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Comparing classic time series models and the LSTM recurrent neural network: An application to S&P 500 stocks

Oliver-Muncharaz, Javier (Asociación para la Formación y la Investigación en Ciencias Económicas y Sociales, 2020)

[EN] In the financial literature, there is great interest in the prediction of stock prices. Stock prediction is necessary for the creation of di erent investment strategies, both speculative and hedging ones. The application ...
Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics

García García, Fernando; Guijarro, Francisco; Oliver-Muncharaz, Javier (Springer-Verlag, 2018)

[EN] The aim of this study was to compare the performance of the well-known genetic algorithms and tabu search heuristics with the financial problem of the partial tracking of a stock market index. Although the weights of ...
Tracking error con selección de betas: índice S&P 500

Moreno Cervera, Amparo (Universitat Politècnica de València, 2016-10-18)

[ES] El presente Trabajo Final de Master tiene como objetivo el desarrollo de una herramienta de ayuda a la toma de decisiones, esta permite a distintos inversores de diversos perfiles, obtener carteras eficientes. El ...

Mostrando ítems 1-3 de 3