Gotowe bibliografie tematyczne / Price momentum investment strategy

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Gotowa bibliografia na temat „Price momentum investment strategy”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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Artykuły w czasopismach na temat "Price momentum investment strategy"

Wang, Shuaiyin. "Market Investment Strategy: Cross-Sectional Momentum with Dynamic Filtering." Advances in Economics, Management and Political Sciences 200, no. 1 (2025): 39–46. https://doi.org/10.54254/2754-1169/2025.lh25120.

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Momentum investing, while historically profitable, is prone to severe crashes during market reversals. This paper addresses the challenge of improving a momentum strategys riskreturn profile by incorporating fundamental filters and dynamic weighting through machine learning, a question of great importance in quantitative finance given momentums popularity and risks. This paper compared three momentum-based equity strategies on S&P 500 stocks from 20102024: (1) a baseline cross-sectional price momentum strategy with no filters, (2) a momentum strategy with a static Return-on-Equity (ROE) pr

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Huang, Jinsui, Peiying Zhang, and Junbin Zhang. "Understanding Momentum and Reversal Investing Strategies." Journal of Economics, Finance and Accounting Studies 5, no. 1 (2023): 106–12. http://dx.doi.org/10.32996/jefas.2023.5.1.8.

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Momentum and reversals are two phenomena to explain the past return trend. Originally introduced by Jegadeesh and Titman in 1993, momentum is now a common investment strategy when investors are trading securities. It points out the stock price may have a relationship with their past performance. A large number of researchers have been trying to find out the momentum investment effect based on empirical evidence in different markets in different investment periods, which include short term, medium term and long term. Moreover, a series of research concludes that the momentum investment strategy

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Han, Qingyuan. "Momentum Origin and Investor Behaviors on Wall Street." Universal Journal of Financial Economics 2, no. 2 (2023): 1–20. http://dx.doi.org/10.37256/ujfe.2220233385.

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The Efficient Market Hypothesis (EMH) asserts that consistently outperforming the market is implausible because market prices promptly incorporate all available information. However, the momentum strategy has demonstrated consistent profitability, which poses a significant challenge to the EMH and suggests the presence of factors that extend beyond existing theoretical frameworks in influencing price movements. Here we present a model attributing changes in asset return to behavior interactions between liquidity takers and providers that directly impact price formation and discovery processes.

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Ejaz, Abdullah, and Petr Polak. "Australian Stock Exchange and sub-variants of price momentum strategies." Investment Management and Financial Innovations 15, no. 1 (2018): 224–35. http://dx.doi.org/10.21511/imfi.15(1).2018.19.

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The aim of this study is to examine the sub-variants of price momentum strategies. The paper recommends which sub-variants post above average returns for Australian Stock Exchange. It also analyzes the return behavior of short-term momentum effect among sub-variants of price momentum strategies. It has been found that monthly price momentum strategies result in above average abnormal returns, whereas weekly price momentum strategies should be used in combination with monthly price momentum strategies. Trading volume-based momentum investment strategies should not be used at all.

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A., Kadakia,, and Gupta, P. "Establishment of Portfolio Based On Momentum Strategy and Analyzing the Factors Affecting the Portfolio Returns." CARDIOMETRY, no. 24 (November 30, 2022): 708–17. http://dx.doi.org/10.18137/cardiometry.2022.24.708717.

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For many years, momentum strategy for investment in stocks is being investigated, which suggests that investing in the stocks in momentum generally generates excessive returns. The study explores establishing the portfolio based on the momentum strategy adopting the methodology of Jegadeesh and Titman with minor modification. Building on Indian data from the National Stock Exchange, stocks of Index Nifty 50, and Next Nifty from January 2010 to December 2019, this paper analyzes the return to see the effectiveness of momentum strategy. The stocks in the portfolio are included based on defined c

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Weng, Sijie. "Different portfolio performance based on momentum strategy, market neutral strategy and PEG ratio in volatile market." Advances in Economics, Management and Political Sciences 15, no. 1 (2023): 1–12. http://dx.doi.org/10.54254/2754-1169/15/20230857.

