AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market
“Our results indicate that the proposed approach outperforms major Brazilian market benchmarks.”
AssetEquities
StrategyValue investing
TechniqueFeedforward networkreinforcement learning
ClaimExcess returnt-statistic
Also stated: Price and volume
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
Institutional-grade audit of this strategy.
£5 — Request the audit- Audit of the paper claims accounting for costs, luck, crises, originality, geography, etc.
- Reproduction code integratable into Bloomberg, IBKR, etc.
- Bias-free datasets for backtesting included
- Delivered in 2 working days
The paper's neighbourhoodValue investing by year
FamilyValue investing106Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 896
AssetEquities89
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
| Similar papers | citation | same method | same asset | same authors | |
|---|---|---|---|---|---|
| Testing Fama-French Factors in a Thin Market: Evidence from NGX-Listed Banks by Agbroko | 2026 | ||||
| Managerial Expected Growth and Value Premium by Yuan | 2026 | ||||
| Can Machine Learning Improve Value Investing? Evidence from Japanese High Book-to-Market Stocks by Mukai | 2026 | ||||
| What Do Factor Models Really Price in the Tails? A Noise-Corrected Quantile Reassessment of the Fama-French Five-Factor Model by Wang | 2026 | ||||
| Growth Value Two-Factor Model by Yeh and Hsu | 2025 |