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243 results for “Return”
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Research ArticleOpen accessEvery word in the titleEvaluation of Liquefaction Return Period for Bangalore Based on Standard Penetration Test Data: Performance Based ApproachK. S. Vipin, T. G. SitharamProblem statement: The conventional liquefaction evaluation is based on a deterministic approach. However in this method the uncertainty in the earthquake loading is not properly taken into account. However recent research in this field indicates that this uncertainty in the earthquake loading has to be considered in the liquefaction potential evaluation. Moreover the evaluation of liquefaction return period is not … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 3 · 30 Sep 2009 · 7,741 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleThe Gaussianity Evaluations of Malaysian Stock Return VolatilityChin Wen CheongWe study the distribution of standardized returns by using various frequencies data. The empirical standardized returns are obtained by using the unobserved and observable daily volatility. Our empirical results evidence the realized-standardized returns follow nearest to a Gaussian distribution. On the other hand, the standardized returns using daily closing and range-based data are able to reduce but not fully eliminate … …American Journal of Applied Sciences, Vol. 5, Issue 2 · 28 Feb 2008 · 7,078 accessesView PDFCite
Review ArticleOpen accessEvery word in the titleDoes Intellectual Capital Affect the Volatility of Returns? An Empirical Investigation on Italian Listed CompaniesBrett W. Cantrell, Daniela Coluccia, Stefano Fontana, Silvia SolimeneIn modern information economies, economic success increasingly depends on the ability to apply knowledge and to transform it into firm value. While intellectual capital plays a critical role in firm success, it is an intangible asset that is difficult to measure and that is unrecorded by the firm. Difficulties in measuring intellectual capital, as well as the dynamic nature of … …American Journal of Applied Sciences, Vol. 14, Issue 12 · 10 Jan 2018 · 8,520 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleFORECASTING THE FINANCIAL RETURNS FOR USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSISNop SopipanThe aim of this study was to forecast the returns for the Stock Exchange of Thailand (SET) Index by adding some explanatory variables and stationary Autoregressive order p (AR (p)) in the mean equation of returns. In addition, we used Principal Component Analysis (PCA) to remove possible complications caused by multicollinearity. Results showed that the multiple regressions based on PCA, … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 17 Apr 2013 · 6,958 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleFORECASTING RETURNS FOR THE STOCK EXCHANGE OF THAILAND INDEX USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSISNop Sopipan, Anchalee Sattayatham, Samruam ChongcharoenThe aim of this study was to forecast the returns for the Stock Exchange of Thailand (SET) Index by adding some explanatory variables and stationary Autoregressive Moving-Average order p and q (ARMA (p, q)) in the mean equation of returns. In addition, we used Principal Component Analysis (PCA) to remove possible complications caused by multicollinearity. Afterwards, we forecast the volatility … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 18 Mar 2013 · 7,438 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSuitability of Volatility Models for Forecasting Stock Market Returns: A Study on the Indian National Stock ExchangeTrilochan Tripathy, Luis A. Gil-AlanaProblem statement: Measuring volatility is an important issue for stock market traders. Also, volatility has been used as a proxy for riskiness associated with the asset. This study aims to compare the different volatility models based on how well they model the volatility of the India NSE. Approach: The study has made use of five models which are Historical/Rolling Window … …American Journal of Applied Sciences, Vol. 7, Issue 11 · 8 Nov 2010 · 7,851 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleModelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using Garch ModelsFrimpong Joseph Magnus, Oteng-Abayie Eric FosuThis paper models and forecasts volatility (conditional variance) on the Ghana Stock Exchange using a random walk (RW), GARCH(1,1), EGARCH(1,1), and TGARCH(1,1) models. The unique ‘three days a week’ Databank Stock Index (DSI) was used to study the dynamics of the Ghana stock market volatility over a 10-year period. The competing volatility models were estimated and their specification and forecast … …American Journal of Applied Sciences, Vol. 3, Issue 10 · 31 Oct 2006 · 7,551 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAssessing Potential Investment Return of Basil (Ocimum Basillicum P.) using Fuzzy Logic and Investment Analysis Criteria for Environmental-Based AgricultureHeraldo Yusron Purwantono, Ditdit Nugeraha UtamaIndonesia is one of Southeast Asia's most populous and big countries. It was well-known for its richness of natural resources. Indonesia is one of the world's largest tropical countries, because of its tropical environment. According to the statistics, however, arable land in Indonesia has declined dramatically over the years in response to increased demand for residential areas. This data reveals … …Journal of Computer Science, Vol. 18, Issue 7 · 30 Jul 2022 · 5,738 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleMOTIONS STUDY OF A SINGLE CYLINDER HIGH SPEED SPARK IGNITION LINIER ENGINE WITH SPRING SYSTEM AS RETURN CYCLEA. Z.M. Fathallah, Semin, I. M. Ariana, I. GeriantoA single cylinder two stroke spark ignition conventional engine have been modified to linier engine with spring mechanism. Before develop the design of linear engine is necessary to analysis of motion. Although principle of combustion process in combustion chamber is the same in fact the oscillation movement is different. Simulation technique has been adopted to study both linear and conventional … …American Journal of Applied Sciences, Vol. 11, Issue 3 · 17 Jan 2014 · 7,179 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleThe Effect of Spring Design as Return Cycle of Two Stroke Spark Ignition Linear Engine on the Combustion Process and PerformanceA. Z.M. Fathallah, R. A. BakarProblem statements: The effects of optimization on spring design of the linear engine with spring mechanism in its performance and combustion process have been examined. However, at certain conditions the engine can not work properly as predicted. This can happen because displacement of engine stroke is depending on thrust forces of combustion process in cylinder of the engine. For that, … …American Journal of Engineering and Applied Sciences, Vol. 3, Issue 2 · 30 Jun 2010 · 7,512 accessesView PDFCite