منابع مشابه
A prototype model of stock exchange
– A prototype model of stock market is introduced and studied numerically. In this self-organized system, we consider only the interaction among traders without external influences. Agents trade according to their own strategy, to accumulate their assets by speculating on the price’s fluctuations which are produced by themselves. The model reproduced rather realistic price histories whose stati...
متن کاملconditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market
ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...
Utilizing Robust Data Envelopment Analysis Model for Measuring Efficiency of Stock, A case study: Tehran Stock Exchange
Uncertainty is a prominent feature of real world problems and more especially financialmarkets; with this in mind, dealing with uncertainty becomes a necessary part of performanceevaluation by means of data envelopment analysis. This paper presents three robust dataenvelopment analysis (DEA) models and their application for performance evaluation inTehran Stock Exchange (TSE). Based on the resu...
متن کاملANN Model to Predict Stock Prices at Stock Exchange Markets
Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients. However, these strategies do not usually guarantee good returns because they guide on trends and not the most likely price. It is therefore necessary to expl...
متن کاملPredictors of PGSI: A Study of Pakistan Stock Exchange
This study used PGSI to measure the motives of online stock exchange gamblers according to their responses about their online gambling. The main aim of the current study is to holistically explore the impact of motivational factors that motivate more usage of online gambling in Pakistan and behavioral factors that investigate the level of implementation of responsible gambling practices on PGSI...
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ژورنال
عنوان ژورنال: Europhysics Letters (EPL)
سال: 1997
ISSN: 0295-5075,1286-4854
DOI: 10.1209/epl/i1997-00491-5