Stock Market Forecasting Methods
External reference: https://openalex.org/T11326
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Monetary policy effects and inflation expectations have shifted over time Machine learning analysis reveals strengthened monetary policy transmission but flattened Phillips curve dynamics, with regime-dependent behavior during post-pandemic inflation.
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Brexit sentiment was linked to weaker UK markets Analysis of social media sentiment regarding Brexit and its significant negative impacts on GBP exchange rates and FTSE-100 performance using time-series sentiment analysis methods.
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Optimal portfolio proportions were computed for Nifty 50 stocks Empirical study constructing optimal portfolios using Sharpe's Single Index Model on NIFTY 50 stocks, analyzing risk-return characteristics and optimal investment allocations.
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Hybrid VAR models improved forecasting for several macroeconomic indicators Study integrates VAR models with machine learning algorithms to forecast macroeconomic variables across African economies, demonstrating improved accuracy for inflation and FDI dynamics.