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2023
In this study, the last two years' hourly opening and closing prices of the banks' stocks traded on BIST-30 were used as the dataset. The research is aimed to predict the closing prices of these stocks in the light of machine learning. In this context, the authors propose a new method containing ensemble learning algorithms and fuzzy clustering ...
Ahmet Tezcan Tekin +2 more
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In this study, the last two years' hourly opening and closing prices of the banks' stocks traded on BIST-30 were used as the dataset. The research is aimed to predict the closing prices of these stocks in the light of machine learning. In this context, the authors propose a new method containing ensemble learning algorithms and fuzzy clustering ...
Ahmet Tezcan Tekin +2 more
openaire +1 more source
Physical Review E, 2004
We show that the dynamics of stock prices can be accurately described as a continuous time random walk with a time dependent diffusion coefficient. The time evolution of the diffusion coefficient can be derived from tick by tick databases provided the stock price is characterized in terms of a couple of values describing the best ask and the best bid ...
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We show that the dynamics of stock prices can be accurately described as a continuous time random walk with a time dependent diffusion coefficient. The time evolution of the diffusion coefficient can be derived from tick by tick databases provided the stock price is characterized in terms of a couple of values describing the best ask and the best bid ...
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Proceedings of the 2018 2nd International Conference on Cloud and Big Data Computing, 2018
Stock price forecasting has tremendous importance, it is one of the most challenging tasks due to the high volatility of stock market data. Share market investment is often risky, hence the need for an accurate forecasting model to minimize this risk. This article aims to present a new model for forecasting stock prices for a given horizon.
Yassine Touzani +2 more
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Stock price forecasting has tremendous importance, it is one of the most challenging tasks due to the high volatility of stock market data. Share market investment is often risky, hence the need for an accurate forecasting model to minimize this risk. This article aims to present a new model for forecasting stock prices for a given horizon.
Yassine Touzani +2 more
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eLearning and Software for Education, 2020
E-learning, in most contexts, is becoming a more accessible and efficient method of training through which people could acquire new knowledge. Due the difference between epochs, reading and analysing the growing flow of information has become a very challenging task for financial professionals.
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E-learning, in most contexts, is becoming a more accessible and efficient method of training through which people could acquire new knowledge. Due the difference between epochs, reading and analysing the growing flow of information has become a very challenging task for financial professionals.
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SSRN Electronic Journal, 2015
A kinetic model of stock price returns is presented for the description of the stock price dynamics through an impact of the information signals on investor behaviours. The model incorporates behavioural processes of the influence of the private or public information on the exchange of cash and shares flows.
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A kinetic model of stock price returns is presented for the description of the stock price dynamics through an impact of the information signals on investor behaviours. The model incorporates behavioural processes of the influence of the private or public information on the exchange of cash and shares flows.
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2021
Equity options, which are the most common type of equity derivatives, give an investor the right but not the obligation to buy a call or sell a put at a set strike price prior to the contract's expiry date. Equity options are derivatives that means their value is derived from the value of an underlying equity.
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Equity options, which are the most common type of equity derivatives, give an investor the right but not the obligation to buy a call or sell a put at a set strike price prior to the contract's expiry date. Equity options are derivatives that means their value is derived from the value of an underlying equity.
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SSRN Electronic Journal, 2020
We provide evidence that stock prices are positively correlated with firm value in a cross-sectional framework. This is surprising as company managers can alter the stock price at their own discretion by changing the number of shares outstanding. Even more puzzling is that firms with a high stock price at the end of the year have lower returns in the ...
Mustafa Disli +3 more
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We provide evidence that stock prices are positively correlated with firm value in a cross-sectional framework. This is surprising as company managers can alter the stock price at their own discretion by changing the number of shares outstanding. Even more puzzling is that firms with a high stock price at the end of the year have lower returns in the ...
Mustafa Disli +3 more
openaire +1 more source
2020
Stock price prediction combines the Brownian motion theory of physics with the Monte Carlo theory of statistical mathematics. Put simply, Brownian motion just models the random motion of particles in gases and liquids. If we assumed that there was a general drift upward and to the right and we plotted the particles’ position in 2D over a period of ...
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Stock price prediction combines the Brownian motion theory of physics with the Monte Carlo theory of statistical mathematics. Put simply, Brownian motion just models the random motion of particles in gases and liquids. If we assumed that there was a general drift upward and to the right and we plotted the particles’ position in 2D over a period of ...
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Applied Financial Economics Letters, 2007
Stock price anomalies have been studied in detail; however, most studies use daily closing prices or volume-weighted average prices for identifying day-of-the week and holiday effects. In this article, I extend the day-of-the week and holiday analysis to intraday and interday trading.
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Stock price anomalies have been studied in detail; however, most studies use daily closing prices or volume-weighted average prices for identifying day-of-the week and holiday effects. In this article, I extend the day-of-the week and holiday analysis to intraday and interday trading.
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2023
Environmental, social, and governance (ESG) factors have become crucial for promoting sustainable business practices, with investors increasingly recognizing the link between environmental impacts, social responsibilities, corporate governancem and potential risks and opportunities.
Petersen, Jasmin S. +4 more
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Environmental, social, and governance (ESG) factors have become crucial for promoting sustainable business practices, with investors increasingly recognizing the link between environmental impacts, social responsibilities, corporate governancem and potential risks and opportunities.
Petersen, Jasmin S. +4 more
openaire +1 more source