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71 results for “Stock Market”
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Research ArticleOpen accessIn the abstractStock Price Classification Based on Hybrid Feature Selection MethodSrivinay, Manujakshi B. C., Mohan Govindsa Kabadi et al.In recent years, investors and traders have used Technical Indicators (TIs) to forecast the stock market. An accurate classification model is required in the stock market to gain more profit. Selecting relevant TIs for the stock market remains a hot research topic. The proposed work aims to identify important technical indicators. Therefore, the proposed work considers a hybrid feature selection … …Journal of Computer Science, Vol. 19, Issue 2 · 10 Feb 2023 · 6,105 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock price prediction using Generative Adversarial NetworksHungChun Lin, Chen Chen, GaoFeng Huang, Amir JafariDeep learning is an exciting topic. It has been utilized in many areas owing to its strong potential. For example, it has been widely used in the financial area which is vital to the society, such as high-frequency trading, portfolio optimization, fraud detection and risk management. Stock market prediction is one of the most popular and valuable areas in finance. … …Journal of Computer Science, Vol. 17, Issue 3 · 2 Apr 2021 · 17,714 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparative Analysis of Deep Learning Models for Multi-Step Prediction of Financial Time SeriesSaugat Aryal, Dheynoshan Nadarajah, Prabath Lakmal Rupasinghe et al.Financial time series prediction has been a key topic of interest among researchers considering the complexity of the domain and also due to its significant impact on a wide range of applications. In contrast to one-step ahead prediction, multi-step forecasting is more desirable in the industry but the task is more challenging. In recent days, advancement in deep learning has … …Journal of Computer Science, Vol. 16, Issue 10 · 27 Oct 2020 · 6,978 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Comparative Study on the Information Effect of Stock Lending and Borrowing and Short Selling between the Korea Stock Exchange and the New Stock ExchangeYeongsuk Cho, Youngsik KwakThe purpose of this study is to compare the information effect of Stock Lending and Borrowing (SLB) and short selling between the Korea Stock Exchange (KRX) and the New York Stock Exchange (NYSE). While most previous studies analyzed the information effect with a focus on short selling, this study links short selling to SLB and examines how SLB and short … …American Journal of Economics and Business Administration, Vol. 10, Issue 1 · 4 Oct 2018 · 8,179 accessesView PDFCite
Research ArticleOpen accessIn the abstractLog-Moment Estimators for the Generalized Linnik and Mittag-Leffler Distributions with Applications to Financial ModelingDexter O. Cahoy, Wojbor A. WoyczyńskiWe propose formal estimation procedures for the parameters of the generalized, heavy-tailed three-parameter Linnik gL(α, µ, δ) and Mittag-Leffler gML(α, µ, δ) distributions. The paper also aims to provide guidance about the different inference procedures for the different two-parameter Linnik and Mittag-Leffler distributions in the current literature. The estimators are derived from the moments of the log-transformed random variables and … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 1 Aug 2018 · 7,358 accessesView PDFCite
Research ArticleOpen accessIn the abstractUsing Morphometric Traits to Estimate Live Body Weight of South African Bapedi SheepThabang Sako, Jones Ng’ambi, Thomas Raphulu et al.This study was carried out for the estimation of Body Weight (BW) of bapedi sheep from Body Length (BL), Sterna Height (SH), Heart Girth (HG), Height at Withers (WH), Rump Height (RH) and Head Length (HL). Correlation and regression were used. Correlation displayed that body weight is highly positively associated (p<0.01) with WH and HG in males while for females, … …American Journal of Animal and Veterinary Sciences, Vol. 19, Issue 3 · 26 Jun 2024 · 5,656 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Trading Using PE Ratio Based on Bayesian InferenceHaizhen Wang, Ratthachat Chatpatanasiri, Pairote SattayathamThe Price Earnings (PE) ratio is one of the most widely applied tool for the firm valuation in a security market. Unfortunately, recent academic developments in financial econometrics and machine learning have rarely looked at this tool. In the paper, we propose to formalize a process of fundamental PE ratio estimation by employing Dynamic Bayesian Network (DBN) methodology. Forward-backward inference … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 29 Sep 2017 · 7,429 accessesView PDFCite
Literature ReviewOpen accessIn the abstractOverview and Future Opportunities of Sentiment Analysis Approaches for Big DataNurfadhlina Mohd Sharef, Harnani Mat Zin, Samaneh NadaliThe ability to exploit public sentiment in social media is increasingly considered as an important tool for market understanding, customer segmentation and stock price prediction for strategic marketing planning and manoeuvring. This evolution of technology adoption is energised by the healthy growth in big data framework, which caused applications based on Sentiment Analysis (SA) in big data to become common … …Journal of Computer Science, Vol. 12, Issue 3 · 26 Apr 2016 · 10,320 accessesView PDFCite
Research ArticleOpen accessIn the abstractHaematological Status for Selected Pig BreedsJanka Kotosová, Janka Poráčová, Ladislav Vaško et al.Changes which are constantly brought by the transformation of our agriculture, as well as the effort to be involved in the EU market economy and change priorities in various areas of our economy. They can be summarized in the quality, productive health and economy. Blood count does not only change in pigs with age, but it also depends on the … …American Journal of Animal and Veterinary Sciences, Vol. 9, Issue 4 · 23 Dec 2014 · 7,335 accessesView PDFCite
Research ArticleOpen accessIn the abstractDETERMINANTS OF COMMON FACTORS IN KOREAN BANKS’ CREDIT DEFAULT SWAP PREMIUMSSeungjun Lee, Jaewoon Koo, Youngsik KwakUsing the panel analysis of non-stationarity in idiosycratic and common component method, we decompose Credit Default Swap (CDS) premium data of 11Korean banks into common factors and idiosyncratic shocks. We find that the CDS premium of all 11 banks is mostly explained by one common factor. We also find that the common factor of the banks’ CDS premium is mainly … …American Journal of Economics and Business Administration, Vol. 6, Issue 3 · 8 Dec 2014 · 7,020 accessesView PDFCite