SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods
16 references·0 citing·41 second hop
Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods (2022)Stock Portfolio Optimization Using a Comb…Mean–variance portfolio optimization using machine learning-based stock price prediction (2020)Mean–variance portfolio optim…An improved Stacking framework for stock index prediction by leveraging tree-based ensemble models and deep learning algorithms (2019)An improved Stacking framewor…Predicting the direction of stock market prices using tree-based classifiers (2018)Predicting the direction of s…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction (2017)A feature weighted support ve…Evaluating multiple classifiers for stock price direction prediction (2015)Evaluating multiple classifie…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Balancing your technology‐sourcing portfolio: How sourcing mode diversity enhances innovative performance (2012)Balancing your technology‐sou…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…A multiple-kernel support vector regression approach for stock market price forecasting (2010)A multiple-kernel support vec…Forecasting model of global stock index by stochastic time effective neural network (2009)Forecasting model of global s…Evolving Least Squares Support Vector Machines for Stock Market Trend Mining (2008)Evolving Least Squares Suppor…The (mis)behavior of markets: a fractal view of risk, ruin, and reward (2005)The (mis)behavior of markets:…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Financial time series forecasting using support vector machines (2003)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Forecasting stock market movement direction with support vector machine (2004)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Applications of deep learning in stock market prediction: Recent progress (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Asymmetric causality tests with an application (2011)Twitter mood predicts the stock market (2011)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control. (1978)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)A systematic review of fundamental and technical analysis of stock market predictions (2019)A comprehensive evaluation of ensemble learning for stock-market prediction (2020)Machine learning techniques and data for stock market forecasting: A literature review (2022)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)On Persistence in Mutual Fund Performance (1997)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Some anomalous evidence regarding market efficiency (1978)Bitcoin price prediction using machine learning: An approach to sample dimension engineering (2019)Deep Learning for Stock Market Prediction (2020)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Econometrics of Financial Markets (1997)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Econometrics of Financial Markets (2012)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)Serendipity in Entrepreneurship (2009)Banking Nature? The Spectacular Financialisation of Environmental Conservation (2012)Geospatial big data handling theory and methods: A review and research challenges (2015)Sentiment analysis on social media for stock movement prediction (2015)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions3,010 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,415 cited
  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,174 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,154 cited
  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange892 cited
  • 2005The (mis)behavior of markets: a fractal view of risk, ruin, and reward615 cited
  • 2015Evaluating multiple classifiers for stock price direction prediction611 cited
  • 2018Predicting the direction of stock market prices using tree-based classifiers404 cited
  • 2017A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction387 cited
  • 2020Mean–variance portfolio optimization using machine learning-based stock price prediction325 cited
  • 2010A multiple-kernel support vector regression approach for stock market price forecasting255 cited
  • 2008Evolving Least Squares Support Vector Machines for Stock Market Trend Mining218 cited

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

2012
Balancing your technology‐sourcing portfolio: How sourcing mode diversity enhances innovative performance
170 cited
  • 2019An improved Stacking framework for stock index prediction by leveraging tree-based ensemble models and deep learning algorithms155 cited
  • 2009Forecasting model of global stock index by stochastic time effective neural network151 cited
  • Cited by

    No citing works inside the corpus for this window.