The search for time-series predictability-based anomalies
Year of publication: |
2022
|
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Authors: | Ospina-Holguín, Javier Humberto ; Padilla-Ospina, Ana Milena |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Publ. House "Technika", ISSN 2029-4433, ZDB-ID 2400520-4. - Vol. 23.2022, 1, p. 1-19
|
Subject: | stock market | investment algorithm | trading rules | alpha maximization | market timing | artificial intelligence | machine learning | reinforcement learning | evolutionary computation | perceptron | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Theorie | Theory | Algorithmus | Algorithm | Lernprozess | Learning process | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3846/jbem.2021.15650 [DOI] hdl:10419/317543 [Handle] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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