Results 1 to 10 of about 634,953 (304)

Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model. [PDF]

open access: yesPLoS 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
doaj   +4 more sources

Predicting stock market index using LSTM

open access: yesMachine 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
doaj   +4 more sources

IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA

open access: yesHuman 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
doaj   +2 more sources

Market mood index and stock market. Evidence from National Stock Exchange

open access: yesTheoretical and Applied Economics, 2023
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
doaj   +1 more source

Galformer: a transformer with generative decoding and a hybrid loss function for multi-step stock market index prediction [PDF]

open access: yesScientific Reports
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
doaj   +2 more sources

Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes [PDF]

open access: yesفصلنامه 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
doaj   +1 more source

The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test

open access: yesEntropy, 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
doaj   +1 more source

Index Funds and Stock Market Growth [PDF]

open access: yesSSRN Electronic Journal, 1998
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
openaire   +2 more sources

Determination of the world stock indices' co-movements by association rule mining [PDF]

open access: yesJournal of Economics Finance and Administrative Science, 2022
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
doaj   +1 more source

Market Confidence Predicts Stock Price: Beyond Supply and Demand. [PDF]

open access: yesPLoS 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
doaj   +1 more source

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