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Algorithms for better decision-making : a qualitative study exploring the landscape of robo-advisors in India

Nain, Indu; Rajan, Sruthi - In: Managerial finance 49 (2023) 11, pp. 1750-1761

Persistent link: https://www.econbiz.de/10014428734

Bankcruptcy prediction model used in credit risk management

Rankov, Siniša; Kotlica, Slobodan - In: Megatrend revija 10 (2013) 4, pp. 37-58

Persistent link: https://www.econbiz.de/10010345422

Artificial intelligence approach to momentum risk-taking

Tscherednik, Iwan Wladimirowitsch - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-42

the market phenomena like price targets and profit-taking. This theory generally requires Bessel and hypergeometric …

Persistent link: https://www.econbiz.de/10012698279

A general framework of optimal investment

Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 3, pp. 535-560

Persistent link: https://www.econbiz.de/10012210442

Essays on robust portfolio management

Plachel, Lukas - 2019

Modern Portfolio Theory (MPT) provides an elegant mathematical framework for the efficient portfolio allocation problem … between MPT and one of the most vivid fields of contemporary research: Artificial Intelligence. A model is introduced which …Die Moderne Portfolio Theorie (MPT) bietet einen eleganten mathematischen Rahmen für das Problem der effizienten …

Persistent link: https://www.econbiz.de/10012152145

Investment portfolio optimization by applying a genetic algorithm-based approach

Dubinskas, Petras; Urbšienė, Laimutė - In: Mokslo darbai / Ekonomika 96 (2017) 2, pp. 66-78

Persistent link: https://www.econbiz.de/10012305089

Modeling of linear uncertain portfolio selection with uncertain constraint and risk index

Guo, Weiwei; Zhang, Wei-Guo; Gong, Zaiwu - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 3, pp. 469-496

Persistent link: https://www.econbiz.de/10015079798

Portfolio selection with second order uncertain dominance constraint

Huang, Xiaoxia; Meng, Xue; Xu, Xiaozhu - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 4, pp. 561-575

Persistent link: https://www.econbiz.de/10015079805

The search for time-series predictability-based anomalies

Ospina-Holguín, Javier Humberto; Padilla-Ospina, Ana Milena - In: Journal of business economics and management 23 (2022) 1, pp. 1-19

This paper introduces a new algorithm for exploiting time-series predictability-based patterns to obtain an abnormal return, or alpha, with respect to a given benchmark asset pricing model. The algorithm proposes a deterministic daily market timing strategy that decides between being fully...

Persistent link: https://www.econbiz.de/10013258451

Using large language models for financial advice

Fieberg, Christian; Hornuf, Lars; Meiler, Maximilian; … - 2025

We study whether large language models (LLMs) can generate suitable financial advice and which LLM features are associated with higher-quality advice. To this end, we elicit portfolio recommendations from 32 LLMs for 64 investor profiles, which differ in their risk preferences, home country,...

Persistent link: https://www.econbiz.de/10015197292