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Material Type: Article
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A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchangePloS one, 2020-10, Vol.15 (10), p.e0239810-e0239810 [Peer Reviewed Journal]COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 Peykani et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 Peykani et al 2020 Peykani et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0239810 ;PMID: 33045010Full text available |
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Material Type: Article
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Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysisPloS one, 2022-07, Vol.17 (7), p.e0271088-e0271088 [Peer Reviewed Journal]COPYRIGHT 2022 Public Library of Science ;2022 Agyei et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Agyei et al 2022 Agyei et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0271088 ;PMID: 35895731Full text available |
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Material Type: Article
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The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currenciesPloS one, 2021-01, Vol.16 (1), p.e0245904-e0245904 [Peer Reviewed Journal]COPYRIGHT 2021 Public Library of Science ;COPYRIGHT 2021 Public Library of Science ;2021 Naimy et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 Naimy et al 2021 Naimy et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0245904 ;PMID: 33513150Full text available |
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Material Type: Article
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Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domainPloS one, 2022-11, Vol.17 (11), p.e0277924-e0277924 [Peer Reviewed Journal]Copyright: © 2022 Bouri et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2022 Public Library of Science ;2022 Bouri et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Bouri et al 2022 Bouri et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0277924 ;PMID: 36413562Full text available |
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Material Type: Article
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Home bias and local equity portfolio decisions of Chinese insurance institutional investorsPloS one, 2023-07, Vol.18 (7), p.e0288250-e0288250 [Peer Reviewed Journal]Copyright: © 2023 Yang et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;2023 Yang et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 Yang et al 2023 Yang et al ;2023 Yang et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0288250 ;PMID: 37450493Full text available |
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Material Type: Article
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MSPM: A modularized and scalable multi-agent reinforcement learning-based system for financial portfolio managementPloS one, 2022-02, Vol.17 (2), p.e0263689-e0263689 [Peer Reviewed Journal]COPYRIGHT 2022 Public Library of Science ;2022 Huang, Tanaka. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Huang, Tanaka 2022 Huang, Tanaka ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0263689 ;PMID: 35180235Full text available |
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Material Type: Article
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The effect of self-organizing map architecture based on the value migration network centrality measures on stock return. Evidence from the US marketPloS one, 2022-11, Vol.17 (11), p.e0276567-e0276567 [Peer Reviewed Journal]COPYRIGHT 2022 Public Library of Science ;2022 Dariusz Siudak. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Dariusz Siudak 2022 Dariusz Siudak ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0276567 ;PMID: 36318540Full text available |
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Material Type: Article
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Robo-investment aversionPloS one, 2020-09, Vol.15 (9), p.e0239277-e0239277 [Peer Reviewed Journal]COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 Niszczota, Kaszás. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 Niszczota, Kaszás 2020 Niszczota, Kaszás ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0239277 ;PMID: 32941504Full text available |
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Material Type: Article
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Constrained portfolio optimization with discrete variables: An algorithmic method based on dynamic programmingPloS one, 2022-07, Vol.17 (7), p.e0271811-e0271811 [Peer Reviewed Journal]COPYRIGHT 2022 Public Library of Science ;2022 Jezeie et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Jezeie et al 2022 Jezeie et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0271811 ;PMID: 35901177Full text available |
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Material Type: Article
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Information flow among stocks, bonds, and convertible bondsPloS one, 2023-03, Vol.18 (3), p.e0282964-e0282964 [Peer Reviewed Journal]Copyright: © 2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 Jo et al 2023 Jo et al ;2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0282964 ;PMID: 36952457Full text available |
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Material Type: Article
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Volatility forecasts of stock index futures in China and the US–A hybrid LSTM approachPloS one, 2022-07, Vol.17 (7), p.e0271595-e0271595 [Peer Reviewed Journal]COPYRIGHT 2022 Public Library of Science ;2022 Chen, Hu. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Chen, Hu 2022 Chen, Hu ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0271595 ;PMID: 35901029Full text available |
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Material Type: Article
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Effectiveness of the Relative Strength Index Signals in Timing the Cryptocurrency MarketSensors (Basel, Switzerland), 2023-02, Vol.23 (3), p.1664 [Peer Reviewed Journal]COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 by the authors. 2023 ;ISSN: 1424-8220 ;EISSN: 1424-8220 ;DOI: 10.3390/s23031664 ;PMID: 36772700Full text available |
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Material Type: Article
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Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case studyPloS one, 2019-08, Vol.14 (8), p.e0221910-e0221910 [Peer Reviewed Journal]COPYRIGHT 2019 Public Library of Science ;COPYRIGHT 2019 Public Library of Science ;2019 Sharma, Habib. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2019 Sharma, Habib 2019 Sharma, Habib ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0221910 ;PMID: 31465507Full text available |
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Material Type: Article
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A portfolio selection model based on the knapsack problem under uncertaintyPloS one, 2019-05, Vol.14 (5), p.e0213652-e0213652 [Peer Reviewed Journal]COPYRIGHT 2019 Public Library of Science ;COPYRIGHT 2019 Public Library of Science ;2019 Vaezi et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2019 Vaezi et al 2019 Vaezi et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0213652 ;PMID: 31042709Full text available |
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Material Type: Article
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Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time FrequenciesEntropy (Basel, Switzerland), 2022-10, Vol.24 (11), p.1565 [Peer Reviewed Journal]COPYRIGHT 2022 MDPI AG ;2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 by the authors. 2022 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e24111565 ;PMID: 36359656Full text available |
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Material Type: Article
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Portfolio Optimization with a Mean–Absolute Deviation–Entropy Multi-Objective ModelEntropy (Basel, Switzerland), 2021-09, Vol.23 (10), p.1266 [Peer Reviewed Journal]2021 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 by the authors. 2021 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e23101266 ;PMID: 34681990Full text available |
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Material Type: Article
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Innovative deep matching algorithm for stock portfolio selection using deep stock profilesPloS one, 2020-11, Vol.15 (11), p.e0241573-e0241573 [Peer Reviewed Journal]COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 Guo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 Guo et al 2020 Guo et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0241573 ;PMID: 33147275Full text available |
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Material Type: Article
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Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing modelsPloS one, 2020-11, Vol.15 (11), p.e0241318-e0241318 [Peer Reviewed Journal]COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 Rojo-Suárez, Alonso-Conde. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 Rojo-Suárez, Alonso-Conde 2020 Rojo-Suárez, Alonso-Conde ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0241318 ;PMID: 33141827Full text available |
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Material Type: Article
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A K-Means Classification and Entropy Pooling Portfolio Strategy for Small and Large Capitalization CryptocurrenciesEntropy (Basel, Switzerland), 2023-08, Vol.25 (8), p.1208 [Peer Reviewed Journal]COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 by the authors. 2023 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e25081208Full text available |
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Material Type: Article
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Looking into the Market Behaviors through the Lens of Correlations and Eigenvalues: An Investigation on the Chinese and US Markets Using RMTEntropy (Basel, Switzerland), 2023-10, Vol.25 (10), p.1460 [Peer Reviewed Journal]COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 by the authors. 2023 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e25101460 ;PMID: 37895581Full text available |