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This paper aims to analyze the return of the investment portfolio based on the judgment of the current market, combining the characteristics of the strategy and the situation of the applicable industry. At present, many research papers have an aperture in understanding and practical application of the above topics, because they have not been comprehensively presented from multiple perspectives such as market and industry conditions and strategic characteristics. Momentum strategy, market neutral strategy and PEG ratio are selected here, combined with representative stocks in the consumer indus

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Assogbavi, Tov, Martin Giguere, and Komlan Sedzro. "The Impact Of Trading Volume On Portfolios Effective Time Formation/Holding Periods Based On Momentum Investment Strategies." International Business & Economics Research Journal (IBER) 10, no. 7 (2011): 1. http://dx.doi.org/10.19030/iber.v10i7.4662.

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This paper analyzes momentum investment strategies based on past market data to evaluate the impact of trading volume on price momentum for the Canadian Stock Market. Utilizing variant models of Jegadeesh and Titman (1993) and Lee and Swaminathan (2000), we evaluate the effective time formation/holding periods of portfolios using both past price and trading volume. The findings suggest that taking high trading volume into consideration in momentum investment strategies on the TSX between 1996 to 2004 generally outperformed a strictly price-based momentum strategy for both winners (t= 2.118, p&

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Subramaniam, Srividya, Gagan Sharma, and Srishti Sehgal. "Profitability of Style based Investment Strategies: Evidence from India." Asian Journal of Finance & Accounting 9, no. 2 (2017): 1. http://dx.doi.org/10.5296/ajfa.v9i2.11456.

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In this paper, we aim to identify profitable investment styles on the Indian stock market by using various combinations of important stock pricing anomalies consisting of. size, value, volume, profitability, earnings surprises, short term and long term prior returns. Using NSE200 stocks, three different investment styles viz. univariate, independent bivariate and conditional bivariate are constructed for the period July 2005-June 2016.Results show that on an absolute return basis, bivariate strategies do not seem to outperform univariate strategies. The unifactor CAPM is able to absorb 42% of

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Priya, Gupta, and Ahmad Ansari Valeed. "Gross Profitability and Momentum: Evidence from India." Journal of Economics, Finance And Management Studies 08, no. 02 (2025): 1321–31. https://doi.org/10.5281/zenodo.14928615.

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This study investigates the joint impact of an investment strategy that integrates gross profitability and the 52-week high price indicator within the context of the Indian stock market. This study uses an empirical approach commonly found in asset pricing literature. The analysis incorporates data from October 2002 to September 2022. Firms are classified into tercile portfolios according to their profitability and momentum metrics, and their overall performance is assessed using an independent double-sorting methodology. The empirical analysis presents results for both value-weighted and equa

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Xingyuan Li, Tianquan Liu, Shuiyang Pan,. "Analyzing the Efficacy of the Relative Strength Indicator of Capital Inflows and Outflows Based on Big Data Analysis in Achieving Abnormal Returns Evidence from the Chinese Stock Market." Journal of Electrical Systems 20, no. 2 (2024): 958–70. http://dx.doi.org/10.52783/jes.1259.

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This study originates from an analysis of market microstructure and introduces a novel statistical indicator of relative strength in capital flows through the application of big data analytics. This indicator effectively captures the impact of capital movements on future stock prices by integrating variations in stock prices with the volume of transactions within a corresponding timeframe. Building upon this foundation, the research develops an innovative momentum investment strategy based on the relative strength indicator of capital inflows and outflows, extending beyond the traditional fixe

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Rozprawy doktorskie na temat "Price momentum investment strategy"

Lillie, Nicholas J. "Does Fundamental Analysis Lead to a Rudimentary Momentum Strategy for the Inexperienced Investor? Evidence from a Student Investment Fund." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1492.

