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High return and low risk: Shaping composite financial investment decision in the new energy stock market
16 references·0 citing·47 second hop
High return and low risk: Shaping composite financial investment decision in the new energy stock market (2023)High return and low risk: Shaping composi…Foundations of complexity economics (2021)Foundations of complexity eco…Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Stock Market Analysis: A Revi…Literature review: Machine learning techniques applied to financial market prediction (2019)Literature review: Machine le…The Loss of Loss Aversion: Will It Loom Larger Than Its Gain? (2018)The Loss of Loss Aversion: Wi…Oil volatility, oil and gas firms and portfolio diversification (2018)Oil volatility, oil and gas f…Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach (2018)Algorithmic financial trading…Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Oil price uncertainty and cle…Investors' Personality Influences Investment Decisions: Experimental Evidence on Extraversion and Neuroticism (2017)Investors' Personality Influe…Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Deep learning networks for st…Deep Learning for Finance: Deep Portfolios (2016)Deep Learning for Finance: De…A variational mode decompoisition approach for analysis and forecasting of economic and financial time series (2016)A variational mode decompoisi…Overconfident Investors, Predictable Returns, and Excessive Trading (2015)Overconfident Investors, Pred…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2008)Portfolio Performance Evaluat…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Dynamic Conditional Correlation (2002)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Cross-Section of Expected Stock Returns (1992)Market Reactions to Tangible and Intangible Information (2006)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Stock Market Prediction Using LSTM Recurrent Neural Network (2020)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Does the Stock Market Overreact? 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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1952PORTFOLIO SELECTION*18,429 cited
  • 2016Deep Learning for Finance: Deep Portfolios954 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies854 cited
  • 2019Literature review: Machine learning techniques applied to financial market prediction585 cited
  • 2019Stock Market Analysis: A Review and Taxonomy of Prediction Techniques508 cited
  • 2018Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach448 cited
  • 2021Foundations of complexity economics360 cited
  • 2017Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index327 cited
  • 2018Oil volatility, oil and gas firms and portfolio diversification315 cited
  • 2018The Loss of Loss Aversion: Will It Loom Larger Than Its Gain?309 cited
  • 2015Overconfident Investors, Predictable Returns, and Excessive Trading301 cited
  • 2008Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance215 cited

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  • 2016A variational mode decompoisition approach for analysis and forecasting of economic and financial time series214 cited
  • 2017Investors' Personality Influences Investment Decisions: Experimental Evidence on Extraversion and Neuroticism194 cited
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