Financial economics and econometrics literature demonstrate that the limit order book data
is useful in predicting short-term volatility in stock markets. In this paper, we are interested in …

Stock price prediction is a crucial element in financial trading as it allows traders to make
informed decisions about buying, selling, and holding stocks. Accurate predictions of future …

Portfolio management is essential to reduce risks and maximize profits. It can be classified
into two processes: stock selection and allocation. Stock selection identifies stocks with high …

Multivariate time series forecasting aims to predict time series data comprising several
linked variables or characteristics and is frequently used in stock forecasting, energy …

The stock market is a crucial component of the financial system, but predicting the movement
of stock prices is challenging due to the dynamic and intricate relations arising from various …

With an increasing amount of data in the art world, discovering artists and artworks suitable
to collectors' tastes becomes a challenge. It is no longer enough to use visual information, as …

Adaptive neuro-fuzzy inference system (ANFIS) it is a type of neural network that combines
the strengths of both fuzzy logic and artificial neural networks. ANFIS is particularly useful in …

Rational investors have a primary objective of optimizing their stock portfolios. Achieving this
goal involves the selection of stocks that are projected to perform well in the future and …

This thesis consists of two connected parts that examen respectively two prediction
problems in finance, stock return prediction and short-term volatility prediction. It also has …

Covid-19 has dealt an unprecedented hit to the global economy and all industries, with
varying degrees of decline from retail to real estate. This volatility is most evident in stock …