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Using the Student Investment Fund at Claremont McKenna College as a proxy for inexperienced investors, I demonstrate that inexperienced investors using fundamental analysis produce momentum-like buying patterns. The results show that the Student Investment Fund is on average buying stocks that outperform Carhart’s four-factor asset pricing model in the year before purchase. As a result, the Student Investment Fund has, on average, underperformed the S&P500 by .48% per year since 1996. My thesis explores why the Student Investment Fund may have adopted momentum-like purchasing patterns and what

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Eloff, F. N. "Momentum trading strategy on the Johannesburg Stock Exchange." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8557.

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Includes bibliographical references. This research report documents an example of evidence of investor overreaction in the marketplace, with overreaction to short-term information found to be exploitable via price corrections in order to generate market-beating returns. An efficient market should render any consistent abnormal returns unattainable. Hence any technical analysis allowing an investor to obtain such returns would indicate a degree of market inefficiency. Three signal generation strategies are employed to test for momentum and price corrections in the market, namely using a stoc

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Zheng, Yao. "Two Essays on Investment." ScholarWorks@UNO, 2012. http://scholarworks.uno.edu/td/1544.

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This dissertation consists of two essays: one looks at the time-varying relationship between earnings and price momentum, and the other looks at how liquidity and transparency affect the pricing differential between Chinese A-and Hong Kong H-share. The first essay presented in Chapter I investigates the time varying relationship between earnings momentum and price momentum. Using a Markov-switching framework, allowing for variation between high volatility and low volatility states, I find that price momentum is significantly more influenced by earnings momentum in the high volatility state. Fu

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Swart, Justin-Niall. "Testing a price breakout strategy using Donchian Channels." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/21754.

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This research report implements and tests the effectiveness of a trend following trading strategy on the South African Futures Exchange (SAFEX) through utilising Donchian Channels and modelled after the 'Turtle method' which was first popularized in the United States in the 1970s before the automation of trading models. Prior literature focused on the commodities and equity indices spectrum of futures contracts in North American and Asian markets while this report replicates the model and attempts to optimize it for use on the SAFEX. The objective of this research is to invigorate academic stu

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Bergsten, Simon. "Momentum strategies on the Swedish market." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-387682.

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Comparing the performance of a pure momentum strategy with a strategy based on intermediate past returns on OMXS 1999-2018, this study shows that a pure momentum strategy significantly outperforms a strategy based on intermediate past returns. The pure momentum strategy delivers significant returns, primarily for portfolios based on shorter formation and holding periods. Furthermore, this study show that these significant returns are not due to loading on common systematic risk factors. Moreover, this study shows that by implementing a scaling component to the pure momentum strategy, investors

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Ludvigsson, Anita. "Momentum Investment Strategy : (An Empirical Study of the Canadian Stock Market and the Swedish Stock Market)." Thesis, Umeå University, Umeå School of Business, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1824.

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AbstractMarket efficiency is a highly debated topic within the academic research field of finance.Several studies have presented that the return on stocks may be predictable by employing themomentum investment strategy, which contradicts the Efficient Market Hypothesis inexchange market. There is extensive international evidence, on an academic level that themomentum investment strategy yields positive abnormal returns when short-term periods areconsidered. This paper examines the profitability of the momentum investment strategy inCanadian a

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Billengren, Åsa, and Mikael Hanson. "En Trendig Marknad? : Motsats eller Momentum på Stockholmsbörsen." Thesis, Linköping University, Department of Management and Economics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-3074.

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Bakgrund: 4 av 5 svenskar äger aktier i någon form och det är många som är intresserade av att maximera sin avkastning. Det har lett till att det skrivs mycket i media om olika sätt att få avkastning högre än marknaden. Om det skulle vara möjligt att nå överavkastning är det en indikation på att marknaden inte är effektiv.Syfte: Syftet med studien är att undersöka om det historiskt har gått att nå en överavkastning genom tillämpa momentum- eller motsatstrategin på den svenska aktiemarknaden. Syftet är även att testa om den svenska aktiemarknaden har varit effektiv i svag form.

