The Stock Price Crash Risk Prediction by Neural Network

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Investigating the Effect of Business Strategy and Stock Price Synchronicity on Stock Price Crash Risk

Stock price crash risk has a significant impact on investors, creditors, managers, and shareholders, so the prediction of this phenomenon is a very important issue in investment and risk management decisions. This research investigates the effect of business strategy and stock price synchronicity on stock price crash risk. Following Bentley et al.[2], composite strategy score has been used to ...

متن کامل

Stock Price Prediction Using Quantum Neural Network

Quantum Neural Network (QNN) can improve upon the inadequacies of the classical neural network (CNN). The CNN requires a huge memory and needs more computational power. A new field of computation is emerging which integrates quantum computation with CNN. A quantum inspired hybrid model of quantum neurons and classical neurons is proposed. This paper details an approach, perhaps the first attemp...

متن کامل

Predict the Stock price crash risk by using firefly algorithm and comparison with regression

Stock price crash risk is a phenomenon in which stock prices are subject to severe negative and sudden adjustments. So far, different approaches have been proposed to model and predict  the  stock price crash risk, which in most cases have been the main emphasis on the factors affecting it, and often traditional methods have been used for prediction. On the other hand, using  Meta Heuristic Alg...

متن کامل

A Comparative Study of the Prediction Stock Crash Risk by using Meta- Heuristic & Regression

One of the most important methods of opacity accounting information by management is to accelerate the identification of good news versus delaying the identification of bad news on profits, but there is always a final level of accumulation of bad news in the company, and by reaching that its final level, these bad news will be released, which will lead to a Stock Price Crash Risk. In fact, stoc...

متن کامل

Short-term Prediction of Tehran Stock Exchange Price Index (TEPIX): Using Artificial Neural Network (ANN)

The main objective of this study is to find out whether an Artificial Neural Network (ANN) will be useful to predict stock market price, which is highly non-linear and uncertain. Specifically, this study will focus on forecasting TSE Price Index (TEPIX) as the most significant index of Iran Stock Market. Many data have been used as inputs to the network. These data are observations of 2000 day...

متن کامل

ذخیره 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: Accounting and Finance Research

سال: 2016

ISSN: 1927-5994,1927-5986

DOI: 10.5430/afr.v5n2p61