Sign inSubmit
Tips: “quotes” for a phrase · author:Lee · a DOI goes straight to its article

71 results for “Stock market”
Set a search alert
Research ArticleOpen accessIn the keywordsAre There Smaller Leverage Effects in Less-Developed Markets? Evidence from an Oil Exporting CountryMosayeb Phalavani, Parinaz EzzatiProblem statement: This study uses daily data from the Tehran Stock Market (TSM) to illustrate the nature of stock market volatility in an undeveloped and young stock market. Although most studies suggest that a negative shock to stock prices will generate more volatility than a positive shock of equal magnitude but there is no evidence of asymmetric effect in TSM. … …American Journal of Applied Sciences, Vol. 7, Issue 1 · 31 Jan 2010 · 7,521 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Sectoral Efficiency Analysis of Malaysian Stock Exchange Under Structural BreakChin Wen CheongWe investigated the weak-form market efficiency of nine daily sectoral indices of Malaysian stock market between 1996 and 2006. The structural break unit root tests evidenced most of the price indices characterized by mean-reverting process that violated the random walk process. These empirical results were in sharp contrast with the traditional unit-root test which ignored the economic crisis and currency … …American Journal of Applied Sciences, Vol. 5, Issue 10 · 31 Oct 2008 · 7,292 accessesView PDFCite
Research ArticleOpen accessIn the keywordsThe Random Walk Hypothesis for the Zimbabwe Stock Exchange: January 1998-November 2006Tafirenyika Sunde, James ZivanomoyoThe main intention of this study was to investigate, using monthly data, whether prices in the Zimbabwe Stock Exchange (ZSE) follow a random-walk process as required for there to be market efficiency. The study applied the unit root tests to establish if the ZSE followed a random walk or not. If the ZSE follows a random walk it is said … …Journal of Social Sciences, Vol. 4, Issue 3 · 30 Sep 2008 · 8,090 accessesView PDFCite
Research ArticleOpen accessIn the keywordsRandom Walk Models Classifications: An Empirical Study for Malaysian Stock IndicesChin Wen CheongThis article studied the Random Walk models introduced by Campbell et al.[2] for Malaysian stock market. The analysis is implemented under the possible drastic economics structural change using an iterative structural change test. After the break-date identification, the random walk hypothesis is tested by multiple variance ratios test in two separate periods. We further examined the serial correlations of return’s … …American Journal of Applied Sciences, Vol. 5, Issue 4 · 30 Apr 2008 · 6,854 accessesView PDFCite
Research ArticleOpen accessIn the keywordsModelling 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 · 7,554 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Review of the Determinants of Share PricesTafirenyika Sunde, Abel SandersonProblem statement: The main purpose of the review was to qualitatively establish the determinants of share prices in Zimbabwe. The review was carried out in 2006 before the situation in Zimbabwe deteriorated to the level where it is at the moment. Approach: To gather the information that we wanted we used interviews and the archival method. We targeted the people … …Journal of Social Sciences, Vol. 5, Issue 3 · 30 Sep 2009 · 9,032 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Dynamic Lifelong Learning Network for Real-Time Stock Prediction With Reinforcement TuningTalent Mawere, Selvaraj Rajalakshmi, Venu Madhav Kuthadi, Otlhapile DinakanyaneCompanies and investors require accurate market forecasting to make more informed decisions. Traditional methods for predicting stock market performance have become less useful considering the dynamic and volatile nature that characterizes stock markets today. In this paper, we propose an innovative Dynamic Lifelong Learning Network for stock market prediction. The model incorporates a hybrid convolutional long short-term memory with an … …Journal of Computer Science, Vol. 22, Issue 2 · 20 Feb 2026 · 1,829 accessesView PDFCite
Research ArticleOpen accessIn the abstractPredictive Analytics and Procurement Visibility: A Big-Data-Driven Approach to Customer Satisfaction in Supply Chain ManagementDevendra Nath Pathak, Rakesh Kumar Yadav, Hitendra SinghIn the current dynamic and consumer driven market environment, supply chains need to move out of reactive to the proactive ecosystems. One of the most urgent requirements is increasing procurement visibility and the development of better order planning for the inventory to meet the products’ demand with continued high customer satisfaction. This paper is an agenda of big-data-driven predictive analytics … …Journal of Computer Science, Vol. 22, Issue 1 · 3 Feb 2026 · 2,453 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Closing Price Forecasting Using LSTM, Sentiment Analysis, Kalman FilterAssel Abdildayeva, Galymzhan Nurtugan, Guldana Taganova, Ardak AkhmetovaThe article explores the problem of predicting the closing prices of stocks using an innovative approach that combines methods of machine learning, sentiment analysis and noise filtering. The focus is on the development and testing of a comprehensive model that integrates recurrent neural networks (LSTM) for time series analysis, the GPT-3 language model for processing and analyzing textual data from … …Journal of Computer Science, Vol. 20, Issue 11 · 4 Sep 2024 · 6,266 accessesView PDFCite
Research ArticleOpen accessIn the abstractKalman Filtering for Stocks Price Prediction and ControlJimbo Henri Claver, Mbiazi Dave, Shu Felix CheStocks price analysis has been a critical area of research as the stock market is a very fluctuating market. Stocks price is affected by demand and supply dynamics making it difficult to forecast the price of a stock at a particular instant. The entire idea of predicting stocks price is to gain significant profits but predicting how the stock market … …Journal of Computer Science, Vol. 19, Issue 6 · 20 May 2023 · 6,374 accessesView PDFCite