Investment strategy

Performance measurement of ESG-themed megatrend investments in global equity markets using pure factor portfolios methodology

Helena Naffa, Máté Fain

Citations: 72 • 2020

Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market

Francesco Rundo, Francesca Trenta, Agatino Luigi di Stallo, Sebastiano Battiato

Citations: 46 • 2019

Learning risk preferences from investment portfolios using inverse optimization

Shi Ming Yu, Haoran Wang, Chaosheng Dong

Citations: 14 • 2023

Market Risk Neutral Strategies: Modeling and Algorithmization

Vladimir V. Gloukhov, Igor Ilin, Vasily I. Koposov, Anastasia Levina

Citations: 13 • 2014

Employment of the DCC-GARCH Copula Model to explore a link between robotics and artificial intelligence and green crypto investments

Lê Thanh Hà

Citations: 5 • 2024

Stock Market Investment Strategy Using Deep-Q-Learning Network

Sudhakar Kalva, Satuluri Naganjaneyulu

Citations: 3 • 2023

Simulation-based evaluation of automated trading strategies: a manifesto for modern methods

Dave Cliff

Citations: 2 • 2019