SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock picking with machine learning
16 references·0 citing·43 second hop
Stock picking with machine learning (2023)Stock picking with machine learningEmpirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Autoencoder Asset Pricing Models (2019)Autoencoder Asset Pricing Mod…Choosing factors (2018)Choosing factorsDeep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Betting against beta (2013)Betting against betaForecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Forecasting the Equity Risk P…The empirical risk–return relation: A factor analysis approach☆ (2006)The empirical risk–return rel…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Pooling of forecasts (2004)Pooling of forecastsCombination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…The Combination of Forecasts (1969)The Combination of Forecasts17. A Value for n-Person Games (1953)17. A Value for n-Person GamesPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)The Precision of National Income Estimates (1942)New Methods of Quality Control (1963)Short-Term Sales Forecasting (1965)Principles of Forecasting (2001)Time series forecasting using a hybrid ARIMA and neural network model (2003)Contributions to the Theory of Games (1952)An analog of the minimax theorem for vector payoffs (1956)Contributions to the theory of games. (1960)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Accuracy of Forecasting: An Empirical Investigation (1979)Group versus individual performance: Are N + 1 heads better than one? (1982)Combining Probability Distributions: A Critique and an Annotated Bibliography (1986)Comparing Predictive Accuracy (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Digesting Anomalies: An Investment Approach (2012)Comparing Predictive Accuracy (1994)A five-factor asset pricing model (2014)Characteristics are covariances: A unified model of risk and return (2019)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Forecasting: theory and practice (2022)The application of fuzzy integrals in multicriteria decision making (1996)k-order additive discrete fuzzy measures and their representation (1997)Decomposition procedures for distributional analysis: a unified framework based on the Shapley value (2012)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,503 cited
  • 1952PORTFOLIO SELECTION*18,429 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 195317. A Value for n-Person Games7,257 cited
  • 1969The Combination of Forecasts3,438 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions3,010 cited
  • 2020Empirical Asset Pricing via Machine Learning2,832 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 2013Betting against beta2,055 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2018Choosing factors1,058 cited
  • 2011Forecasting the Equity Risk Premium: The Role of Technical Indicators1,020 cited
  • 2006The empirical risk–return relation: A factor analysis approach☆680 cited
  • 2019Autoencoder Asset Pricing Models489 cited
  • 2004Pooling of forecasts484 cited

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

Cited by

No citing works inside the corpus for this window.