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Gross, Peter. "Can a technical analysis-based trading strategy outperform a naive buy-hold strategy." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/8326.

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Thesis (MBA)--Stellenbosch University, 2008. ENGLISH ABSTRACT: Empirical research is done to determine whether trading strategies based on technical analysis can outperform a naive buy-and-hold strategy. A study is made of classical and contemporary academic literature. The central investigation is threefold. Firstly, the degree of randomness of a chosen basket of securities is determined vis-a-vis the Random Walk Hypothesis. Secondly, the effectiveness of stop loss orders is assessed. Lastly, a collection of chosen trading strategies is back-tested on security data ranging over 20 yea

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Arvidsson, Carl, and Tim Gudrais. "Monkey Strategy : Swinging through the Capital Anomaly Jungle." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-194802.

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The aim of this paper is to test whether an investment strategy originally created by Piotroski (2000), can be refined by combining it with the price-to-earnings-anomaly. In detail, we accomplish this by implementing Piotroskis F_SCORE-model to identify and consequently separate financially weak- and strong firms. Furthermore, we create an investment portfolio based on a combination of the highest rated companies according to the F_SCORE-model, and the most undervalued companies from the price-to-earnings-anomaly, to create a joint investment strategy (M_STRAT). This is carried out during the

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Roberts, Harry Hutchinson. "Comparison of the profitability of a number of technical trading systems on the ALSI futures contract." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/920.

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Thesis (MBA (Business Management))--University of Stellenbosch, 2009. ENGLISH ABSTRACT: The purpose of this report is to investigate whether the returns of five different trading systems applied is able to outperform the return of a Buy & Hold (B&H) strategy when applied to the Johannesburg Stock Exchange/Financial Times Stock Exchange (JSE/FTSE) Top 40 Index future contract (ALSI). The study starts with an overview of theoretical and empirical studies regarding technical trading systems as well as the application of these technical trading systems in various strategy formats. Five commo

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Książki na temat "Price momentum investment strategy"

Benness, Anne. Stock price momentum research and its application to an industry momentum strategy in a Canadian context. Laurentian University, 2005.

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Anderson, Richard. Market timing models: Constructing, implementing, & optimizing a market timing-based investment strategy. Irwin Professional Pub., 1997.

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Office, General Accounting. Financial management: Recommendations on Indian trust fund Strategic Plan proposals : report to the Secretary of the Interior. The Office, 1997.

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Clark, Hugh. Smart Momentum: The Future of Predictive Analysis in the Financial Markets. Wiley & Sons, Incorporated, John, 2007.

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Smart momentum: The future of predictive analysis in the financial markets. Wiley, 2001.

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Anderson, Richard. Market Timing Models: Constructing, Implementing & Optimizing a Market Timing Based Investment Strategy. McGraw-Hill Companies, 1996.

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Thomsett, Michael C. Understanding Momentum in Investment Technical Analysis: Making Better Predictions Based on Price, Trend Strength, and Speed of Change. Business Expert Press, 2019.

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Thomsett, Michael C. Understanding Momentum in Investment Technical Analysis: Making Better Predictions Based on Price, Trend Strength, and Speed of Change. Business Expert Press, 2019.

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Ranjith Kumar, Dr S., and Neha Banu. A STUDY ON IMPACT OF MICRO AND MACRO FACTORS INFLUENCE ON THE NAVRATNA COMPANY’S STOCK PRICE. Magestic Technology Solutions (P) Ltd, Chennai, Tamil Nadu, India, 2023. http://dx.doi.org/10.47716/mts.b.978-93-92090-92-9.

