Focal Interest
Focal Interest

Stock Market Forecasting Methods

External reference: https://openalex.org/T11326

  1. Monetary policy effects and inflation expectations have shifted over time
    Machine learning analysis reveals strengthened monetary policy transmission but flattened Phillips curve dynamics, with regime-dependent behavior during post-pandemic inflation.
  2. STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading
    STORM combines dual vector quantized autoencoders to extract temporal and spatial stock features, creating diverse factor embeddings for improved asset pricing and portfolio management.
  3. Brexit sentiment was linked to weaker UK markets
    Analysis of social media sentiment regarding Brexit and its significant negative impacts on GBP exchange rates and FTSE-100 performance using time-series sentiment analysis methods.
  4. Optimal portfolio proportions were computed for Nifty 50 stocks
    Empirical study constructing optimal portfolios using Sharpe's Single Index Model on NIFTY 50 stocks, analyzing risk-return characteristics and optimal investment allocations.
  5. Hybrid VAR models improved forecasting for several macroeconomic indicators
    Study integrates VAR models with machine learning algorithms to forecast macroeconomic variables across African economies, demonstrating improved accuracy for inflation and FDI dynamics.