Application of machine learning in algorithmic investment strategies on global stock markets
Jan Grudniewicz, Robert Ślepaczuk
| Year of publication: |
2023
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|---|---|
| Authors: | Grudniewicz, Jan ; Ślepaczuk, Robert |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-24
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| Subject: | Machine learning | Random forests | Algorithmic investment strategies | Developed and emerging markets | Equity stock indices | Information ratio | Neural networks | Regression trees | Support vector machine | Technical analysis | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Finanzanalyse | Financial analysis | Algorithmus | Algorithm | Portfolio-Management | Portfolio selection | Mustererkennung | Pattern recognition | Schwellenländer | Emerging economies | Anlageverhalten | Behavioural finance | Theorie | Theory | Regressionsanalyse | Regression analysis |