We recently found that certain canine live attenuated vaccines produced using `non-feline' cell lines were contaminated with an infectious feline endogenous retrovirus, termed RD-114 virus. We suspected that RD-114 virus may have contaminated the seed stock of canine parvovirus (CPV) during the production of the contaminated vaccines. In this study, we collected stock viruses of CPVs propagated...

The present paper explores the relationships between two commodity market indicators and stock market in India using daily time series data of 2 nd January 1991 – 31 st December 2012 comprising 5321 observations in the midst of employing Johansen co integration approach and Granger causality method. During the last two decades, both crude oil price and gold price (except 1997-2001) have been in...

Unit load devices (ULDs) are used to load air cargo and passengers’ checked baggage for wide-bodied aircraft operations. Since ULDs are reusable at the destination, airlines can invest in an appropriate fleet size for their requirements. The estimation of safety stock levels for every operating airport is a premeditated task because airlines must prepare enough devices for the outbound consignm...

We carry out a time-frequency analysis of daily values of the Dow Jones Industrial Average and the S&P 500 Index of stock prices based on 62 years of data. The algorithm used is based on pruning dyadic trees to obtain optimal stationary segmentations of non-stationary time series. The resulting time-frequency representations yield insights into the frequency-domain evolution of the US stock mar...

In this paper, Fuzzy logic and Neural Network approaches for predicting financial stock price are investigated. A study of a knowledge based system for stock price prediction is carried out. We explore Trapezoidal membership function method and Sugeno-type fuzzy inference engine to optimize the estimated result. Our model utilizes the performance of artificial neural networks trained using back...

In recent years, large amounts of financial data have become available for analysis. We propose exploring returns from 21 European stock markets by model-based clustering of regime switching models. These econometric models identify clusters of time series with similar dynamic patterns and moreover allow relaxing assumptions of existing approaches, such as the assumption of conditional Gaussian...

The financial sector in India has undergone radical reforms, particularly in the stock market segment, since early 1990s. Testing duration in stock markets concerns the ability to predict the turning points of bull and bear cycles. This article study some point process models to fit the data from Indian stock market cycles. We have considered the BSE 30 (SENSEX) data from January, 1991 to Augus...

In recent years researchers have developed a lot of interest in stock market prediction because of its dynamic & unpredictable nature. Although there were lots of methods of prediction none of them is prove to produce satisfactory results. Machine learning techniques proved to be better than other methods because of its ability of nonlinear mapping. In this paper we survey different input param...

This report considers a proposal to reinstate the New York stock transfer tax (STT) that was phased out between 1979 and 1981. The proposal under consideration would reinstate the tax at half the rate that prevailed at the time of its repeal. The revenues from such a tax, at around $3.5 billion under current stock market conditions, would be shared equally by the governments of New York City an...

This paper discusses nonparametric series estimation of integrable cointegration models using Hermite functions. We establish the uniform consistency and asymptotic normality of the series estimator. The Monte Carlo simulation results show that the performance of the estimator is numerically satisfactory. We then apply the estimator to estimate the stock return predictive function. The out–of–s...