Evaluation of Investment Strategies Based on TSF Models -- Code and Results

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Authors: José Ignacio Meseguer Gómez, María Martínez Ballesteros, José C. Riquelme, Pablo Reina Jiménez, Gonzalo Bengoa Díaz
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Abstract

This first release includes both the base code of the paper and the results obtained.

Fields of Study & Subjects

Financial Markets and Investment Strategies Risk and Portfolio Optimization Financial Analysis and Corporate Governance

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
8 February 2026