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20 results for “Stock Markets”
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Research ArticleOpen accessPhrase in the titleModeling and Forecasting Volatility of the Malaysian Stock MarketsAhmed Shamiri, Zaidi IsaProblem statement: One of the main purposes of modeling variance is forecasting, which is crucial in many areas of finance. Despite the burgeoning interest in and evaluation of volatility forecasts, a clear consensus on witch volatility model/or distribution specification to use has not yet been reached. Therefore, the out of-sample forecasting ability should be a natural model selection criterion for … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 7,900 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Novel Anomaly Detection Approach for Nifty Stocks using Machine Learning for Construction of Efficient Portfolio to Reduce Losses and Protect GainsVirrat Devaser, Priyanka ChawlaMachine Learning is the most essential and widely utilized methodological approach these days for performing, organizing, and analyzing data using a variety of approaches to produce correct and efficient results. Machine learning methodologies are also applicable to stock markets, which have grown multi-fold in recent years, and with the amount of money involved, the possibility of manipulation is always present … …Journal of Computer Science, Vol. 18, Issue 5 · 6 Jun 2022 · 6,443 accessesView PDFCite
Research ArticleOpen accessIn the keywordsWhy the Dogs of the Dow Bark Loudly in ChinaCarol Wang, James E. Larsen, Fall M. Ainina et al.Problem statement: The Dogs of the Dow (Dow Dogs) strategy, which has gained widespread popularity in the U.S., is found to be considerably successful in China’s stock markets. This trading strategy contradicts the well-established efficient market hypothesis. Approach: This study examines the cross-sectional variations in the magnitude of the predictive power of the Dow Dogs strategy using Chinese stocks for … …American Journal of Economics and Business Administration, Vol. 3, Issue 3 · 4 Nov 2011 · 8,019 accessesView PDFCite
Research ArticleOpen accessIn the keywordsTrading Volume and Stock Indices: A Test of Technical AnalysisPaul AbbondanteProblem statement: Technical analysis and its emphasis on trading volume has been used to analyze movements in individual stock prices and make investment recommendations to either buy or sell that stock. Little attention has been paid to investigating the relationship between trading volume and various stock indices. Approach: Since stock indices track overall stock market movements, trends in trading volume … …American Journal of Economics and Business Administration, Vol. 2, Issue 3 · 30 Sep 2010 · 8,224 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 · 7,551 accessesView PDFCite
Review ArticleOpen accessIn the keywordsDoes 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 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 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 · 6,262 accessesView PDFCite
Research ArticleOpen accessIn the abstractWest African Emerging Economies: Comparative Insights on Ghana’s and Nigeria’s Stock Market DevelopmentFisayo Fagbemi, John Oluwasegun AjibikeThe study examines the long-run and causal relationship between stock market development and West African emerging economies in a comparative context of Ghana and Nigeria. Based on Autoregressive Distributed Lag (ARDL) bounds test approach, the findings support the evidence of long-run cointegration between stock market development and economic growth in Ghana, whereas further evidence reveals an insignificant positive long-run impact … …American Journal of Economics and Business Administration, Vol. 14, Issue 1 · 2 Dec 2022 · 6,548 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Market Development and Economic Growth in SADC RegionSanderson Abel, Nzwirashe Magomana, Beatrice Makamba, Pierre Le RouxThe study investigates the relationship between stock market development and economic growth in the Southern African Development Community (SADC) region for the period 1993-2017. The controversy around the stock market development and economic growth nexus is of concern to the SADC which has been experiencing retarded growth while their stock markets are at different levels of development. To establish the … …Journal of Social Sciences, Vol. 17, Issue 1 · 3 Jun 2021 · 7,302 accessesView PDFCite