16 articles for “random walk”

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Research ArticleOpen accessIn the abstractA Price Hedging Model in Dynamic MarketKuo-Wei Lin, Kuang-Jung Tseng, Szu-Cheng ChengProblem statement: Pricing is a problem when a firm has to set a price for the first time. This happens when the firm develops or acquires a new product, introduces its regular product into a new distribution or geographical area, or enters bids on the new contract work. Many companies try to set the price to maximize current profits. They … …American Journal of Applied Sciences, Vol. 9, Issue 7 · 3 Aug 2012 · 6,938 accessesView PDF Cite

Research ArticleOpen accessIn the abstractApplication of Markov Chains to Stock TrendsKevin J. Doubleday, Julius N. EsungeProblem statement: Modeling of the Dow Jones Industrial Average is frequently attempted in order to determine trading strategies with maximum payoff. Changes in the DJIA are important since movements may affect both individuals and corporations profoundly. Previous work showed that modeling a market as a random walk was valid and that a market may be viewed as having the Markov … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 8,558 accessesView PDF Cite

Research ArticleOpen accessIn the abstractModelling 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 PDF Cite

Research ArticleOpen accessIn the abstractNew Collisions to Improve Pollard's Rho Method of Solving the Discrete Logarithm Problem on Elliptic CurvesAmmar Ali NeamahIt is true that different approaches have been utilised to accelerate the computation of discrete logarithm problem on elliptic curves with Pollard's Rho method. However, trapping in cycles fruitless will be obtained by using the random walks with Pollard's Rho. An efficient alternative approach that is based on new collisions which are reliant on the values ai, bi to solve … …Journal of Computer Science, Vol. 11, Issue 9 · 16 Dec 2015 · 7,340 accessesView PDF Cite

Research ArticleOpen accessIn the abstractNEURO FUZZY LINK BASED CLASSIFIER FOR THE ANALYSIS OF BEHAVIOR MODELS IN SOCIAL NETWORKSKannan Arputharaj, Ghosh Dalim Kumar, Indira Priya Ponnuvel, Ganapathy SannasiIn this study, a new link based classifier using neuro fuzzy logic has been proposed for analyzing the social behavior based on Weblog dataset. In this system, data are processed using a multistage structure. This system provides a diagnosis using a neuro fuzzy link based classifier that analyses the user’s behavior to specific diagnostic categories based on their cluster category … …Journal of Computer Science, Vol. 10, Issue 4 · 9 Dec 2013 · 6,892 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordForecasting of Multistep Multivariate Financial Data Through GSO Algorithm Infused Vanilla LSTM ModelNikhitha Pai, Ilango Velchamy, Nithya B RameshPredicting time series in the financial domain requires using models that can do sequence processing tasks. One such model is the LSTM model which belongs to the family of deep learning networks. The performance measure of LSTM in a regression task is to bring down the error in the predicted values. In this study, a novel fused LSTM model integrating … …Journal of Computer Science, Vol. 19, Issue 7 · 10 Jul 2023 · 6,074 accessesView PDF Cite