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Stock selection using support vector machines
5 references·6 citing·42 second hop
Stock selection using support vector machines (2002)Stock selection using support vector mach…Modern Investment Theory (2014)Modern Investment TheoryThe Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Dividend yields and expected stock returns (1988)Dividend yields and expected …Modern Investment Theory. (1986)Modern Investment Theory.Multiperiod Consumption-Investment Decisions (1975)Multiperiod Consumption-Inves…Stock Price Prediction Using Support Vector Machine Approach (2019)Stock Price Prediction Using …Research on Quantitative Investment Strategies Based on Deep Learning (2019)Research on Quantitative Inve…Nonlinear support vector machines can systematically identify stocks with high and low future returns (2013)Nonlinear support vector mach…Asset portfolio optimization using support vector machines and real-coded genetic algorithm (2011)Asset portfolio optimization …Financial Forecasting Using Character N-Gram Analysis and Readability Scores of Annual Reports (2009)Financial Forecasting Using C…A Double-Stage Genetic Optimization Algorithm for Portfolio Selection (2006)A Double-Stage Genetic Optimi…Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)Annual report readability, current earnings, and earnings persistence (2008)Effects of innovation management system standardization on firms: evidence from text mining annual reports (2017)Risk Aversion in the Small and in the Large (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)COMPONENTS OF INVESTMENT PERFORMANCE* (1972)Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation (1982)The Valuation of Uncertain Income Streams and the Pricing of Options (2010)Portfolio Selection (1952)Strategic financial risk management and operations research (1997)An integrated data preparation scheme for neural network data analysis (2006)Resolving multi objective stock portfolio optimization problem using genetic algorithm (2010)An Intelligent Model for Pairs Trading Using Genetic Algorithms (2015)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Application of support vector machines in financial time series forecasting (2001)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Expected value multiobjective portfolio rebalancing model with fuzzy parameters (2012)Hybrid optimization models of portfolio selection involving financial and ethical considerations (2012)Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model (2013)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)The Pricing of Options and Corporate Liabilities (1973)Support vector machine with adaptive parameters in financial time series forecasting (2003)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Statistical learning and exchange rate forecasting (2020)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)Cryptocurrency portfolio management with deep reinforcement learning (2017)Asset Allocation and the Performance of Real Estate Mutual Funds (2000)Franchising and firm financial performance among U.S. restaurants (2011)Role of debt-to-equity ratio in project investment valuation, assessing risk and return in capital markets (2021)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1975Multiperiod Consumption-Investment Decisions448 cited
  • 1986Modern Investment Theory.405 cited
  • 2014Modern Investment Theory64 cited

Cited by

  • 2011Asset portfolio optimization using support vector machines and real-coded genetic algorithm65 cited
  • 2006A Double-Stage Genetic Optimization Algorithm for Portfolio Selection44 cited
  • 2019Research on Quantitative Investment Strategies Based on Deep Learning43 cited
  • 2009Financial Forecasting Using Character N-Gram Analysis and Readability Scores of Annual Reports42 cited
  • 2013Nonlinear support vector machines can systematically identify stocks with high and low future returns37 cited
  • 2019Stock Price Prediction Using Support Vector Machine Approach32 cited

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