Similar Search Results

Kaplan, Zachary - 2019

I/B/E/S removes 6% of one-quarter-ahead earnings forecasts from the calculation of the consensus forecast. This study … I/B/E/S, or when costs of issuing management guidance are high. Additional evidence reinforces that forecast removals …

Persistent link: https://www.econbiz.de/10012898780

Truncating Optimism

Kaplan, Zachary; Martin, Xiumin; Xie, Yifang - 2021

least one forecast removed, this figure rises to 16%. We provide evidence suggesting that I/B/E/S subjectively applies …

Persistent link: https://www.econbiz.de/10013311229

Forecasting of future stock prices using neural networks and genetic algorithms

Mitilineos, Stelios A.; Artikis, Panayiotis G. - In: International journal of decision sciences, risk and … 7 (2017) 1/2, pp. 2-25

Persistent link: https://www.econbiz.de/10011797297

Markowitz mean-variance portfolio optimization with predictive stock selection using machine learning

Apichat Chaweewanchon; Rujira Chaysiri - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-19

With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation strategy based on a hybrid machine...

Persistent link: https://www.econbiz.de/10013368389

Extreme learning with chemical reaction optimization for stock volatility prediction

Nayak, Sarat; Mishra, Bijan Bihari - In: Financial innovation : FIN 6 (2020) 16, pp. 1-23

network without compromising prediction accuracy. We evaluate its performance by predicting the daily volatility and closing …

Persistent link: https://www.econbiz.de/10012268745

A novel approach for candlestick technical analysis using a combination of the support vector machine and particle swarm optimization

Mahmoodi, Armin; Hashemi, Leila; Jasemi, Milad; … - In: Asian journal of economics and banking : AJEB 7 (2023) 1, pp. 2-24

Purpose - In this research, the main purpose is to use a suitable structure to predict the trading signals of the stock market with high accuracy. For this purpose, two models for the analysis of technical adaptation were used in this study. Design/methodology/approach - It can be seen that...

Persistent link: https://www.econbiz.de/10014309150

Forecasting ability but no profitability : an empirical evaluation of genetic algorithm-optimised technical trading rules

Pereira, Robert - In: Evolutionary computation in economics and finance : …, (pp. 287-310). 2002

Persistent link: https://www.econbiz.de/10001677448

Modeling intraday information in financial markets with the scatter search metaheuristic

Silva, Carlos Gomes da - In: International journal of financial engineering 2 (2015) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10011333425

Optimised hybrid CNN bi-LSTM model for stock price forecasting

Patnaik, Deepti; Rao, N. V. Jagannadha; Padhiari, … - In: International journal of intelligent enterprise 11 (2024) 3, pp. 248-273

Persistent link: https://www.econbiz.de/10015065340

Optimisation of the stock structure of a single stock item taking into account stock quantity constraints, using a lagrange multiplier

Krzyżaniak, Stanisław - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 18 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013336042