dc.contributor.authorBousoño-Calzón, Carlos
dc.contributor.authorBustarviejo-Muñoz, Josué
dc.contributor.authorAceituno-Aceituno, Pedro
dc.contributor.authorEscudero Garzás, José Joaquín
dc.date.accessioned2019-10-01T14:10:18Z
dc.date.available2019-10-01T14:10:18Z
dc.date.issued2019
dc.identifier.issn2169-3536
dc.identifier.urihttp://hdl.handle.net/20.500.12226/256
dc.description.abstractForecasting of stock market returns is a challenging research activity that is now expanding with the availability of new data sources, markets, financial instruments, and algorithms. At its core, the predictability of prices still raises important questions. Here we discuss the economic significance of the prediction accuracy. To develop this question, we collect the daily series prices of almost half of the publicly traded companies around the world over a period of ten years and formulate some trading strategies based on their prediction. Proper visualization of these data together with the use of the No Free Lunch theoretical framework give some unexpected results that show how the a priori less accurate algorithms and inefficient strategies can offer better results than the a priori best alternatives in some particular subsets of data that have a clear interpretation in terms of economic sectors and regions.es
dc.language.isoenes
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.titleOn the Economic Significance of Stock Market Prediction and the No Free Lunch Theoremes
dc.typearticlees
dc.description.course2018-2019es
dc.journal.titleIEEE ACCESSes
dc.page.initial75177es
dc.page.final75188es
dc.publisher.departmentDepartamento de Administración y Dirección de Empresas y Economíaes
dc.publisher.facultyFacultad de Ciencias Económicas y Empresarialeses
dc.rights.accessRightsopenAccesses
dc.subject.keywordStock marketes
dc.subject.keywordEconomic significancees
dc.subject.keywordforecastinges
dc.subject.keywordprediction algorithmes
dc.subject.keywordTrading strategieses
dc.subject.keywordExtended Bayesian frameworkes
dc.subject.keywordNo free lunch theoremes
dc.subject.keywordSupport vector machineses
dc.subject.keywordBig dataes
dc.subject.keywordVisualizationes
dc.volume.number7es


Ficheros en el ítem

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem

Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Excepto si se señala otra cosa, la licencia del ítem se describe como Attribution-NonCommercial-NoDerivatives 4.0 Internacional