Stock Exchange Share Price is very hard to predict since there are no significant rules to estimate or predict that. Stock price prediction is one of the emerging field of research and many methods like technical analysis, statistical analysis, time series analysis etc are used for this purpose. Artificial Neural Network is a popular technique for the stock price prediction. Here we use Multila...

Speaker: Prof. Dr. Urs Schweizer. — Department of Economics — University of Bonn — D-53113 Bonn, Phone: +49(0228)739220 — Fax: +49(0228)739221 *University of Bonn, Department of Economics, BWL II, Adenauerallee 24-42, D-53113 Bonn, Germany, Email: [email protected] **Shanghai University of Finance and Economics, School of Economics, Guoding Road 777, 200433 Shanghai, China, Email: cuihongf@mail....

The market events of 2007-2008 have reinvigorated the search for realistic share price models that capture greater likelihoods of extreme movements. In this paper we model the medium-term log-return dynamics in a market containing both fundamental and technical traders. This is done in a simple way based on a Poisson trade arrival model with variable size orders. With simplifying assumptions we...

Optical scanning of the Universal Product Code in supermarkets provides a new level of detail and completeness in household panel data and makes possible the construction of more comprehensive brand choice models than hitherto possible. A multinomial logit model calibrated on 32 weeks of purchases of regular ground coffee by 100 households shows high statistical significance for the explanatory...