this paper examines regime shifts in tedpix return and volatility and the effects of positive and negative crude oil shocks and gold price fluctuations on stock market shifts behavior using markov switching egarch model with student’s t-distribution. we detect two episodes of series behavior, one relative to low mean/high variance regime namely bear state and the other to high mean/low variance...

We outline initial concepts for an immune inspired algorithm to evaluate and predict oil price time series data. The proposed solution evolves a short term pool of trackers dynamically, with each member attempting to map trends and anticipate future price movements. Successful trackers feed into a long term memory pool that can generalise across repeating trend patterns. The resulting sequence ...

the agricultural products’ market has always been faced with many structural problems such as marketing weakness, price fluctuations and inadequate infrastructure and transportation in iran. a major cause of such structural problems has been referred to the traditional and inefficient structure of the agricultural products’ market. hence, iran mercantile exchange started its activity since 2007...

        This paper proposes a new forecasting model for investigating relationship between the price of crude oil, as an important energy source and GDP of the US, as the largest oil consumer, and the UK, as the oil producer. GMDH neural network and MLFF neural network approaches, which are both non-linear models, are employed to forecast GDP responses to the oil price changes. The resul...