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This book, "A Study on Impact of Micro and Macro Factors Influence on the Navratna Company’s Stock Price," offers a comprehensive examination of the myriad factors that influence the stock prices of India's prestigious Navratna companies. Through an in-depth analysis, this study investigates the interplay of both micro and macro factors in shaping the market value of these companies. The research methodology encompasses a mix of qualitative and quantitative approaches, providing a multifaceted perspective on the impact of industry-specific trends, economic variables, and company-specific facto

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Części książek na temat "Price momentum investment strategy"

Zaremba, Adam, and Jacob “Koby” Shemer. "The Trend Is Your Friend: Momentum Investing." In Price-Based Investment Strategies. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91530-2_2.

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Dhankar, Raj S. "Momentum and Contrarian Strategy." In Capital Markets and Investment Decision Making. Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3748-8_14.

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Charlet, Vincent, Mathieu Plane, and Francesco Saraceno. "2. Public Investment and Industrial Policy in France." In Investing in the Structural Transformation. Open Book Publishers, 2024. https://doi.org/10.11647/obp.0434.03.

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This chapter first traces the long-term evolution of public investment in France, noting how this is mostly channelled through local governments and how, while comparatively high with respect to other advanced economies, the public capital stock and the general government net wealth have been steadily decreasing since the Global Financial Crisis of 2008. After the COVID-19 shock, despite the 2021 “Plan de Relance” and the 2022 “Build the France of 2030” program, public investment has remained surprisingly flat. The chapter then discusses the recent evolutions in French industrial policy object

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Ramontja, Naledi, Vhonani Petla, and Siphamandla Zondi. "Technology, Information and Power: the Role of CGTN Africa in China–africa Relations." In China-Africa Science, Technology and Innovation Collaboration. Springer Nature Singapore, 2024. http://dx.doi.org/10.1007/978-981-97-4576-0_12.

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AbstractAs the relations between Africa and China deepen, questions emerge about the extent to which people are getting included in the relationship, given the possibilities that are offered by new technologies for bridging the huge geographical distance between these two territories. The relationship has grown significantly since Mao Zedong’s Three Worlds Theory, which set out China’s global strategy in the aftermath of World War Two. Of course, Zhou Enlai's visit to Africa in the early 1960s and the expansion of Chinese foreign aid after 1968 when Peking then adopted the Eight Principles of

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Yeravdekar, Vidya, and Nidhi Piplani Kapur. "Coping with Covid-19: Forging Creative Pathways to Support Educational Continuity Amidst the Pandemic." In Knowledge Studies in Higher Education. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-82159-3_7.

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AbstractThe pandemic has forced all educational institutions to grapple with challenges. Throughout this time Symbiosis International University (SIU) in India has been proactive in leading change not only at the university but also in K-12 schools. While the university transitioned to virtual teaching and learning, a methodical approach was laid out in assisting its eight elementary and senior secondary schools in both urban and rural areas, through the Symbiosis Schools Central Directorate (SSCD), to adapt to the needs of a public health crisis. While connectivity challenges continue to haun

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Ramani, Samuel. "Russia’s Africa Policy in the Age of COVID-19." In Russia in Africa. Oxford University Press, 2023. http://dx.doi.org/10.1093/oso/9780197744598.003.0009.

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Abstract This chapter presents an in-depth analysis of Russia’s response to the COVID-19 pandemic in Africa and efforts to preserve the momentum generated from the 2019 Sochi Summit. Russia’s swift unveiling of Sputnik V gave it a unique opportunity for vaccine diplomacy. Regulatory setbacks, such as South Africa’s resistance to adopting the vaccine, the Russian Direct Investment Fund’s unrealistic distribution targets and price-gouging scandals derailed Russia’s Sputnik V distribution efforts. The election of President Joe Biden sharpened US efforts to contain Russian influence in Africa and

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Challa, Srinivasa Rao. "Real-time financial decision systems for trading, investment planning, and risk management." In The Digital Future of Finance and Wealth Management with Data and Intelligence. Deep Science Publishing, 2025. https://doi.org/10.70593/978-93-49910-98-0_10.

