Forecasting stock market returns is one of the most effective tools for risk management and portfolio diversification. There are several forecasting techniques in the literature for obtaining accurate forecast...
How does the valuation change of an industry leader influence its competitors? Does it induce a competitive effect or a contagion effect? What are the driving forces of such influences? We attempted to answer ...
Accurate prediction of stock market behavior is a challenging issue for financial forecasting. Artificial neural networks, such as multilayer perceptron have been established as better approximation and classi...
This paper explores the power of stock trading trend using an integrated New Threshold Fuzzy Cognitive Maps (NTFCMs) Markov chain model. This new model captures the positive as well as the negative jumps and p...
We study the time varying co-movement patterns of the crypto-currency prices with the help of wavelet-based methods; employing daily bilateral exchange rate of four major crypto-currencies namely Bitcoin, Ethe...
This paper proposes a hybrid Bayesian Network (BN) method for short-term forecasting of crude oil prices. The method performed is a hybrid, based on both the aspects of classification of influencing factors as...
Blockchain is considered by many to be a disruptive core technology. Although many researchers have realized the importance of blockchain, the research of blockchain is still in its infancy. Consequently, this...
Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields, including stock market investment. However, few studies have f...
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34
We introduce a novel approach to multifractal data in order to achieve transcended modeling and forecasting performances by extracting time series out of local Hurst exponent calculations at a specified scale....
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34
In this study, we analyze three portfolio selection strategies for loss-averse investors: semi-variance, conditional value-at-risk, and a combination of both risk measures. Moreover, we propose a novel version...
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34