Finance as an industrial science

M Lopez de Prado - Journal of Portfolio Management, 2017 - papers.ssrn.com
Finance cannot become a rigorous science (in the Popperian or Lakatosian sense),
however it can still operate as an “industrial science”. This article describes the scientific …

Portfolio of global futures algorithmic trading strategies for best out-of-sample performance

A Raudys - … Systems: 19th International Conference, BIS 2016 …, 2016 - Springer
We investigate two different portfolio construction methods for two different sets of
algorithmic trading strategies that trade global futures. The problem becomes complex if we …

Creating Convergence of Classical and Behavioral Finance Theories to Strengthen Investor Foresight

AK Karna - 2020 - search.proquest.com
Predicting the behavior of returns of stocks remains challenging to this date. Classical
(traditional) finance theories failed the test of time. Behavioral finance theories, if they …