Results 231 to 240 of about 321,980 (303)

Portfolio management based on value distribution reinforcement learning algorithm. [PDF]

Front Artif Intell
Yang Y, Wang T, Fu Y, Huang J, Zhou D.
europepmc   +1 more source

StockData: An open investment transaction dataset. [PDF]

Data Brief
Li M, Wu C, Mao W, Firat EE, Laramee RS.
europepmc   +1 more source

Scenario-based portfolio optimization via bootstrapping and machine learning methods: Theory development and empirical evidence from the Tehran Stock Market. [PDF]

PLoS One
Amini M, Javadi S, Soleimani-Damaneh M.
europepmc   +1 more source

FusionLSTM-CNF: a confidence-calibrated multi-modal late fusion framework for robust stock movement prediction under uncertainty. [PDF]

Sci Rep
Wang TW, Shaikh ZA, Yong SL, Elmannai H, Por LY.   +4 more
europepmc   +1 more source

Network geometry, topology, and spectral analysis in global stock markets: Insights from using the Ricci curvature, Euler characteristic, and random matrix theory. [PDF]

PLoS One
Domínguez-Monterroza A, Jiménez-Martín A, Mateos Caballero A.   +2 more
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Market liquidity and stock returns in the Norwegian stock market

Finance Research Letters, 2017
Abstract We analyze the liquidity sensitivity of stock returns in the Norwegian stock market over the period 1983–2015. Even though the liquidity measures we apply are standard in the literature, we find no evidence of a relationship between returns and market liquidity.
Thomas Leirvik
exaly   +2 more sources

Effects of the COVID-19 pandemic on stock market returns and volatilities: evidence from selected emerging economies

Studies in Economics and Finance, 2021
Purpose The purpose of this paper is to investigate the effects of exchange rate volatility, oil price return and COVID-19 cases on the stock market returns and volatility for selected emerging market economies.
Bijoy Rakshit, Yadawananda Neog
semanticscholar   +1 more source

COVID-19 fear index: does it matter for stock market returns?

, 2021
Purpose: The purpose of this paper is to capture the investors' mood related to the COVID-19 pandemic and analyze its impact on the stock market returns Design/methodology/approach: To capture the investor mood related to the COVID-19 pandemic, the ...
Sowmya Subramaniam, Madhumita Chakraborty   +1 more
semanticscholar   +1 more source

Chasing Stock Market Returns

SSRN Electronic Journal, 2015
The standard disclaimer in the prospectus of any mutual fund reminds investors that "past performance is not necessarily indicative of future results." Despite the disclaimer, arguably a large fraction of investors looks at recent past performance to form expectations about future returns and "times the market" balancing portfolios on the basis of ...
Borri, Nicola, Cagnazzo, Alberto
openaire   +2 more sources

Regime switching in stock market returns [PDF]

Applied Financial Economics, 1997
An extension of Hamilton's Markov switching techniques (Hamilton, J. B., 1989, A new approach to the economic analysis of nonstationary time series and the business cycle, Econometrica, 57, 357–84) is used to describe and analyse stock market returns. Using new tests, very strong evidence is found for switching behaviour. A major innovation is to use a
Simon van Norden, Huntley Schaller
openaire   +1 more source