Portfolio optimization in stocks using mean–variance optimization and the efficient frontier

S Agarwal, NB Muppalaneni - International Journal of Information …, 2022 - Springer
Portfolio optimization is always the priority of market researchers, large financial institutional
investors, Mutual Fund, and Pension funds managers. Due to high volatility in the stock …

The role of artificial intelligence in the decision-making process: a study on the financial analysis and movement forecasting of the world's largest stock exchanges

E Alex Avelar, RVD Jordão - Management Decision, 2024 - emerald.com
Purpose This paper aims to analyze the role and performance of different artificial
intelligence (AI) algorithms in forecasting future movements in the main indices of the world's …

Empirical analysis of automated stock trading using deep reinforcement learning

M Kong, J So - Applied Sciences, 2023 - mdpi.com
There are several automated stock trading programs using reinforcement learning, one of
which is an ensemble strategy. The main idea of the ensemble strategy is to train DRL …

Develo** Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators

N Das, B Sadhukhan, R Ghosh, S Chakrabarti - Computational Economics, 2024 - Springer
In recent years, there has been growing interest in using deep learning methods to improve
the accuracy of stock price prediction, which has always been challenging due to the …

[HTML][HTML] Information environment quantifiers as investment analysis basis

DG Rodionov, PA Pashinina, EA Konnikov… - Economies, 2022 - mdpi.com
The combination of the processes of widespread digitalization and globalization of the world
economy has led to a significant expansion of the global information environment. The …

[HTML][HTML] Quantitative Stock Selection Model Using Graph Learning and a Spatial–Temporal Encoder

T Cao, X Wan, H Wang, X Yu, L Xu - Journal of Theoretical and Applied …, 2024 - mdpi.com
In the rapidly evolving domain of finance, quantitative stock selection strategies have gained
prominence, driven by the pursuit of maximizing returns while mitigating risks through …

A novel linear-model-based methodology for predicting the directional movement of the euro-dollar exchange rate

M Argotty-Erazo, A Blázquez-Zaballos… - IEEE …, 2023 - ieeexplore.ieee.org
Predicting the price and trends of financial instruments is a major challenge in the financial
industry, impacting investment decision-making efficiency for various stakeholders. Although …

[HTML][HTML] Improved LSTM hyperparameters alongside sentiment walk-forward validation for time series prediction

EP Wahyuddin, RE Caraka, R Kurniawan… - Journal of Open …, 2025 - Elsevier
This study aims to address the common issue of biased estimation errors in time series
modeling by analyzing the error in locating ideal hyperparameters and defining appropriate …

[HTML][HTML] Artificial intelligence applications and innovations: day-to-day life impact

JMF Rodrigues, PJS Cardoso, M Chinnici - Applied Sciences, 2023 - mdpi.com
The idea of an intelligent machine has fascinated humans for centuries. But what is
intelligence? Some define it as the capacity for learning, reasoning, understanding or, from a …

[PDF][PDF] Elliott wave principle with recurrent neual network for stock market prediction

K Manjunath, M Sekhar - J. Theor. Appl. Inf. Technol, 2022 - jatit.org
Nowadays, academics and finance industries are being discussed highly in the domain of
stock market trading due to which the improvement in economic globalization. Connections …