The power spectrum of the daily Dow Jones industrial average is calculated. It has been shown that the spectrum is P (f) 1=f, very close to that of the random walk series (1=f noise). In contrast to some previous belief, the Dow Jones index as well as other stock prices time series are not 1=f noise. The distribution of the daily change of the Dow Jones industrial average is also calculated. Se...

This is a known fact that news and stock prices are closely related and news usually has a great influence on stock market investment. There have been many researches aimed at identifying that relationship or predicting stock market movements using news analysis. Recently, massive news tests, called unstructured big-data, have been used to predict stock price. In this paper, we introduce a meth...

The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The mode...

This study aims to investigate the effect of interest rates, inflation, rupiah exchange rate, money supply, and exports on composite stock price index (CSPI) in Indonesia. The data used is secondary obtained from Indonesian Statistics Agency (BPS) Central Bank Indonesia for period January 2014 May 2021. applies a multiple linear regression model. findings this indicate that have positive sign s...

In this paper, we showed a method to forecast the daily stock price using neural networks and the result of the Neural Network forecast is compared with the Statistical forecasting result. Stock price prediction is one of the emerging field in neural network forecasting area. This paper also presents the Neural Networks ability to forecast the daily Stock Market Prices. Stock market prediction ...

This study examines the dynamic relationships between stock market performance and the interest rates in Sri Lanka during June 2004 to April 2011. We use all share price index in the Colombo stock exchange as a measure of stock market performance indicator and Sri Lanka interbank offer rate as a measure of interest rate. We employ some conventional time series econometric techniques namely Unit...

In current Chinese Security Market, stock or main index running orbit is a complicated phenomenon. In this paper, proposed a method to forecast Shanghai composite index using time series volume, turnover rate, close price, high price, low price, and open price as parameters. In order to simulate Shanghai composite index’s running orbit we improve a new partial differential equations simulation ...