Search Results - subject:"Wertpapieranalyse"

A predictive analytics approach for forecasting global stock index returns using deep learning techniques

Hu, Liang; Shen, Yinru - 2026

Accurately predicting stock index returns remains a critical yet complex task due to the inherent volatility of financial markets and the intricate temporal dependencies within financial time series. This study presents a robust machine learning framework to forecast the relative returns of...

Persistent link: https://www.econbiz.de/10015654339

Establishment-level life cycle and analysts' forecasts

Basu, Sudipta; Dai, Xin; Lee, Caroline - 2026

Persistent link: https://www.econbiz.de/10015609751

Forecasting stock market behavior in BRICS economies using artificial neural machine learning models

Panigrahi, Shrikant; Kukreja, Gagan; Kumaraswamy, Sumathi - 2026

Purpose - This study aims to forecast the stock market behavior of BRICS nations (Brazil, Russia, India, China and South Africa) using advanced machine learning models. The focus is on identifying market trends, predicting future index prices and analyzing returns. Design/methodology/approach -...

Persistent link: https://www.econbiz.de/10015592502

A momentum-based normalization framework for generating profitable analyst sentiment signals

McCarthy, Shawn; Alaghband, Gita - 2026

The diverse rating scales used by brokerage firms pose significant challenges for aggregating analyst recommendations in financial research. We develop a momentum-based normalization framework that transforms heterogeneous rating changes into standardized sentiment signals using firm-relative,...

Persistent link: https://www.econbiz.de/10015591134

Machine learning mutual fund flows

Fausch, Jürg; Frigg, Moreno; Ruenzi, Stefan; Weigert, … - 2026 - This draft: May 03, 2025

We present improved out-of-sample predictability of future fund flows using state-of-the-art machine learning methods. Nonlinear machine learning models significantly outperform linear models in terms of out-of-sample R-squared. Using interpretable ML methods, we identify past flows and the...

Persistent link: https://www.econbiz.de/10015605608

Employer expectations of business analysts : knowledge and insights from job offer analysis

Kowalska-Styczeń, Agnieszka; Juszczyk, Kinga - 2026

This study analyzed 1480 job advertisements for business analysts using natural language processing (NLP) and sentiment analysis. While confirming the demand for technical, analytical and communication skills, the study reveals important patterns that expand upon existing knowledge....

Persistent link: https://www.econbiz.de/10015606812

How effective is mamba-augmented transformer for stock market price forecasting?

Shuvo, Md Shahria Sarker; Adib, Awsaf Tausif; Emon, Md … - 2026

Stock price forecasting remains challenging due to the non-linear, noisy, and non-stationary nature of financial time series. Although LSTMs and Transformer-based models have improved sequential modeling, their ability to scale efficiently to long financial sequences remains limited. Recently,...

Persistent link: https://www.econbiz.de/10015628622

Analyst career concerns and stock price crash risk

Ali, Muhammad Jahangir; Azam, Md. Saiful; Baghdadi, Ghasan - 2026

Persistent link: https://www.econbiz.de/10015640965

Fundamental growth

Arnott, Rob; Brightman, Chris; Harvey, Campbell R.; Que … - 2026

Persistent link: https://www.econbiz.de/10015647191

ESG expertise and analysts' roles in capital markets

Wei, Yixin (Lucy); Cahan, Steven F.; Chen, Li - 2026

Persistent link: https://www.econbiz.de/10015647541