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Decision-making in financial trading, investment planning, and risk management requires considerable analytical, qualitative, or quantitative decision support. Such tasks can be carried out using logical rules, portfolio-theoretic or market-attribution analysis, as well as various econometric or statistical models with single or several variables. Traders and investment managers make decisions based on user drafts or suggestions that include a combination of scheduled reports, alerts, risk/return matrix, and forward planning horizons (Bhattacharyya & Chen, 2019; Li et al., 2020; Zhang &amp

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Wang, Hui Yao, and Lu Miao. "China’s Outward Investment." In China's International Investment Strategy. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198827450.003.0003.

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After the steep downturn of 2008–2009, since 2013, the world economy has continued its slow recovery. However, this growth has been uneven. Among developed countries, the US economy grew quickly while growth in the Eurozone remained sluggish. Emerging economies have also encountered headwinds as the growth momentum in most of these countries was insufficient to fuel more rapid expansion. Over this time, global cross-border investment enjoyed a period of robust growth before declining in recent years. From 2012 to 2015, global FDI inflows rose from US$ 1.33 trillion to US$ 1.92 trillion accordi

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Chen, Hong-Yi, Sheng-Syan Chen, Chin-Wen Hsin, and Cheng Few Lee. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?" In Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. WORLD SCIENTIFIC, 2024. http://dx.doi.org/10.1142/9789811269943_0018.

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Ntabanganyimana, Junior, Amir Ahmad Dar, Mohit Nain, and Mudassir Ahmad. "Different Portfolio on Investment." In Advances in Business Strategy and Competitive Advantage. IGI Global, 2024. https://doi.org/10.4018/979-8-3693-9380-2.ch003.

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To understand the best strategy for the investment for the maximum return, one should accurately make a portfolio for the investment. It is a critical challenge to different investors to find the best path for investment. In this study, nine different companies are selected and the data collected from www.yahoo.finance. The 9 companies are divided into 3 categories such as high risk, moderate and low risk. The stock price on day one was recorded and on 30th day, the authors also recorded the close price of the stocks. Now, on the basis of the return of different companies, the authors will dra

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Streszczenia konferencji na temat "Price momentum investment strategy"

Babukh, Ilona, and Iryna Havrysh. "PRICE STRATEGY OF ENTERPRISES IN THE MARKETING ANALYSIS SYSTEM." In Innovation and investment mechanisms for the development of international relations and market economy. Publishing House “Baltija Publishing”, 2024. http://dx.doi.org/10.30525/978-9934-26-417-7-25.

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Guo, Hongze, Zhenchao Gao, Yingchang Liu, Yue Yu, Yuhang Zhou, and Zhen Zhou. "A Dilution Method of Bitcoin Price Prediction And Investment Strategy Based on ARIMA." In Proceedings of the 3rd International Conference on Big Data Economy and Information Management, BDEIM 2022, December 2-3, 2022, Zhengzhou, China. EAI, 2023. http://dx.doi.org/10.4108/eai.2-12-2022.2328686.

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Tan, Yudong, Xianghua Li, Jing Liao, Zhicai Wang, De Zhang, and Chao Lu. "Investment Benefit Assessment for the Power Grid Considering the Optimization Strategy of Electric Price." In 2019 IEEE 3rd Conference on Energy Internet and Energy System Integration (EI2). IEEE, 2019. http://dx.doi.org/10.1109/ei247390.2019.9062200.

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Batubara, Santy, Fenni Supriadi, Ryani Yulian, and Hazmanan Khair. "The Strategy of Investment Decision Making Based on Fundamental Analysis to Evaluate The Fairness Stock Price." In Proceedings of the 1st International Conference on Economics, Management, Accounting and Business, ICEMAB 2018, 8-9 October 2018, Medan, North Sumatra, Indonesia. EAI, 2019. http://dx.doi.org/10.4108/eai.8-10-2018.2288673.

