It has been widely accepted that predicting stock price is not a simple task since many market factors are involved and their structural relationships are not fully known. In this study, we use both rough set theory and neural networks approach to get an effective model of stock price movement for China’s young stock market. The model is modified and tested by the most recent 6 years of data co...

Stock market prediction is essential and of great interest because successful prediction of stock prices may promise smart benefits. These tasks are highly complicated and very difficult. Many researchers have made valiant attempts in data mining to devise an efficient system for stock market movement analysis. In this paper, we have developed an efficient approach to stock market prediction by...

In this text, Fractional Brown Motion theory during random process is applied to research the option pricing problem. Firstly, Fractional Brown Motion theory and actuarial pricing method of option are utilized to derive Black-Scholes formula under Fractional Brown Motion and form corresponding mathematical model to describe option pricing. Secondly, based on BYD stock, estimation model on volat...

Selections of stocks that are suitable for investment are always a complex task. The main aim of every investor is to identify a stock that has potential to go up so that the investor can maximize possible returns on investment. After identification of stock the second important point of decision making is the time to make entry in that particular stock so that investor can get returns on inves...

Nowadays, forecasting and techniques used to obtain the forecasts are very important. The term of forecast means to make an inference (predict) about the future on the basis of existing information. Especially, forecasting of stock market data are frequently used in time series analysis literature. Moreover, fuzzy time series forecasting methods have been widely used in the analysis of stock ma...

In this paper, we analyze about the relation between stock price returns and Headline News. Headline News is very important sources of information in asset management, and is sent in large quantities every day. We study the effect of more than 13,000 Headline News sent from JIJI PRESS. We classify Headline News using Text Categorization and analyze the reaction of a stock price return for every...

1. I will be arguing from data on vowel shifts in progress, and from principles of language change, that language specific phonetic implementation rules must be part of speaker knowledge, and thus part of language acquisition. Then, I will sketch an abstract model of what phonetic implementation could be like. Having argued these points, I will address how this approach interacts with phonologi...

The nearest-neighbor method is perhaps the simplest of all algorithms for predicting the class of a test example. The training phase is trivial: simply store every training example, with its label. To make a prediction for a test example, first compute its distance to every training example. Then, keep the k closest training examples, where k ≥ 1 is a fixed integer. Look for the label that is m...