Browse Articles

In this article, the authors investigate whether stock selection across various sectors is efficient enough to outperform an overall market. Stocks from 2006 to 2020 were selected across sectors to calculate beta values using the Capital Asset Pricing Model.

The authors looked at the difference in investing in stock vs. mutual funds.

The authors looked the ability to predict future stock prices using various machine learning models.

Algorithmic trading has been increasingly used by Americans. In this work, we tested whether including the opening, closing, and highest prices in three supervised learning models affected their performance. Indeed, we found that including all three prices decreased the error of the prediction significantly.

The authors developed a quantum inspired model for stock market fluctuations.

Large corporations often are known for their financial power, but what social and environmental power and conscious do they have? The more responsible corporations are in relation to environmental, social, and governance criteria the better they do fiscally.

The authors assessed the correlation between the stock, commodity, and consumer markets with the housing market.

The authors examine a relationship between tweet sentiment and stock market behavior during the early weeks of the COVID-19 pandemic.

Here the authors investigated the motivation of a short squeeze of GameStop stock where users of the internet forum Reddit drove a sudden increase in GameStop stock price during the start of 2021. They relied on both qualitative and quantitative analyses where they tracked activity on the r/WallStreetBets subreddit in relation to mentions of GameStop. With these methods they found that while initially the short squeeze was driven by financial motivations, later on emotional motivations became more important. They suggest that social phenomena can be dynamic and evolve necessitating mixed method approaches to study them.

Classical financial forecasting models often fail to capture the complex, nonlinear dynamics of the stock market. This study demonstrates that incorporating a single variable to represent the 'geometric curvature' of a time series dramatically improves the accuracy of standard econometric forecasts. Our findings highlight that geometric properties are a significant predictive factor, opening new avenues for more powerful financial modeling.