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Beneish's M-Score and Altman's Z-Score for analyzing stock returns of the companies listed in the SP500

This article aims to study the stock returns of companies that are likely to have manipulated their earnings and that are in a difficult financial situation (higher probability of bankruptcy). To that aim, the Beneish M-Score and the Altman Z-Score models are employed for the companies listed...

Creating custom widgets in the Jupyter Notebook

This article demonstrates how to develop custom widgets displayed in the Jupyter Notebook

Sustainable Portfolio Selection - Markowitz Goes ESG

Ecological, social and governance measures are gaining importance in the realm of financial services. On the one hand, investors' principles and their recognition of non-financial risks connected to exploitative business lead to a growing green capital market. On the other hand, allocating...

How to retrieve RDP Top News using RDP Library for .NET

Explains how to retreive RDP Top News using RDP Library for .NET

Using PandasGUI to analyze Pandas DataFrames on Graphical User Interface

This article shows how to use PandasGUI tool for the basic data analysis with the simple GUI interface with Corona Virus Disease (COVID-19) data from Eikon Data API as an example of a dataset.

Information Demand and Stock Return Predictability (Coded in R) Part 5

This article addresses well established return forecasting challenges via frameworks that focus on the sign of the change in asset index excess returns using a family of GARCH models. It investigates them in the literature's original S&P 500 index to study the predictive power of information...

Information Demand and Stock Return Predictability (Coded in R) Part 4

This article addresses well established return forecasting challenges via frameworks that focus on the sign of the change in asset index excess returns using a family of GARCH models. It investigates them in the literature's original S&P 500 index to study the predictive power of information...

Information Demand and Stock Return Predictability (Coded in R) Part 3 Using Parallel and Series Computing

This article addresses well established return forecasting challenges via frameworks that focus on the sign of the change in asset index excess returns using a family of GARCH models. It investigates them in the literature's original S&P 500 index to study the predictive power of information...

Information Demand and Stock Return Predictability (Coded in R) Part 2

This article addresses well established return forecasting challenges via frameworks that focus on the sign of the change in asset index excess returns using a family of GARCH models. It investigates them in the literature's original S&P 500 index to study the predictive power of information...

Information Demand and Stock Return Predictability (Coded in R) Part 1

This article addresses well established return forecasting challenges via frameworks that focus on the sign of the change in asset index excess returns using a family of GARCH models. It investigates them in the literature's original S&P 500 index to study the predictive power of information...