CASE STUDY OF HDFC MUTUAL FUND
EPRA International Journal of Economic and Business ReviewWe examine the performance of a sample of funds of HDFC Mutal Fund which is the largest private sector mutual fund in India. We examine a very popular risk adjusted metric used to evaluate the performance of mutual funds. This metric typically measures only the downside risk and is called the Sortino ratio.
openaire +1 more source
Ruch Prawniczy, Ekonomiczny i Socjologiczny, 2016 W artykule przeprowadzono badanie ilościowe na danych z lat 2007-2015, które miało na celu ocenę celowości wykorzystania instrumentów pochodnych w kontekście podwyższania stopy zwrotu i obniżania ryzyka portfeli akcji notowanych na Giełdzie Papierów ...
Marcin Flotyński
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Portfolio Formation Decisions and Optimal Allocation in Cryptocurrency Investments Considering Both Risk and Return [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atīIn today’s world, investment in the cryptocurrency market is regarded as one of the most attractive yet high-risk opportunities. Given the rapid growth of this market and its impact on the global economy, examining the importance and challenges ...
Iman Ebrahimi +2 more
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The Role of Sex in the Assessment of Return and Downside Risk in Decumulation Financial Planning
RisksThis paper aims to assess the return and downside risk of a decumulation portfolio established at the retirement age of a senior, with a determined lifetime horizon differentiated by the sex of the citizen.
Amaia Jone Betzuen Álvarez +1 more
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Portfolio Optimization with Systemic Risk Approach [PDF]
Iranian Journal of FinancePortfolio optimization has always been the main concern of investors. What differentiates different optimization models from each other is the risk measure.
Mohammad Azad +3 more
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Machine Learning Framework for Algorithmic Trading
Computer Sciences & Mathematics ForumPresent financial markets are characterized by great volatility and nonlinear dynamics since they are driven by both quantitative forces and qualitative mood. Traditional trading practices cannot capture such nuance.
Krishnamurthy Nayak +2 more
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Investment portfolio optimization with supervised learning and attention mechanism
Egyptian Informatics JournalPortfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
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Fractal and FractionalThe cryptocurrency market has attracted significant attention from global investors, with Cardano (ADA) ranking among the top cryptocurrencies by market capitalization.
Wenhao Zhang +4 more
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