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Showing 1 to 3 of 3 for “"machine learning in finance"”.

  1. Applications of machine learning in finance: analysis of international portfolio flows using regime-switching models

    Recent advances in machine learning are finding commercial applications across many sectors, not least the financial industry. This thesis explores applications of machine learning in quantitative finance through two approaches. The current state of the art is evaluated through an extensive review …

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  2. Artificial neural networks and the cross-section of equity returns: identifying nonlinear opportunities on the Johannesburg Stock Exchange

    This study investigates the potential of Artificial Neural Networks (ANNs) to forecast stock returns on the Johannesburg Stock Exchange (JSE) using fundamental and technical factors. The optimal neural network architecture is explored, considering varying model depths and node counts. The …

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