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Kittipob Saetia and Jiraphat Yokrattanasak
Machine learning for stock market prediction has recently been popular for identifying stock selection strategies and providing market insights. In this study, we adopted machine learning algorithms to analyze technical indicators, and Google Trends sear...
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Yizheng Zhang, Liuhong Luo and Hongjun Li
Extracting k" role="presentation">??k
k
-order maximal-sum principal submatrix from an n" role="presentation">??n
n
-order real matrix is a typical combinatorial optimization problem and an NP-hard problem. To improve the computational efficiency of solv...
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Abdellilah Nafia, Abdellah Yousfi and Abdellah Echaoui
In recent years, a great deal of attention has been devoted to the use of neural networks in portfolio management, particularly in the prediction of stock prices. Building a more profitable portfolio with less risk has always been a challenging task. In ...
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Younes Berouaga, Cherif El Msiyah and Jaouad Madkour
Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investiga...
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Slim Zidi, Lyes Kermad, Nadia Hamani and Hedi Zidi
The COVID-19 pandemic revealed weaknesses in the global supply chain management. With stock-outs, transportation problems and the bullwhip effect caused by ever-changing demand, it is necessary for decision-makers to review their supply chain configurati...
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Charalampos M. Liapis and Sotiris Kotsiantis
The use of deep learning in conjunction with models that extract emotion-related information from texts to predict financial time series is based on the assumption that what is said about a stock is correlated with the way that stock fluctuates. Given th...
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Abdul Malek Yaakob, Shahira Shafie, Alexander Gegov, Siti Fatimah Abdul Rahman and Ku Muhammad Naim Ku Khalif
Large-scale group decision-making (LSGDM) has become common in the new era of technology development involving a large number of experts. Recently, in the use of social network analysis (SNA), the community detection method has been highlighted by resear...
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Jovica Stankovic, Ksenija Dencic-Mihajlov, Jelena Z. Stankovic, Evica Petrovic
Pág. 31 - 42
Research Question: This study examined the preconditions and efficiency of socially responsible investing (SRI) in the developing capital market, specifically the Belgrade Stock Exchange (BSE). Motivation: Considering the increasing trend of SRI (GSIA, 2...
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Apichat Chaweewanchon and Rujira Chaysiri
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...
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Yuefeng Cen, Mingxing Luo, Gang Cen, Cheng Zhao and Zhigang Cheng
It is meaningful to analyze the market correlations for stock selection in the field of financial investment. Since it is difficult for existing deep clustering methods to mine the complex and nonlinear features contained in financial time series, in ord...
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