Building a Calendar of Events Database by Analyzing Financial Spikes

Aithal, Prakash K.; Acharya, Dinesh U; Geetha, M.; Menon, Parthiv

doi:10.1109/access.2021.3102495

Cited by 3 publications

(2 citation statements)

References 28 publications

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“…The seven significant financial indicators, namely, the corporate tax rate, GDP, current account to GDP, import, industrial production, prime lending rate, and tourist arrivals [38] are given as input to the system. The calendar of events data [39], tone of the annual report, stock prices, and volume are fed to the proposed system as depicted in the Fig. 1.…”

Section: B Processmentioning

confidence: 99%

Real-Time Portfolio Management System Utilizing Machine Learning Techniques

et al. 2023

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There are 1641 companies listed on the National Stock Exchange of India. It is undoubtedly infeasible for a retail investor to invest in all the stocks. It is a well-known fact that the portfolio's return is an average return of all its constituent stocks, and risk will be less than or equal to the maximum risk of all the portfolio components. This paper is unique as it elaborates on the entire portfolio selection, optimization, and management process. Portfolio selection is accomplished through the K-Means algorithm. Optimization is achieved utilizing the genetic algorithm, and a sliding window is applied for portfolio management. Four different ways of portfolio calculation, namely, equally-weighted portfolio, global minimum variance portfolio, market cap-weighted portfolio, and maximum Sharpe ratio portfolio, are applied. The results depict that all three optimized portfolios outperform the Nifty index. The dataset for the study is obtained from globaldatafeeds.in.

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Section: B Processmentioning

confidence: 99%

Real-Time Portfolio Management System Utilizing Machine Learning Techniques

et al. 2023

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“…A recent study by Aithal et al [14] proposes the integration of machine learning methods into portfolio optimization. The study employs a genetic algorithm for optimization and applies a sliding window for portfolio management.…”

Section: Literature Reviewmentioning

confidence: 99%

Maximizing Returns and Minimizing Risk: A Data-Driven Portfolio Optimization Analysis Using Markowitz's Theory and Sharpe Ratio

2023

AJBM

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The implementation of new technologies in the financial sphere is expanding as the era of big data arrives. This study uses Python tools to choose four representative stocks from 11 distinct industries for portfolio analysis, based on Markowitz's portfolio theory. The best portfolio solution is discovered through empirical research: Maximum Sharpe ratio of one; The anticipated return, standard deviation, and Sharpe ratio were compared and examined, and the effective frontier of the asset portfolio was calculated using Monte Carlo simulation. In addition, as a simple trading method, build two different simple moving averages. Backtesting reveals that the ideal portfolio's return rate is close to 20% using this strategy.

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Capital market and public health emergencies in Chinese sports industry based on a market model

Zhang

Zhao

Zhou

et al. 2023

DSFE

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<abstract> <p>The public health emergencies have had a significant impact on the world economy, and the sports industry has been no exception. This study employed StataMP-64 software and event study methodologies to examine the reaction of the Chinese sports industry's capital markets to the outbreak of public health emergencies. The event study method, which is becoming increasingly popular in the field of economics and management, is well-suited for evaluating the impact of specific events on stock returns in the capital market. This method has also garnered significant interest in the sports industry. In this study, the expected return is calculated using the classical market model, and the cumulative abnormal return and average cumulative abnormal return were calculated for each sports company during the period of the Wuhan "city closure" event and the inflection point event. The Wilcoxon non-parametric test has been used to examine the significance of the abnormal return. The results indicate that the event study method, applied to a procedural market model, is effective in analyzing the capital market's response to the public health emergencies outbreak in the Chinese sports industry.</p> </abstract>

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Building a Calendar of Events Database by Analyzing Financial Spikes

Cited by 3 publications

References 28 publications

Real-Time Portfolio Management System Utilizing Machine Learning Techniques

Real-Time Portfolio Management System Utilizing Machine Learning Techniques

Maximizing Returns and Minimizing Risk: A Data-Driven Portfolio Optimization Analysis Using Markowitz's Theory and Sharpe Ratio

Capital market and public health emergencies in Chinese sports industry based on a market model

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