Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model. [PDF]
In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many
Mingyue Qiu, Yu Song
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Predicting stock market index using LSTM
The rapid advancement in artificial intelligence and machine learning techniques, availability of large-scale data, and increased computational capabilities of the machine opens the door to develop sophisticated methods in predicting stock price.
Hum Nath Bhandari +5 more
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IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA
This study analyzes the impact of conventional index (SASX-30) on Islamic index (SASE-BBI) in Bosnia and Herzegovina. In the study are used daily index observations spanning in a period from October 2016 until May 2018.
Edin Djedović, Irfan Djedović
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Market mood index and stock market. Evidence from National Stock Exchange
This study examines the time-series relationship between investor sentiment and the Indian stock market. Investor sentiment is measured through the market mood index (MMI); MII is a tool that shows the investor’s emotions regarding the market and helps ...
Neha SETH, Yogesh KUMAR
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Galformer: a transformer with generative decoding and a hybrid loss function for multi-step stock market index prediction [PDF]
The prediction of stock market fluctuations is crucial for decision-making in various financial fields. Deep learning algorithms have demonstrated outstanding performance in stock market index prediction.
Yi Ji +5 more
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Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes [PDF]
The present study investigates the effect of coronavirus outbreak and exchange rate and oil price variables on the stock market index using Markov Switching model during the period 1398/11/30 – 1399/03/27.
Soheil Roudari, Masoud Homayounifar
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Combined with the B-P (breakpoint) test and VAR–DCC–GARCH model, the relationship between WTI crude oil futures and S&P 500 index futures or CSI 300 index futures was investigated and compared.
Xunfa Lu +3 more
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Index Funds and Stock Market Growth [PDF]
Our analysis of daily index fund flows indicates a strong contemporaneous correlation between fund inflows and S&P market returns. We also document a strong negative correlation between fund out flows and S&P market returns with the exception of outflows from a back-end load fund. These effects may be interpreted in two ways. Either investor supply and
Massimo Massa, William N. Goetzmann
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Determination of the world stock indices' co-movements by association rule mining [PDF]
Purpose – This study aims to provide preliminary information to the investor by determining which indices co-movement, with the data mining method. Design/methodology/approach – In this context, data sets containing daily opening and closing prices ...
Burcu Kartal +2 more
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Market Confidence Predicts Stock Price: Beyond Supply and Demand. [PDF]
Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors ...
Xiao-Qian Sun +3 more
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