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Yuan, Li, and Xuan Zhou. "The Investment Strategy Optimization based on BL Stock Price Selection based on Arima and Time Series fitting based on Monte Carlo and Optimization Strategy." In Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China. EAI, 2023. http://dx.doi.org/10.4108/eai.18-11-2022.2326922.

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Febrian, F. "Managing Oil and Gas Project Value By Prime (Pertamina Investment Management Engine)." In Digital Technical Conference. Indonesian Petroleum Association, 2020. http://dx.doi.org/10.29118/ipa20-bc-88.

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Oil and gas companies are facing an enormous challenge to create value from mature fields. Moreover, price volatility presents a massive impact on project uncertainties. Therefore, robust portfolio management is essential for oil and gas companies to manage critical challenges and uncertainties. The objective of this study is to develop a robust portfolio model to assist top management in oil and gas companies to drive investment strategy. PRIME (Pertamina Investment Management Engine) has been built to visualize advanced oil and gas project portfolio management. The engine observes the relati

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Cai, Xia. "Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/616.

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Aiming to improve the performance of existing reversion based online portfolio selection strategies, we propose a novel multi-period strategy named “Vector Autoregressive Weighting Reversion” (VAWR). Firstly, vector autoregressive moving-average algorithm used in time series prediction is transformed into exploring the dynamic relationships between different assets for more accurate price prediction. Secondly, we design the modified online passive aggressive technique and advance a scheme to weigh investment risk and cumulative experience to update the closed-form of portfolio. Theoretical ana

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Rowlands, David Olusina, and Mark Savill. "Gas Turbine Engine Price Estimation Using Artificial Neural Network." In ASME 2018 Power Conference collocated with the ASME 2018 12th International Conference on Energy Sustainability and the ASME 2018 Nuclear Forum. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/power2018-7141.

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Gas turbine engine prices vary widely. Any organisation planning to invest in a project involving the use of gas turbine engines, as prime mover, must perform a robust economic analysis to guide the organisations investment decisions. One major element that could greatly influence the outcome of an economic analysis, and eventual organisational decisions and planning, is gas turbine engine acquisition price. This study applies artificial neural networks to estimate gas turbine engine price. A supervised network learning strategy has been adopted to train the network from a dataset of historica

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Vidovics-Dancs, Agnes. "Hedging the fx risk: the role of correlation." In 38th ECMS International Conference on Modelling and Simulation. ECMS, 2024. http://dx.doi.org/10.7148/2024-0112.

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Hedging financial risk is an essential issue but is far from trivial to implement. By continuing a previous study, we analyze an investment where the traditional hedging strategy may lead to a riskier portfolio than the naked position. The basic problem is well-known for portfolio and risk managers: we hedge the foreign exchange risk of a foreign stock investment with the help of a forward position. With some simulations, we show how the correlation between the stock price and the exchange rate can (or should) influence the decision about the forward position’s volume. We emphasize that also r

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Petroia, Andrei, and Timur Leșan. "Increasing Investment In Renewable Energy Sources In The Republic Of Moldova." In 27th International Scientific Conference “Competitiveness and Innovation in the Knowledge Economy”. Academy of Economic Studies of Moldova, 2024. http://dx.doi.org/10.53486/cike2023.55.

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In recent years, Moldova has faced an energy crisis, both in terms of energy resource prices and the possibility of energy supply. There is a significant need for the development of domestic energy sources. This primarily concerns renewable energy sources (RES). This article examines the generation of electric power from RES in the Republic of Moldova, analyzes the changes in dynamics, determines the proportion of the total generated electric power in the Republic of Moldova, as well as in relation to the total purchased electric power. Let's determine how this intersects with investments in t

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Raporty organizacyjne na temat "Price momentum investment strategy"

Ahmad, Ehtisham, and Hernán Viscarra Andrade. Public Investment for Sustainable Development in Chile: Building on the National Investment System. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0007022.

