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Cash Management for Index Tracking
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  • 2016The conceptual and empirical relationship between gambling, investing, and speculation94 cited
  • 2018Applicability of Deep Learning Models for Stock Price Forecasting An Empirical Study on BANKEX Data78 cited
  • 2002The Threshold Accepting Heuristic for Index Tracking73 cited
  • 2021Stock market index prediction based on reservoir computing models70 cited
  • 2017Investor response to appointment of female CEOs and CFOs51 cited
  • 2021Portfolio optimization using higher moments in an uncertain random environment51 cited
  • 2016Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models49 cited
  • 2019Optimizing the Pairs‐Trading Strategy Using Deep Reinforcement Learning with Trading and Stop‐Loss Boundaries49 cited
  • 2017Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics48 cited
  • 1998Optimal Index Tracking Under Transaction Costs and Impulse Control43 cited
  • 2020Predicting stock movements based on financial news with segmentation43 cited
  • 2016Lagging behind? Emotions in newspaper articles and stock market prices in the Netherlands42 cited
  • 2008Tracking error: a multistage portfolio model41 cited

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2015
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach
29 cited