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Full-Text Articles in Business
Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef
Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef
Theses and Dissertations
Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the confidence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market efficiency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The benefit of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock price …
Ai Stock-Screening Methodology For Portfolio Construction, Omar Ahmed Khater
Ai Stock-Screening Methodology For Portfolio Construction, Omar Ahmed Khater
Theses and Dissertations
Selecting profitable stocks is crucial in constructing an all-equity portfolio. Investors need to rely on screening mechanisms to aid investment decision making. New stock selection methods are highly desired, and existing methods are constantly improved. In this research, we investigate the potential of relying on artificial intelligence to guide the stock selection process. The developed model employed genetic algorithms to optimize the selection of screening rules from among a set of widely accepted fundamental indicators. The model robustness and performance are tested using stock market real data over a 14-year period from 2006 till 2019. Based on portfolio quality factors …