Stock market analysis is a widely studied problem as it offers practical applications for signal processing and predictive methods and a tangible financial reward. Creating a system that yields consistent returns is extremely challenging and is currently an open problem as stock market prices are extremely volatile and vary widely both within a given stock and comparatively amongst many stocks....

In this paper, we provide an online monitor and control approach for adaptive bandwidth allocations in a QoS-aware multimedia network system. Accurate management of bandwidth allocations with a goal of maximizing the revenues is quite complex, due to the interactions among various data flows that dynamically share the network bandwidth. So, we adopt a heuristics-aided control that iteratively a...

recent bankruptcy of big companies all over the world and fluctuations in iran's stock market require that some methods be developed for the evaluation of companies' financial potential. different models are used for the prediction of bankruptcy and the evaluation of organizational financial situation. environmental changes and increasing competition among agencies led to companies&ap...

We consider a one-dimensional cutting stock problem (CSP) in which the stock widths are not used to fulfill the order but kept for use in the future for the industrial-use paper production. We present a new model based on the flexible stock allocation and trim loss control to determine the production quantity. We evaluate our approach using a real data and show that we are able to solve industr...

This study investigates the lead-lag relationship between the option and stock markets for 17 trading-days prior to substantial earnings surprises, using the Berkeley options data base, changes in put-call parity, and a control option methodology. Before the passage of the Insider Trading Sanctions Act (ITSA) in 1984, the options market leads the stock market prior to negative surprises but tha...

Today’s stocks are tomorrow’s emissions and waste flows. As a result of the time lag introduced by the buffering function of the stock of materials and products in society environmental problem flows which seem to be under control can easily rebound. In this paper an example is given of how signal processing can be used in dynamic Substance Flow Analysis for estimating the future generation of ...

The interrelationship between international stock markets has been a key study area among the financial market researchers for international portfolio management and risk measurement. The characteristics of security returns and their dynamics play a vital role in the financial market theory. This study is an attempt to find out the dynamic linkages among the equity market of USA and emerging ma...

objective: international diabetes organization estimates that there are 285 million people worldwide who suffer from diabetes, and this figure is expected to increase to 450 million in next 20 years. according to statistics issued by the world health organization, diabetes is considered among ten leading causes of death in world and its prevalence in the population is growing.this paper deals w...

this paper investigates the effect of formal information and rumors on the real buyers’ choice in tehran stock exchange. following this study, the question is what kind of information has an effect on buyers’ choice of shares? the purpose of this study is to identify information affecting buyers selected stocks, in order to offer some solutions to enhance stock exchange performance. in this stu...