In this study, 3 models of Time-Varying Parameters (TVP), Dynamic Model Selection (DMS) and Dynamic Model Averaging (DMA) and a comparison with the Ordinary Least Squares (OLS) method in MATLAB in the time period 2003-2013 (with data on a monthly basis) are discussed. In the present study, the variables of unofficial exchange rate changes, interest rate changes and inflation in oil price foreca...

The impact of investor behavior and decision-making on investment interest in the Indonesian capital market is ultimately tied to stock selection model used form an optimal portfolio. Therefore, this study aims develop market. And thus, novelty relates other studies that demonstrate how improve decisions Indonesia. Whereas previous research focused solely associations between variables, examine...

The goal of this study was to carry out singleand multi-aspect ABC analyses in spare parts warehouse. Two cases were considered within the investigations. First case concerned stock with the required safety stock, whereas in the second case, safety stock was neglected. Comparison of the results for both analyses was to show how the level of safety stock impacts on selection of more profitable a...

The portfolio management for trading in the stock market poses a challenging stochastic control problem of significant commercial interests to finance industry. To date, many researchers have proposed various methods to build an intelligent portfolio management system that can recommend financial decisions for daily stock trading. Many promising results have been reported from the supervised le...

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...

Predicting stock exchange rates is receiving increasing attention and is a vital financial problem as it contributes to the development of effective strategies for stock exchange transactions. The forecasting of stock price movement in general is considered to be a thought-provoking and essential task for financial time series' exploration. In this paper, a Least Absolute Shrinkage and Selectio...