- Referencia: Mirete-Ferrer, P.M., García-García. A., Baixauli-Soler, J.S. y Prats, M.A.: “A Review on Machine Learning for Asset Management”. 2022, Risks, 10(84): 1-46.
Abstract: This paper provides a review on machine learning methods applied to the asset management discipline. Firstly, we describe the theoretical background of both machine learning and finance that will be needed to understand the reviewed methods. Next, the main datasets and sources of data are exposed to help researchers decide which are the best…
- Referencia: y Prats, María A.: “Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries”. 2020, Economics. The Open-Access, Open-Assessment E-Journal, 14 (2020-17): 1-29.
This paper analyzes the relationship between stock market capitalization to GDP and real GDP in 10 Central and Eastern European countries (CEECs) that joined the European Union in 2004 and 2007, with the objective of determining whether the financial markets played a role as drivers of economic development in these countries or vice versa. The…
