SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Non‐Random Walk Down Wall Street.
0 references·9 citing·46 second hop
A Non‐Random Walk Down Wall Street. (2003)A Non‐Random Walk Down Wall Street.A comprehensive decision support system for stock investment decisions (2022)A comprehensive decision supp…Optimizing LSTM Based Network For Forecasting Stock Market (2020)Optimizing LSTM Based Network…Temporal Relational Ranking for Stock Prediction (2019)Temporal Relational Ranking f…An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market (2019)An integrated framework of ge…Business performance and social media: Love or hate? (2014)Business performance and soci…Do Stock Returns Really Decrease with Default Risk? New International Evidence (2013)Do Stock Returns Really Decre…Regression techniques for the prediction of stock price trend (2012)Regression techniques for the…Implications of IFRS for the European Insurance Industry—Insights From Capital Market Theory (2007)Implications of IFRS for the …Potential force observed in market dynamics (2006)Potential force observed in m…The Strength of Weak Ties (1973)Firm Resources and Sustained Competitive Advantage (1991)Firm resources and sustained competitive advantage (2004)Social media adoption and its impact on firm performance: the case of the UAE (2018)Social media marketing: Who is watching the watchers? (2019)What Affects Usage Satisfaction in Mobile Payments? Modelling User Generated Content to Develop the “Digital Service Usage Satisfaction Model” (2020)Théorie de la spéculation (1900)A non-random walk down Wall Street (1999)Practical Fruits of Econophysics (2006)Econophysics of Order-driven Markets (2011)Financial Brownian particle in the critical order book fluid and Fluctuation-Dissipation theorems (2014)Essentials of Investments. (1978)Beyond Greed and Fear (2002)Technical analysis: the complete resource for financial market technicians (2011)Indonesian Stock Price Prediction including Covid19 Era Using Decision Tree Regression (2020)Stock Market Prediction using Supervised Machine Learning Techniques: An Overview (2020)Stock Market Prediction Using Machine Learning Techniques: A Decade Survey on Methodologies, Recent Developments, and Future Directions (2021)A Random Walk Down Wall Street (1973)Wikidata (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Enhancing Stock Movement Prediction with Adversarial Training (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Applications of deep learning in stock market prediction: Recent progress (2021)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A desicion-theoretic generalization of on-line learning and an application to boosting (1995)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction (2021)Evaluating the performance of ensemble classifiers in stock returns prediction using effective features (2022)Machine learning techniques and data for stock market forecasting: A literature review (2022)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Intelligent Asset Allocation using Predictions of Deep Frequency Decomposition (2021)Prediction of Stock Market Index Using a Hybrid Technique of Artificial Neural Networks and Particle Swarm Optimization (2021)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations (2002)Distress Anomaly and Shareholder Risk: International Evidence (2017)Distress risk anomaly and misvaluation (2020)Credit risk and equity returns in China (2021)The Capital Structure Puzzle (1984)Market‐consistent embedded value in non‐life insurance: how to measure it and why (2012)The Market Reaction to the Adoption of IFRS in the European Insurance Industry (2018)Due process as a legitimating mechanism: Participation and responsiveness in the development of IFRS 17: Insurance contracts (2023)PORTFOLIO SELECTION* (1952)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2019Temporal Relational Ranking for Stock Prediction563 cited
  • 2014Business performance and social media: Love or hate?311 cited
  • 2019An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market64 cited
  • 2006Potential force observed in market dynamics64 cited
  • 2012Regression techniques for the prediction of stock price trend55 cited
  • 2020Optimizing LSTM Based Network For Forecasting Stock Market42 cited
  • 2013Do Stock Returns Really Decrease with Default Risk? New International Evidence40 cited
  • 2022A comprehensive decision support system for stock investment decisions28 cited
  • 2007Implications of IFRS for the European Insurance Industry—Insights From Capital Market Theory26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work