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Found 6 papers, 0 papers with code
Stock Price Prediction Using Temporal Graph Model with Value Chain Data
Stock price prediction is a crucial element in financial trading as it allows traders to make informed decisions about buying, selling, and holding stocks.
A generalized precision matrix for t-Student distributions in portfolio optimization
In particular, when focusing on the minimum-variance portfolio, the covariance matrix or better its inverse, the so-called precision matrix, is the only input required.
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?
Environmental, Social, and Governance (ESG) scores measure companies' performance concerning sustainability and societal impact and are organized on three pillars: Environmental (E), Social (S), and Governance (G).
ESG, Risk, and (Tail) Dependence
While environmental, social, and governance (ESG) trading activity has been a distinctive feature of financial markets, the debate if ESG scores can also convey information regarding a company's riskiness remains open.
New estimation approaches for graphical models with elastic net penalty
Finally, the third estimator relies on a 2-stages procedure that estimates the edge set first and then the precision matrix elements.
Methodology
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm
We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted $\ell_1$-Norm penalization, henceforth SLOPE.
