Publications

2020

1. Deinwallner, U. R. (2020). Feedforward  Neural  Networks:  Cross-Validation  of  a  Break-Out  Range Strategy. Saudi Journal of Economics and Finance, 4(9), 427-433. https://doi.org/10.36348/sjef.2020.v04i09.001
   
2. Deinwallner, U. R. (2020). Portfolio Management: Einsatz von Deep Neuronalen Netzwerken [Portfolio Management: use of deep neural networks]. Management Journal (DAM). https://www.akademie-management.de/web/management-journal/home/-/categories/67564
   
3. Deinwallner, U. R. (2020). Portfolio management: Hedge or sell during a crisis? Saudi Journal of Economics and Finance, 4(5), 162-169. https://doi.org/10.36348/sjef.2020.v04i05.001
   
4. Deinwallner, U. R. (2020). Management: Big Data im Banken- und Versicherungssektor [Management: Big data in the bank and insurance sector]. Management Journal (DAM). https://www.akademie-management.de/web/management-journal/home/-/categories/67564
   
5. Deinwallner, U. R. (2020). Risk switch and Momentum strategy: How do optimized portfolios perform? Saudi Journal of Economics and Finance, 4(3), 115-125. https://doi.org/10.36348/sjef.2020.v04i03.005
   
6. Deinwallner, U. R. (2020). Seasonality effect: What risk switch strategy is profitable for U.S. stocks. Saudi Journal of Economics and Finance, 4(3), 90-101. https://doi.org/10.36348/sjef.2020.v04i03.003
   
7. Deinwallner, U. R. (2020). ATR: High volatility as success factor for trading. Open PR. https://www.openpr.com/news/1924199/atr-high-volatility-as-success-factor-for-trading
   
8. Deinwallner, U. R. (2020). Average True Range: High volatility as a success factor for trading. International Journal of Recent Scientific Research, 11(1), 36805-36812. https://doi.org/10.24327/ijrsr.2020.1101.4999
   
9. Deinwallner, U. R. (2020). Management: Das 7S-Modell im Zeitalter der Digitalisierung [the 7S-model in the age of digitalization]. Management Journal (DAM). https://www.akademie-management.de/web/management-journal/home/-/categories/67564
   

2019

1. Deinwallner, U. R. (2019). Moving average: How do the ANDOR and ANDAND strategy perform in currency markets. International Research Journal of Applied Finance, 10(11), 299-314. https://nebula.wsimg.com/32633e21ef617f878da1f6e9d175e98a?AccessKeyId=A83663472B839ECDD54B&disposition=0&alloworigin=1
   
2. Deinwallner, U. R. (2019). Adjusting the momentum strategy for small investors. Walden University, ProQuest Dissertations Publishing, 1-171. https://search.proquest.com/openview/0cbea0e30087b3c4e80f23bd180ad580