Investigating market efficiency through a forecasting model based on differential equations
نویسندگان
چکیده
منابع مشابه
mortality forecasting based on lee-carter model
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
15 صفحه اولa study on insurer solvency by panel data model: the case of iranian insurance market
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
1 Market efficiency and forecasting
The interest in predicting stock prices or returns is probably as old as the markets themselves, and the literature on the subject is enormous. Fama (1970) reviews early work and provides some organizing principles. This chapter concentrates selectively on developments following Fama's review. In that review, Fama describes increasingly fine information sets in a way that is useful in organizin...
متن کاملconstructing gender identity through narratives based on hallidays metafunctions
هویت, شکل دادن و بازنمایی آن در گفتمان, توجه بسیاری از محققان این رشته را به خود جلب کرده است. تحقیق حاضر بر شکل دادن به هویت جنسیتی هشت تن از دانشجویان ایرانی مشغول به تحصیل در دوره کارشناسی ارشد از طریق بررسی روایات آنان از تجربیات شخصی, متمرکز شده است. تحلیل داده ها در این تحقیق مشتمل بر سه بخش است: بخش اول شامل کدگذاری موضوعی روایات است که بر اساس آن هویت جنسیتی شرکت کنندگان در تحقیق بر اسا...
15 صفحه اولProviding a behavioral model of mental accounting decision-making based on psychological components through structural equations
Thinking and thinking skills are among the important issues that have long occupied the minds of thinkers. Thinking is one of the basic issues of education that requires tools to cultivate it, one of these expressions is having a philosophical mind that makes people Helps in correct and logical thinking. Data were collected through interviews with 15 experts in the field of research. The method...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2017
ISSN: 0378-4371
DOI: 10.1016/j.physa.2017.01.057