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50 results for “SET Index”
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Research ArticleOpen accessIn the keywordsFORECASTING 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 accessIn the keywordsFORECASTING 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 accessIn the keywordsForecasting the Stock Exchange of Thailand uses Day of the Week Effect and Markov Regime Switching GARCHP. Sattayatham, N. Sopipan, B. PremanodeProblem statement: We forecast return and volatility of the Stock Exchange of Thailand (SET) Index. Approach: In this study, we modeled the SET Index returns using mean equation with day of the week effect and autoregressive moving-average. Next we forecast the volatility of the SET Index by using the GARCH-type model and the Markov Regime Switching GARCH (MRS-GARCH) model. Results: … …American Journal of Economics and Business Administration, Vol. 4, Issue 1 · 15 Mar 2012 · 7,865 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAccessing the Appropriateness of a Spatial Regression Using Generalized (h1h2-)Slepian Random FieldWayan Somayasa, Jamhir Safani, La Ode Ngkoimani, Muhamad Zamrun F.In this study we derived asymptotic goodness-of-fit test (model check) for spatial regression where the critical region as well as the p-value of the tests are approximated based on the distribution of a type of the integral functional of the generalized (h1h2-)-Slepian field and the set-indexed Gaussian white noise. Such random fields are obtained as the limit process of the … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 2 May 2017 · 7,362 accessesView PDFCite
Research ArticleOpen accessIn the keywordsConfidence Interval for Cpm Based on Dp,q DistanceBahram Sadeghpour Gildeh, Samaneh AsghariProblem statement: A measurement control system ensures that measuring equipment and measurement processes are fit for their intended use and its importance in achieving product quality objectives. Approach: The manufacturing industries have been making an extensive effort to implement Statistical Process Control (SPC) in their plants and supply bases. Results: Capability indices derived from SPC have received increasing usage not … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 8 Feb 2012 · 7,477 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 · 1,822 accessesView PDFCite
Research ArticleOpen accessIn the abstractA New Disease Index Based on Multi-Spectra of UAV to Estimate Cotton DiseaseBing Chen, Jing Wang, Qiong Wang et al.Verticillium wilt is a significant disease that affects cotton plants, which can lead to stunted growth and reduced yield. To address this, a multi-spectral comprehensive monitoring disease index model is developed using an Unmanned Aerial Vehicle (UAV) to monitor the severity of cotton Verticillium wilt. First, multi-spectral dates were collected from Hexacopter (HY-6X) and the phenotype disease grade of cotton … …American Journal of Biochemistry and Biotechnology, Vol. 19, Issue 4 · 25 Mar 2024 · 5,087 accessesView PDFCite
Research ArticleOpen accessIn the abstractHybrid Data Security Approach Based on GAN Teganographyand AES-RSA Encryption in a Distributed SystemDerrick Méthode Bagaza, Abraham Walake, Mamoudou Kourouma, Blaise Omer YenkeData security in distributed environments has become a major challenge due to the dispersion of resources, the expansion of the attack surface, and the increasing sophistication of cyber threats. Although traditional mechanisms such as data encryption, multi-factor authentication, and access control systems help to strengthen information protection, these approaches still have certain limitations when faced with advanced attacks and human … …Journal of Computer Science, Vol. 22, Issue 8 · 28 Jul 2026 · 1,062 accessesView PDFCite
Research ArticleOpen accessIn the abstractMultivariate Analysis of Gestational Diabetes Risk Factors in a North African Population: A Call for Targeted Maternal Health InterventionsHafssa Abdellaoui, Nadia Ouzennou, Adnane Hakem, Samia RkhaGestational Diabetes (GD) is a multifactorial condition influenced by demographic, anthropometric and obstetric determinants. Identifying predictive factors is essential to anticipate the disorder, guide prevention strategies and reduce maternal and neonatal complications. To assess the risk factors associated with GDM in pregnant women in the Marrakech-Safi region, in order to fill a gap in national data. A retrospective cross-sectional study … …OnLine Journal of Biological Sciences, Vol. 26, Issue 2 · 10 May 2026 · 1,531 accessesView PDFCite
Research ArticleOpen accessIn the abstractCovid-19 Global Spread Analyzer: An ML-Based AttemptRana Husni Al Mahmoud, Eman Omar, Khaled Taha et al.The novel Coronavirus 2019 (COVID-19) has caused a pandemic disease over 200 countries, influencing billions of humans. In this consequence, it is very much essential to the identify factors that correlate with the spread of this virus. The detection of coronavirus spread factors open up new challenges to the research community. Artificial Intelligence (AI) driven methods can be useful to … …Journal of Computer Science, Vol. 16, Issue 9 · 2 Oct 2020 · 6,925 accessesView PDFCite