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The Chilean National Investment System (Sistema Nacional de Inversiones, or SNI), is a model of consistent and transparent investment appraisal. However, the investment outcomes have exacerbated spatial and interpersonal inequalities, increasing informality, congestion, and pollution in metropolitan areas. This paper argues that the project selection methods used do not account for inequality aversion, congestion, and externalities. The manner in which funds are allocated to regions also has an impact on the outcomes. Using a generalization of the theory of reform and shadow prices by Drèze an

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Chia, Siow Yue. The Singapore Model of Industrial Policy: Past Evolution and Current Thinking. Inter-American Development Bank, 2005. http://dx.doi.org/10.18235/0006828.

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This presentation summarizes Singapore's economic performance, and examines the evolving industrial strategy, major policies and performances. Singapore has achieved substantial economic and social progress since political independence in 1965, with one of the highest per capita incomes in Asia. The economic success of Singapore has been used by neoclassical economists to support the role of the market, with minimal price distortions, openness to international trade, investment and technology flows, macroeconomic stability from fiscal and monetary prudence, and high savings and investment. Thi

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Briones, Roehlano, Howarth Bouis, Imelda Angeles-Agdeppa, Isabel Espineli, and Ma Lynell Maniego. Will Food Be Affordable to Filipinos by 2030? Alternative Expenditure Policies toward Ending Hunger by 2030. Philippine Institute for Development Studies, 2023. http://dx.doi.org/10.62986/dp2023.23.

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The current inflationary period has placed the spotlight on hunger and food insecurity, as the current Philippine Development Plan has strongly emphasized the attainment of food affordability for all Filipinos. This study offers a scenario analysis using computable general equilibrium modeling of household purchasing power and affordability of a diet with sufficient energy, protein, and Vitamin A. Scenarios posited are as follows: Reference scenario, which projects forward from recent past trends; the Subsidy scenario, based on producer support; and Productivity scenario, which is a long-term

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Langendahl, Per-Anders, Maria Tunberg, and Suvi Kokko. Smart Urban Agriculture : exploring its development in Sweden. SLU Future food, Swedish University of Agricultural Sciences, 2022. http://dx.doi.org/10.54612/a.7hllg1t7av.

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Smart urban agriculture initiatives where food is produced in closed, controlled and digitally augmented environments, such as vertical farms, plant factories and aquaponics systems can be found in cities across the globe. Such initiatives produce fresh food all year around using less chemicals and require fewer food miles. However, critiques of smart urban agriculture suggest it is a marginal activity that often produces food with low nutritional value and requires energy intensive artificial lighting. Technological advances in digitalisation and food production as well as social and economic

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Ocampo-Gaviria, José Antonio, Roberto Steiner Sampedro, Mauricio Villamizar Villegas, et al. Report of the Board of Directors to the Congress of Colombia - March 2023. Banco de la República de Colombia, 2023. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.03-2023.

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Banco de la República is celebrating its 100th anniversary in 2023. This is a very significant anniversary and one that provides an opportunity to highlight the contribution the Bank has made to the country’s development. Its track record as guarantor of monetary stability has established it as the one independent state institution that generates the greatest confidence among Colombians due to its transparency, management capabilities, and effective compliance with the central banking and cultural responsibilities entrusted to it by the Constitution and the Law. On a date as important as this,

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Monetary Policy Report - January 2023. Banco de la República, 2023. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr1-2023.

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1. Macroeconomic Summary In December, headline inflation (13.1%) and the average of the core inflation measures (10.3%) continued to trend upward, posting higher rates than those estimated by the Central Bank's technical staff and surpassing the market average. Inflation expectations for all terms exceeded the 3.0% target. In that month, every major group in the Consumer Price Index (CPI) registered higher-than-estimated increases, and the diffusion indicators continued to show generalized price hikes. Accumulated exchange rate pressures on prices, indexation to high inflation rates, and sever

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