Forecasting Financial Time Series Using Deep Learning Networks: Evidence from Long-Short Term Memory and Gated Recurrent Unit

Mohammadreza Ghadimpour; Seyed babak Ebrahimi

Articles in Press, Accepted Manuscript, Available Online from 21 May 2022

https://doi.org/10.30699/ijf.2022.313164.1286

Abstract
  The ability to predict the stock market and analyze market trends is invaluable to researchers and anyone interested in investing. However, this task is a challenging problem due to a large number of parameters and unpredictable noise that may affect the stock price. To overcome this issue, researchers ...  Read More

Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization: (A Study of Tehran Stock Exchange)

Marziyeh Nourahmadi; Hojjatollah Sadeqi

Volume 5, Issue 4 , November 2021, , Pages 1-24

https://doi.org/10.30699/ijf.2021.289848.1242

Abstract
  One of the most critical investment issues faced by different investors is choosing an optimal investment portfolio and balancing risk and return in a way that, maximizes investment returns and minimize the investment risk. So far, many methods have been introduced to form a portfolio, the most famous ...  Read More