Results 1 to 10 of about 29,542 (162)
Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model. [PDF]
PLoS ONE, 2016 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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IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA
Human Research in Rehabilitation, 2019 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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Predicting stock market index using LSTM
Machine Learning with Applications, 2022 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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Future Business Journal, 2022 The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction.
Mohammad Arashi, Mohammad Mahdi Rounaghi
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Galformer: a transformer with generative decoding and a hybrid loss function for multi-step stock market index prediction [PDF]
Scientific ReportsThe 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]
فصلنامه پژوهشهای اقتصادی ایران, 2021 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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Revisiting Stock Market Index for the Helsinki Stock Exchange 1912-1981
SSRN Electronic JournalStock market indices play a central role in portfolio and risk management and performance evaluation, as well as academic research. This paper presents a fully updated and extended stock market index for the Finnish stock market using new and updated historical databases that cover the period from the establishment of the Helsinki Stock Exchange in ...
Mika Vaihekoski
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Entropy, 2021 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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Stock Market Price Forecasting Using the Arima Model: an Application to Istanbul, Turkiye
İktisat Politikası Araştırmaları Dergisi, 2022 Because of its critical position in open economies and its extremely high volatility, the stock market price index has been a popular subject of market research. In modern financial markets, traders and practitioners have had trouble predicting the stock
Tamerlan Mashadihasanli
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Market Confidence Predicts Stock Price: Beyond Supply and Demand. [PDF]
PLoS ONE, 2016 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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