Event representative learning aims to embed news events into continuous space vectors for
capturing syntactic and semantic information from text corpus, which is benefit to event …

Designing an optimum portfolio for allocating suitable weights to its constituent assets so
that the return and risk associated with the portfolio are optimised is a computationally hard …

Time series has a wide range of applications in various fields. Recently, a new math tool,
named as visibility graph, is developed to transform the time series into complex networks …

• A robust backtesting method for evaluating the performances of the portfolios is also
designed. The performance results of the portfolios give investors in the stock market a clear …

This chapter delves into three powerful and widely-used technical indicators, Bollinger
Bands, Moving Average Convergence Divergence (MACD), and the Relative Strength Index …

This book brings together real-world cases illustrating how to analyse volatile financial time
series in order to provide a better understanding of their past behavior and robust …

We explore the information geometry and asymptotic behaviour of estimators for Kronecker-
structured covariances, in both growing-$ n $ and growing-$ p $ scenarios, with a focus …

In the dynamic world of financial markets, investors and traders alike seek tools and
methodologies that can provide insights into potential price movements and help them make …

This chapter presents a comparative study of the three portfolio optimization methods, MVP,
HRP, and HERC, on the Indian stock market, particularly focusing on the stocks chosen from …

In the era of" Internet plus", the traditional marketing strategies of enterprises need to be
adjusted, including the combination of advanced technology for marketing and innovative …